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
- 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
- 1988Testing for a Unit Root in Time Series Regression19,420 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
- 1991Efficient Capital Markets: II6,030 cited
- 1986Economic Forces and the Stock Market5,258 cited
- 1978Asset Prices in an Exchange Economy5,057 cited
- 1957Theory of the Consumption Function3,335 cited
- 2010Critical Values for Cointegration Tests2,587 cited
- 2013Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data2,508 cited
- 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work