References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1997Threshold Cointegration1,042 cited
• 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
• 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
• 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited
• 2001Nonlinear Regressions with Integrated Time Series426 cited
• 1981Testing For Unit Roots: 1398 cited
• 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
• 2001Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate232 cited
• 1991