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
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1989Long-term Memory in Stock Market Prices1,433 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
• 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
• 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates