this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
- 1989Business conditions and expected returns on stocks and bonds3,934 cited
- 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
- 1987Time Series Regression with a Unit Root2,821 cited
- 1980On estimating the expected return on the market2,818 cited
- 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
- 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
- 1985Stock Returns and the Term Structure2,260 cited
- 1987Cointegration and Tests of Present Value Models2,160 cited
- 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
- 1984Stock Prices and Social Dynamics1,615 cited
- 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
- 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work