this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1974Are Government Bonds Net Wealth?5,990 cited
- 1980Domestic Saving and International Capital Flows2,767 cited
- 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
- 1979Domestic Savings and International Capital Flows822 cited
- 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited
- 1981Post-War U.S. Business Cycles: An Empirical Investigation636 cited
- 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
- 1988Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models310 cited
- 1986New Evidence on Deficits and Interest Rates271 cited
- 1987Testing for unit roots199 cited
- 1967Applied Economic Forecasting195 cited
- n.d.NBER Macroeconomics Annual 1990, Volume 5
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work