References

• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1995Time-Varying World Market Integration2,307 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
• 2002Regime Switches in Interest Rates874 cited
• 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis766 cited
• 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited