this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
- 1965The Behavior of Stock-Market Prices8,772 cited
- 1982Trends and random walks in macroeconmic time series4,708 cited
- 2005Stochastic Integration and Differential Equations4,700 cited
- 1997The variation of certain speculative prices4,513 cited
- 1987Extreme Values, Regular Variation and Point Processes3,165 cited
- 1988Trends and random walks in macroeconomic time series2,454 cited
- 1981Some properties of time series data and their use in econometric model specification2,450 cited
- 1988Testing for Common Trends1,983 cited
- 1987Forecasting and testing in co-integrated systems1,896 cited
- 1987Limit Theorems for Stochastic Processes1,329 cited
- 1990Stochastic Integration and Differential Equations1,213 cited
- 1997Stochastic Analysis1,047 cited
- 1986Multiple Time Series Regression with Integrated Processes
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work