this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1972MONEY, INCOME, AND CAUSALITY3,013 cited
- 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
- 1987Forecasting and testing in co-integrated systems1,896 cited
- 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
- 1981Autoregressive modelling and money-income causality detection710 cited
- 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
- 1989Is there a J-curve?629 cited
- 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
- 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
- 1983TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS331 cited
- 1990Purchasing Power Parity in the Long Run: A Cointegration Approach
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work