References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1997Foundations of International Macroeconomics2,980 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
• 1992Canonical Cointegrating Regressions1,383 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
• 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
• 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited
• 1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation489 cited
• 1986Unit roots, structural breaks and trends438 cited