this work references cited by second hopReferences
- 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
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1980Macroeconomics and Reality12,826 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
- 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
- 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
- 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
- 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
- 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
- 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
- 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
- 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
- 1948International Trade and the Equalisation of Factor Prices
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work