CO‐INTEGRATION ANALYSIS AND THE DETERMINANTS OF LAND PRICES: REPLY

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

1987 • 30,456 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Spurious regressions in econometrics

1974 • 6,029 citations

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

1984 • 2,980 citations

Some recent development in a concept of causality

1988 • 2,941 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

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

1986 • 810 citations

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

1983 • 700 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Does the Law of One Price Really Hold for Commodity Prices?

1989 • 390 citations

Econometric Modeling of the Capitalization Formula for Farmland Prices

1986 • 245 citations

Capital Gains versus Current Income in the Farming Sector

1979 • 232 citations

Practitioners'corner: professor Hendry's econometric methodology

2005 • 224 citations

An Analysis of Growth of U.S. Farmland Prices, 1963–82

1986 • 184 citations

Error correction models and agricultural supply response

1993 • 122 citations

Inflation, Portfolio Choice, and the Prices of Land and Corporate Stock

1980 • 93 citations

TESTING NEO‐CLASSICAL THEORIES OF LABOUR DEMAND: AN APPLICATION OF COINTEGRATION TECHNIQUES

1986 • 82 citations

Farm Real Estate Price Components, 1920–78

1982 • 69 citations

An empirical model of the U.K. land market and the impact of price policy on land values and rents

1979 • 43 citations

Present-value models of land prices in England and Wales

1991 • 38 citations

CO‐INTEGRATION ANALYSIS AND THE DETERMINANTS OF LAND PRICES

1992 • 31 citations

AGRICULTURAL RESEARCH EXPENDITURES AND AGRICULTURAL PRODUCTIVITY CHANGE

1990 • 21 citations

CO‐INTEGRATION ANALYSIS AND THE DETERMINANTS OF LAND PRICES: COMMENT

1993 • 13 citations

Land prices, rents and inflation: A cointegration analysis

1990 • 9 citations

Non stazionarieta', integrazione, cointegrazione: analisi di alcuni aspetti della letteratura recente

1989 • 3 citations

Towards a New Framework for Modelling Agricultural Land Prices

1988 • 2 citations