COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING¹

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

1987 • 30,456 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Testing for unit roots in autoregressive-moving average models of unknown order

1984 • 2,980 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Handbook of Econometrics.

1985 • 815 citations

EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE^*

1986 • 810 citations

Elements of Econometrics

1988 • 668 citations

Regression Theory for Near-Integrated Time Series

1988 • 359 citations

Asymptotic Normality, When Regressors Have a Unit Root

1988 • 342 citations

SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION^*

1988 • 299 citations

Tests for cointegration a Monte Carlo comparison

1996 • 273 citations

Emigrants' remittances and Dutch Disease in Cape Verde

2006 • 250 citations

PC-GIVE: An Interactive Econometric Modelling System.

1990 • 241 citations

A stochastic frontier model of the productive efficiency of Korean container terminals

2003 • 197 citations

Foreign aid and economic performance in Tanzania

1998 • 151 citations

STATISTICAL TREATMENT OF CENSORED DATA

1954 • 122 citations

Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985

1990 • 61 citations

Testing misspecified cointegrating relationships

1998 • 43 citations

Statistical Treatment of Censored Data Part I. Fundamental Formulae

1954 • 37 citations

Rational expectations in macroeconomics

1985 • 32 citations

Co-integration and error-correction modelling of agricultural export supply in Cameroon

1999 • 30 citations

Seasonality and the Order of Integration for Consumption*

1992 • 26 citations

An aggregate model for the European Union

2003 • 25 citations

Seasonal Integration and Cointegration, (1955-1984)

1996 • 23 citations

Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence

2000 • 22 citations

Untitled

1997 • 18 citations

Testing the cointegration of house and stock prices in Finland

1991 • 18 citations

Bootstrapping unit root tests

1997 • 12 citations

Determinants of Selected Agricultural Export Crops in Nigeria: An Ecm Approach

2008 • 11 citations

Agricultural Growth, Rural Poverty and Hunger In Africa

2008 • 6 citations

Private Savings Behaviour in Nepal: Longterm Determinants and Short-run Dynamics

2008 • 2 citations

Narrowing the US twin deficits: simulations with a world macroeconometric model

2007 • 2 citations

Finance and the Diffusion of Digital Technologies

2008 • 1 citations