References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1988Testing for Common Trends1,894 cited
• 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
• 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1989Common Stochastic Trends in a System of Exchange Rates626 cited
• 1988Testing for Common Trends428 cited
• 1992The power problems of unit root test in time series with autoregressive errors419 cited
• 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
• 1987The statistical distribution of exchange rates: Empirical evidence and economic implications313 cited
• 1991Reconsidering ‘trends and random walks in macroeconomic time series’