References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1991Estimating Long-Run Economic Equilibria854 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1995Fully Modified Least Squares and Vector Autoregression597 cited
• 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
• 1991Fair Allocation of Indivisible Goods and Criteria of Justice242 cited
• 2002CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES160 cited
• 2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I143 cited
• 1988Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations