References

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• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1976Econometric policy evaluation: A critique6,104 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
• 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited