References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1988Permanent and Temporary Components of Stock Prices3,036 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
• 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
• 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited