The DOI matches its Crossref record; 18 of the 18 references it cites were found in a registry or an index.
FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
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Citations
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
Johansen, S., & Juselius, K. (1990) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1990.mp52002003.x · Cited by 14,051
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, S. (1991) · Econometrica · doi:10.2307/2938278 · Cited by 11,116
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
Stock, J. H., & Watson, M. W. (1993) · Econometrica · doi:10.2307/2951763 · Cited by 5,013
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
Granger, C. W. J. (1986) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1986.mp48003002.x · Cited by 2,565
Stock, J. H., & Watson, M. W. (1988) · Journal of the American Statistical Association · doi:10.1080/01621459.1988.10478707 · Cited by 1,894
Forecasting and testing in co-integrated systems
Engle, R. F., & Yoo, B. S. (1987) · Journal of Econometrics · doi:10.1016/0304-4076(87)90085-6 · Cited by 1,867
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
Stock, J. H. (1987) · Econometrica · doi:10.2307/1911260 · Cited by 1,470
Optimal Inference in Cointegrated Systems
Phillips, P. C. B. (1991) · Econometrica · doi:10.2307/2938258 · Cited by 1,099
Cited by
Does financial development cause economic growth? Time-series evidence from 16 countries
Demetriades, P. O., & Hussein, K. A. (1996) · Journal of Development Economics · doi:10.1016/s0304-3878(96)00421-x · Cited by 1,539
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
Pesaran, M. H., Schuermann, T., & Weiner, S. M. (2004) · Journal of Business & Economic Statistics · doi:10.1198/073500104000000019 · Cited by 1,456
Financial Development and Economic Growth: The Role of Stock Markets
Arestis, P., Demetriades, P. O., & Luintel, K. B. (2001) · Journal of Money, Credit and Banking · doi:10.2307/2673870 · Cited by 1,110
Country spreads and emerging countries: Who drives whom?
Uribe, M., & Yue, V. Z. (2006) · Journal of International Economics · doi:10.1016/j.jinteco.2005.04.003 · Cited by 697
Lag Order and Critical Values of the Augmented Dickey–Fuller Test
Cheung, Y.-W., & Lai, K. S. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524601 · Cited by 685
Self-citation
Metadata
- Authors
- Cheung, Y., & Lai, K. S.
- Venue
- Oxford Bulletin of Economics and Statistics
- Publisher
- Wiley
- Published
- 1993-08
- Volume
- 55
- Issue
- 3
- Pages
- 313-328
- ISSN
- 0305-9049 (ISSN-L)
- 1468-0084
- OpenAlex
- W2034623207
- Cited by
- 1,205
- References
- 18
- FWCI
- 43.50
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. https://app.cochat.ai/papers/10.1111/j.1468-0084.1993.mp55003003.x
- The paper
- Cheung, Y., & Lai, K. S. (1993). FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. Oxford Bulletin of Economics and Statistics. https://doi.org/10.1111/j.1468-0084.1993.mp55003003.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.
