References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Statistical analysis of cointegration vectors17,038 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
• 2004General Diagnostic Tests for Cross Section Dependence in Panels8,914 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,933 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 2008A Simple Test for Cointegration in Dependent Panels with Structural Breaks*792 cited
• 2010A new unit root test with two structural breaks in level and slope at unknown time728 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 2004Minimum LM Unit Root Test with One Structural Break623 cited
• 2004Volatility and commodity price dynamics351 cited