References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 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
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1921Survey of current business2,134 cited
• 1977Nobel Lecture: Inflation and Unemployment1,800 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1995Dynamic Econometrics1,199 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 1993Vector Autoregressions and Causality867 cited