this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
- 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
- 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
- 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
- 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
- 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
- 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
- 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
- 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work