References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1989Entry and Exit Decisions under Uncertainty2,356 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1987Real-Financial Linkages Among Open Economies468 cited
• 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
• 1988Exchange Rate Pass-Through When Market Share Matters361 cited
• 1986Prices, profit margins, and exchange rates282 cited
• 1989Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures205 cited
• 1980Short-Run Effects of Exchange Rate Changes on Terms of Trade and Trade Balance (Incidence a court terme des variations du taux de change sur les termes de l'echange et la balance commerciale) (Efectos a corto plazo de las variaciones del tipo de cambio sobre la relacion de intercambio y la balanza comercial)