References

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• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 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
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1972MONEY, INCOME, AND CAUSALITY3,013 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1980