References

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• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
• 1966A Model of the Demand for Money by Firms1,338 cited
• 1991Estimating Long-Run Economic Equilibria854 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1992