Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Aspects of Multivariate Statistical Theory

1984 • 3,514 citations

Estimating Long-Run Economic Equilibria

1991 • 873 citations

Bessel Functions of Matrix Argument

1955 • 487 citations

Normal Multivariate Analysis and the Orthogonal Group

1954 • 340 citations

Nested Reduced-Rank Autoregressive Models for Multiple Time Series

1988 • 146 citations

Testing for Cointegration in Linear Quadratic Models

1994 • 87 citations

On the Normalization of Structural Equations: Properties of Direction Estimators

1990 • 70 citations