Most cited documents in this series:

Year	Title	Cited
2010	Robust methods for detecting multiple level breaks in autocorrelated time series RePEc:not:notgts:10/01 [Citation Analysis]	5
2007	Testing for co-integration in vector autoregressions with non-stationary volatility RePEc:not:notgts:07/02 [Citation Analysis]	4
2009	Testing for unit roots in the presence of a possible break in trend and non-stationary volatility RePEc:not:notgts:09/05 [Citation Analysis]	2
2007	Testing for a unit root in the presence of a possible break in trend RePEc:not:notgts:07/04 [Citation Analysis]	2
2006	Testing for a change in persistence in the presence of non-stationary volatility RePEc:not:notgts:06/04 [Citation Analysis]	1
2009	Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] RePEc:not:notgts:09/01 [Citation Analysis]	1
2010	Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion RePEc:not:notgts:10/04 [Citation Analysis]	1
2010	Bootstrap union tests for unit roots in the presence of nonstationary volatility RePEc:not:notgts:10/03 [Citation Analysis]	1

Citing documents used to compute impact factor 5:

Year	Title	See
2011	Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility RePEc:dgr:umamet:2011056	[Citation Analysis]
2011	Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation RePEc:bfr:banfra:334	[Citation Analysis]
2011	Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation RePEc:ags:eaae11:120387	[Citation Analysis]
2011	Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation RePEc:bfr:banfra:334	[Citation Analysis]
2011	Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function RePEc:ris:albaec:2011_010	[Citation Analysis]

Cites in year: CiY