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
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
- 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
- 2002International Asset Allocation With Regime Shifts1,779 cited
- 2009Renewable energy consumption and economic growth: Evidence from a panel of OECD countries1,636 cited
- 2008An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis1,484 cited
- 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
- 2010CO2 emissions, nuclear energy, renewable energy and economic growth in the US1,095 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work