References

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• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 2004Applied Time Series Econometrics1,200 cited
• 1991Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits720 cited
• 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
• 2002Nonparametric tests for unit roots and cointegration454 cited
• 1992The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis319 cited
• 2002Comparison of unit root tests for time series with level shifts300 cited
• 2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME280 cited
• 2000Testing for the Cointegrating Rank of a VAR Process With Structural Shifts244 cited
• 1992Testing a present-value model of the current account: Evidence from US and Canadian time series178 cited
• 2000TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT163 cited