References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 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 root12,634 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
• 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
• 1994A Primer on Cointegration with an Application to Money and Income424 cited
• 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques