Canonical Cointegrating Regressions

Statistical Inference in Instrumental Variables Regression with I(1) Processes

1990 • 4,269 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Convergence of Stochastic Processes.

1985 • 2,394 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models

1989 • 587 citations

Asymptotic Normality, When Regressors Have a Unit Root

1988 • 342 citations

Engel's Law and Cointegration

1992 • 135 citations

The central limit theorem for time series regression

1979 • 121 citations

Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors

1988 • 72 citations

Seemingly Unrelated Canonical Cointegrating Regressions

1991 • 32 citations