References

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• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,248 cited
• 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods5,188 cited
• 2008A Note On Rising Food Prices1,100 cited
• 2010How to Understand High Food Prices738 cited
• 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
• 2004Unit Root Quantile Autoregression Inference517 cited