References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1988Testing for Common Trends1,894 cited
• 2000Forecasting Economic Time Series1,768 cited
• 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
• 1987Interpreting Evidence on Money-Income Causality559 cited
• 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
• 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
• 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
• 1988Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models