References

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• 2001Bounds testing approaches to the analysis of level relationships20,339 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1988Testing for Common Trends1,894 cited
• 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
• 1992Canonical Cointegrating Regressions1,383 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1992Testing for parameter instability in linear models