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
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 1991Estimating Long-Run Economic Equilibria854 cited
• 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
• 1982Inflation, real returns and capital investment477 cited
• 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
• 1990What does the term structure tell us about future inflation?428 cited
• 1983Two-step two-stage least squares estimation in models with rational expectations274 cited
• 1981The Real Interest Rate: An Empirical Investigation206 cited
• 1986The international linkage of real interest rates: The European-US connection