References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 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
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1985Evaluating Natural Resource Investments2,379 cited
• 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
• 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
• 2008Understanding Crude Oil Prices1,270 cited
• 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
• 1939Speculation and Economic Stability