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Co-summability from linear to non-linear co-integration
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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
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 2002Confronting the Environmental Kuznets Curve1,773 cited

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  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
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