References

• 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
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 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?1,589 cited
• 2004Applied Time Series Econometrics1,200 cited
• 1989The Ricardian Approach to Budget Deficits1,035 cited
• 2005Testing for short- and long-run causality: A frequency-domain approach945 cited