References

• 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
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1995Journal of the American Statistical Association5,337 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1988Testing for Common Trends1,894 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
• 1986On the Theory of Testing for Unit Roots in Observed Time Series