References

• 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
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 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 root12,634 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited