this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
- 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
- 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
- 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
- 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
- 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
- 1990Purchasing Power Parity in the Long Run
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work