References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 2010Critical Values for Cointegration Tests2,569 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1989Persistent Trade Effects of Large Exchange Rate Shocks934 cited
• 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
• 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through