References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1994The Balance-of-Payments Constraint as an Explanation of International Growth Rate Differences1,152 cited
• 1996PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts600 cited
• 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
• 1982THE BALANCE OF PAYMENTS CONSTRAINT, CAPITAL FLOWS AND GROWTH RATE DIFFERENCES BETWEEN DEVELOPING COUNTRIES *500 cited
• 2003Modeling Financial Time Series with S-Plus®407 cited
• 2006Adjustment within the euro. The difficult case of Portugal343 cited
• 2012Balance of Payments Constrained Growth Models: History and Overview306 cited
• 1998Time Series Analysis of Export Demand Equations: A Cross-Country Analysis298 cited
• 2011