Cointegration and Tests of Purchasing Power Parity

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

1987 • 30,456 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Introduction to Statistical Time Series

1978 • 4,545 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

Testing for a Unit Root in Time Series Regression

1988 • 1,359 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

Cointegration and models of exchange rate determination

1987 • 266 citations

Lessons from Empirical Models of Exchange Rates (Enseignements tires des modeles empiriques de comportement des taux de change) (Ensenanzas que nos brindan los modelos empiricos de tipos de cambio)

1987 • 64 citations

Robust tests for unit roots in the foreign exchange market

1986 • 56 citations

Statistical Inference in Regressions with Integrated Processes: Part 2

1987 • 9 citations