this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1980Macroeconomics and Reality12,826 cited
- 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
- 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
- 1982Trends and random walks in macroeconmic time series4,670 cited
- 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
- 2010Critical Values for Cointegration Tests2,569 cited
- 1988Trends and random walks in macroeconomic time series2,433 cited
- 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
- 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
- 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work