this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
- 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
- 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
- 1960A Theory of the Consumption Function2,232 cited
- 1987Cointegration and Tests of Present Value Models2,160 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 1991Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits720 cited
- 2005From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege473 cited
- 1994The Intertemporal Approach to the Current Account330 cited
- 2006G7 Current Account Imbalances: Sustainability and Adjustment
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work