References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 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
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1991Efficient Capital Markets: II5,346 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL