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
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
• 1992Comparisons of tests for multivariate cointegration582 cited
• 1995Empirical research on nominal exchange rates521 cited
• 1992Stock prices and the effective exchange rate of the dollar489 cited