References

• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
• 1995Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model292 cited
• 1986Do we reject too often?247 cited
• 1985Trends, random walks, and tests of the permanent income hypothesis205 cited
• 1958Studies in the Quantity Theory of Money152 cited
• 2001Spurious regressions with stationary series148 cited
• 1994The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables132 cited
• 2002A model of fractional cointegration, and tests for cointegration using the bootstrap83 cited
• 1998Spurious regression theory with nonstationary fractionally integrated processes68 cited
• 1994On the duality between long-run relations and common trends in the i(1) versus(2)model.an application to aggregate money holdings60 cited
• 2005Challenges of trending time series econometrics59 cited
• 2007Spurious Regression and Trending Variables*52 cited
• 1995