this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
- 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
- 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
- 1988Testing for a Unit Root in Time Series Regression19,420 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1980Macroeconomics and Reality12,826 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
- 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work