References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1987Forecasting and testing in co-integrated systems1,896 cited
• 1998The Behavior of U. S. Public Debt and Deficits1,579 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
• 1995The Sustainability of Budget Deficits in a Stochastic Economy459 cited
• 1998Demography, National Savings, and International Capital Flows399 cited
• 1995A Stastistical Analysis of Cointegration for I(2) Variables350 cited
• 1995Global versus country-specific productivity shocks and the current account348 cited
• n.d.NBER Macroeconomics Annual 1987, Volume 2338 cited
• 1992A Representation of Vector Autoregressive Processes Integrated of Order 2331 cited
• 1992