The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
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Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
Johansen, S. (1988) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(88)90041-3 · Cited by 17,027
Self-citationJohansen, S., & Juselius, K. (1990) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1990.mp52002003.x · Cited by 14,051
Self-citationEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, S. (1991) · Econometrica · doi:10.2307/2938278 · Cited by 11,116
Self-citationTesting structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Johansen, S., & Juselius, K. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90086-7 · Cited by 1,659
Self-citationEstimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
Anderson, T. W. (1951) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177729580 · Cited by 841
Testing for Unit Roots in Time Series Data
Pantula, S. G. (1989) · Econometric Theory · doi:10.1017/s0266466600012421 · Cited by 350
Cited by
Unit root tests in panel data: asymptotic and finite-sample properties
Levin, A., Lin, C.-F., & James Chu, C.-S. (2002) · Journal of Econometrics · doi:10.1016/s0304-4076(01)00098-7 · Cited by 12,849
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, S. (1992) · Journal of Policy Modeling · doi:10.1016/0161-8938(92)90003-u · Cited by 685
Self-citationTang, C. F., & Tan, B. W. (2015) · Energy · doi:10.1016/j.energy.2014.11.033 · Cited by 677
Causal relationship between energy consumption and GDP revisited: the case of Korea 1970–1999
Oh, W., & Lee, K. (2004) · Energy Economics · doi:10.1016/s0140-9883(03)00030-6 · Cited by 543
A Stastistical Analysis of Cointegration for I(2) Variables
Johansen, S. (1995) · Econometric Theory · doi:10.1017/s0266466600009026 · Cited by 349
Self-citation
Metadata
- Authors
- Johansen, S.
- Venue
- Oxford Bulletin of Economics and Statistics
- Publisher
- Wiley
- Published
- 1992-08
- Volume
- 54
- Issue
- 3
- Pages
- 383-397
- ISSN
- 0305-9049 (ISSN-L)
- 1468-0084
- OpenAlex
- W2004021760
- Cited by
- 1,011
- References
- 7
- FWCI
- 59.83
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND. https://app.cochat.ai/papers/10.1111/j.1468-0084.1992.tb00008.x
- The paper
- Johansen, S. (1992). DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND. Oxford Bulletin of Economics and Statistics. https://doi.org/10.1111/j.1468-0084.1992.tb00008.x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
