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
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
• 1992Canonical Cointegrating Regressions1,383 cited
• 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1995Log-Periodogram Regression of Time Series with Long Range Dependence