References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1984BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION *1,852 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1991