On bootstrap inference in cointegrating regressions

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

Søren Johansen · Econometrica · 1991 · 11.2K citations

Social Sciences, Economics, Econometrics +14

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

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Statistical Inference in Instrumental Variables Regression with I(1) Processes

Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies · 1990 · 4.8K citations

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Lectu re Notes in Economics and Mathematical Systems

Martin J. Beckmann, H. P. Kunzi · 1975 · 2.4K citations

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The Stationary Bootstrap

Dimitris N. Politis, Joseph P. Romano · Journal of the American Statistical Association · 1994 · 2.4K citations

Natural Sciences, Biostatistics, Econometrics +13