this work references cited by second hopReferences
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
- 1991Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias5,015 cited
- 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
- 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
- 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
- 2001Cointegration and Threshold Adjustment1,149 cited
- 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
- 2000Asset Pricing at the Millennium734 cited
- 2000Stock Market Wealth and Consumption702 cited
- 1990The Great Crash and the Onset of the Great Depression652 cited
- 2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption569 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work