References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 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
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
• 1987