References

• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1992Common stochastic trends in international stock markets944 cited
• 1993Vector Autoregressions and Causality867 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems426 cited
• 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
• 1997Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems91 cited
• 2005Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model*89 cited
• 1999Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates61 cited
• 1996Testing Identifiability of Cointegrating Vectors