Testing for cointegration

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Note on the Correlation of First Differences of Averages in a Random Chain

1960 • 408 citations

Testing the random walk hypothesis

1985 • 362 citations