References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
• 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
• 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
• 2001Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests329 cited
• 1996Tests for cointegration a Monte Carlo comparison264 cited
• 1997