this work references cited by second hopReferences
- 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
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1976Expectations and Exchange Rate Dynamics4,704 cited
- 1996The Purchasing Power Parity Puzzle2,939 cited
- 2010Critical Values for Cointegration Tests2,569 cited
- 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
- 1995The handbook of international economics1,373 cited
- 1988The New Palgrave: A Dictionary of Economics.1,372 cited
- 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
- 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
- 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work