References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1987Forecasting and testing in co-integrated systems1,896 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
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
• 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration