this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
- 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
- 1988Statistical analysis of cointegration vectors17,038 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
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
- 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
- 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
- 1981Some properties of time series data and their use in econometric model specification2,450 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 1999Oil price shocks and stock market activity1,823 cited
- 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,289 cited
- 2008Relationships between oil price shocks and stock market: An empirical analysis from China
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work