References

• 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
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 1989Common Stochastic Trends in a System of Exchange Rates626 cited
• 1991Cointegration: how short is the long run?564 cited
• 1995Sustainability of the Deficit Process With Structural Shifts481 cited