References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited