this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1980Macroeconomics and Reality12,826 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1976Econometric policy evaluation: A critique6,104 cited
- 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
- 1957Theory of the Consumption Function3,335 cited
- 1960A Theory of the Consumption Function2,232 cited
- 1993Introduction to Multiple Time Series Analysis1,912 cited
- 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
- 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
- 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
- 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work