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
• 1988Statistical analysis of cointegration vectors17,038 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
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
• 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
• 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited