References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 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
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited