Comparisons of tests for multivariate cointegration

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

The theory and practice of econometrics

1986 • 4,551 citations

Introduction to Multiple Time Series Analysis

1993 • 2,070 citations

Testing for Common Trends

1988 • 1,998 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

Introduction to Multiple Time Series Analysis

1991 • 1,079 citations

The Theory and Practice of Econometrics

1985 • 898 citations

Testing for cointegration using principal components methods

1988 • 188 citations

ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS

1984 • 149 citations

Testing for Cointegration in Linear Quadratic Models

1994 • 49 citations

The Power Function of the Likelihood Ratio Test for Cointegration

1991 • 40 citations

Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle

1991 • 12 citations