References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1995Journal of the American Statistical Association5,359 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
• 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
• 1991Long-run Relations in Australian Monetary Data26 cited

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