References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 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
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,617 cited
• 1999What caused the Asian currency and financial crisis?918 cited
• 1996Making wald tests work for cointegrated VAR systems906 cited
• 2000International Financial Crises: Causes, Prevention, and Cures750 cited
• 1999Capital Flows to Developing Economies: Implications for Saving and Investment581 cited