References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 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
• 2010Critical Values for Cointegration Tests2,569 cited
• 1998The overvaluation of purchasing power parity1,208 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
• 1990Purchasing Power Parity in the Long Run808 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1991Cointegration: how short is the long run?564 cited
• 1995Testing for Unit Roots in Heterogeneous Panels564 cited
• 1997Searching for stationarity: Purchasing power parity under the current float