References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
• 1998The overvaluation of purchasing power parity1,208 cited
• 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries