References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1980Macroeconomics and Reality12,826 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
• 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
• 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
• 2001Spatial Market Integration in the Presence of Threshold Effects505 cited
• 2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality351 cited
• 2016Rolling window selection for out-of-sample forecasting with time-varying parameters290 cited
• 2010The role of the log transformation in forecasting economic variables230 cited
• 2001Asset storability and price discovery in commodity futures markets: A new look224 cited