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
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 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
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1988Some recent development in a concept of causality2,982 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited