References

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• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 2004The Purchasing Power Parity Debate1,034 cited
• 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1983Deviations from Purchasing Power Parity in the Long Run497 cited