References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1984Forward and spot exchange rates2,167 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1990COINTEGRATION AND UNIT ROOTS