References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 2011World oil and agricultural commodity prices: Evidence from nonlinear causality304 cited
• 2010Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system220 cited
• 2011Volatility spillovers between food and energy markets: A semiparametric approach219 cited
• 2010Assessing the effect of oil price on world food prices: Application of principal component analysis188 cited
• 2006Oil and gas markets in the UK: Evidence from a cointegrating approach173 cited
• 2009Market integration among electricity markets and their major fuel source markets