References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1993Vector Autoregressions and Causality867 cited
• 1991Vector autoregression and causality274 cited
• 1995Bordeaux Wine Vintage Quality and the Weather233 cited
• 2001Wine market prices and investment under uncertainty: an econometric model for Bordeaux Crus Classés167 cited
• 2001Wine market prices and investment under uncertainty: an econometric model for Bordeaux Crus Classés166 cited
• 2006