References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1997Time-Series Estimation of Structural Import Demand Equations: A Cross-Country Analysis276 cited
• 2000An empirical examination of the disaggregated import demand of Korea—the case of information technology products202 cited
• 1984How Reliable are Simple, Single Equation Specifications of Import Demand?138 cited
• 1992Engel's Law and Cointegration135 cited