Oxford Bulletin of Economics and Statistics

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

Søren Johansen, Katarina Jusélius · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · 1999 · 6.8K citations · Full text

Social Sciences, Business Economics, Economics +11

Testing for Error Correction in Panel Data*

Joakim Westerlund · 2007 · 5.7K citations

Social Sciences, Economics, Causal Inference +15

A Note on the Theme of Too Many Instruments^*

David Roodman · 2009 · 4.9K citations · Full text

Social Sciences, Economics, Econometrics +14

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · 1999 · 4.6K citations

Social Sciences, Economics, Econometrics +9