References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test687 cited
• 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
• 1995Automatic Lag Selection in Covariance Matrix Estimation481 cited
• 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests469 cited
• 1994A Consistent Test for a Unit Root303 cited
• 2005Prewhitening Bias in HAC Estimation*