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
• 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
• 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1992Canonical Cointegrating Regressions1,383 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
• 2002Medium-term determinants of current accounts in industrial and developing countries: an empirical exploration889 cited
• 1991Estimating Long-Run Economic Equilibria854 cited
• 1950Flexible Exchange Rates and the Theory of Employment514 cited