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Regression Theory for Near-Integrated Time Series
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  • 2009Structural Nonparametric Cointegrating Regression217 cited
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  • 2009LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS93 cited
  • 2005Level Shifts and the Illusion of Long Memory in Economic Time Series

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91 cited
  • 2011New Methods for Inference in Long-Horizon Regressions90 cited
  • 1994Parameter Constancy in Cointegrating Regressions87 cited