References

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• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1988Testing for Common Trends1,894 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1995Frontiers of Business Cycle Research1,154 cited
• 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
• 1996Frontiers of business cycle research705 cited
• 1986On the Theory of Testing for Unit Roots in Observed Time Series