References

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• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1979On the Determination of the Public Debt3,342 cited
• 1988Some recent development in a concept of causality2,982 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
• 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing954 cited
• 1991