this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
- 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
- 1987Time Series Regression with a Unit Root2,821 cited
- 2010Critical Values for Cointegration Tests2,569 cited
- 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
- 1995Time‐Varying World Market Integration2,152 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
- 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
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