this work references cited by second hopReferences
- 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
- 2001Bounds testing approaches to the analysis of level relationships20,339 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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
- 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
- 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
- 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
- 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
- 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work