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
• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 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
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1988Testing for Common Trends1,894 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1984Testing for Unit Roots in Seasonal Time Series560 cited
• 1992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING