References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 2002Avoiding Liquidity Traps380 cited
• 2001Another look at long-run money demand224 cited
• 2001The Demand for Money22 cited
• 2002Liquidity Traps and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?22 cited
• 1996Production, Financial Sophistication, and the Demand for Money by Households and Firms