References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
• 1973The Demand for Money Revisited712 cited
• 1992Money, Income, Prices and Interest Rates660 cited
• 1976The Case of the Missing Money567 cited
• 1995A Stastistical Analysis of Cointegration for I(2) Variables350 cited
• 1992A Representation of Vector Autoregressive Processes Integrated of Order 2331 cited
• 1992The Demand for M1 in the U.S.A., 1960-1988