References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
• 1995Small island developing states and their economic vulnerabilities1,109 cited
• 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
• 2000Small States, Small Problems? Income, Growth, and Volatility in Small States580 cited
• 2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*383 cited
• 1981A Methodological Note on the Estimation of Time Series355 cited
• 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
• 1999Some Consequences of Temporal Aggregation in Empirical Analysis271 cited