References

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• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 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
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1997The Review of Economics and Statistics1,541 cited
• 1986Alternative Explanations of the Money-Income Correlation1,501 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 1980