References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1994Testing for an unstable root in conditional and structural error correction models592 cited
• 1996Periodicity and Stochastic Trends In Economic Time Series244 cited
• 1992Maximum likelihood inference on cointegration and seasonal cointegration196 cited
• 1993The Japanese consumption function183 cited
• 1999Likelihood analysis of seasonal cointegration161 cited
• 1991The implications of periodically varying coefficients for seasonal time-series processes117 cited
• 1989A Seasonal Model of Consumption104 cited
• 1997An empirical study of seasonal unit roots in forecasting100 cited
• 1999Seasonal unit roots and forecasts of two-digit European industrial production72 cited
• 1999Common cycles in seasonal non-stationary time series65 cited
• 1999On the Role of Seasonal Intercepts in Seasonal Cointegration55 cited