Cointegration and Error Correction Mechanisms

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

1987 • 30,456 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Testing for Common Trends

1988 • 1,998 citations

Forecasting Economic Time Series

2000 • 1,898 citations

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

1978 • 1,632 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Seasonal integration and cointegration

1990 • 1,473 citations

Interpreting the evidence on money-income causality

1989 • 552 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

The direct estimation of the equilibrium response in a linear dynamic model

1979 • 412 citations

Modeling the demand for narrow money in the United Kingdom and the United States

1991 • 381 citations

Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models

1988 • 317 citations

Two Stage and Related Estimators and Their Applications

1985 • 270 citations

Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale

1977 • 173 citations

A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems

1989 • 59 citations

Testing misspecified cointegrating relationships

1998 • 43 citations

Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland

1988 • 38 citations

Seasonal Integration and Cointegration, (1955-1984)

1996 • 23 citations

Co-integrated time series : structure, forecasting and testing

1987 • 17 citations

Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions

1987 • 13 citations