References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 1996Making wald tests work for cointegrated VAR systems900 cited
• 1993Vector Autoregressions and Causality