Unidentified Components in Reduced Rank Regression Estimation of ECM's

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1990 • 14,144 citations

Optimal Inference in Cointegrated Systems

1991 • 1,139 citations

Canonical Cointegrating Regressions

1992 • 1,081 citations

Vector autoregression and causality: a theoretical overview and simulation study

1994 • 383 citations

Vector autoregression and causality

1991 • 285 citations

Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics

1991 • 39 citations

The Distribution of FIML in the Leading Case

1986 • 7 citations

Spherical matrix distributions and cauchy quotients

1989 • 7 citations

The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models

1991 • 5 citations