References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 2003The Theory of Economic Development22,513 cited
• 2001Bounds testing approaches to the analysis of level relationships20,339 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 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
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• n.d.Financial Development and Economic Growth: Views and Agenda4,646 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited