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
- 1988Testing for a Unit Root in Time Series Regression19,420 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 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
- 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods5,188 cited
- 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
- 1988Some recent development in a concept of causality2,982 cited
- 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work