References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1988Some recent development in a concept of causality2,982 cited
• 2008Some Recent Developments in a Concept of Causality998 cited
• 2005Stock market integration in ASEAN after the Asian financial crisis299 cited
• 2004International equity market integration: Theory, evidence and implications252 cited
• 2000A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis179 cited
• 2002The Asian financial crisis and the co-movement of Asian stock markets165 cited
• 1995Pre and post-October 1987 stock market linkages between U.S. and Asian markets159 cited
• 2002Interrelationships among regional stock indices157 cited