References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 2007Panel cointegration tests of the Fisher effect1,234 cited
• 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
• 2004The Purchasing Power Parity Debate1,034 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1996