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
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 2004The Purchasing Power Parity Debate1,034 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1992