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Asymptotic Expansions in Nonstationary Vector Autoregressions

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1992Dollar-sterling exchange rate in the 1920s: purchasing power parity and the Norman conquest of $4.86

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2002Higher order approximations for Wald statistics in time series regressions with integrated processes23 cited

1996The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors19 cited

1992A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS18 cited

1992The Monetary Dynamics of Sustained High Inflation: Taiwan, 1945-194917 cited