References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1989Testing for the Constancy of Parameters Over Time973 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited