References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 2018The unpublished manuscript3,215 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 2010Critical Values for Cointegration Tests2,569 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1983Real Business Cycles2,076 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1986Univariate detrending methods with stochastic trends851 cited