References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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 Hypothesis5,774 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,984 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
• 1997Inflation Targeting: A New Framework for Monetary Policy?1,233 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes1,136 cited
• 1999Inflation Targeting: Lessons from the International Experience878 cited
• 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
• 1990Testing For Common Features482 cited