References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1988Testing for Common Trends1,894 cited
• 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
• 1990Purchasing Power Parity in the Long Run808 cited
• 2001A real-time data set for macroeconomists787 cited
• 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
• 1992Comparisons of tests for multivariate cointegration582 cited
• 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
• 1990Testing For Common Features470 cited
• 1993COMMON TRENDS AND COMMON CYCLES461 cited
• 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
• 1989Testing for Unit Roots in Time Series Data350 cited