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Citations
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(1986). Are all business cycles alike?
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(1988). Bayesian skepticism on unit root econometrics.
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(1992). E-M estimation of nonstationary state-space models with mixture Gaussian long-run errors: A structural change estimation.
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(1991). Exactly unbiased estimation of first order autoregressive/ unit root models. Discussion Paper no. 975. New Haven, Conn.: Cowles Foundation.
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(1991). Pitfalls and opportunities: What macroeconomists should know about unit roots.
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(1988). Statistical analysis of cointegrating vectors.
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(1989). The Great Crash, the oil price shock and the unit root hypothesis.
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(1988). Trends and random walks in macroeconomic time series: Further 212 Christopher A. Sims evidence from a new approach.
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(1991). VAR econometrics: An update.
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(1991). What macroeconomists should know about unit roots as well: The Bayesian perspective.