DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND

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

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

1991 • 11,052 citations

Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

1992 • 1,729 citations

Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

1951 • 837 citations

Testing for Unit Roots in Time Series Data

1989 • 337 citations

Nested Reduced-Rank Autoregressive Models for Multiple Time Series

1988 • 146 citations

Nested Reduced-Rank Autogressive Models for Multiple Time Series

1988 • 99 citations

Testing Hypotheses concerning Unions of Linear Subspaces

1984 • 33 citations