Forecasting and testing in co-integrated systems

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

Macroeconomics and Reality

1980 • 12,249 citations

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

1979 • 8,550 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

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

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

1981 • 2,283 citations

Testing for Common Trends

1988 • 1,998 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

1986 • 1,192 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Theoretical Statistics

1975 • 723 citations

Some Properties of Time Series Data and Their Use in Econometric Model Specification

2010 • 554 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

1958 • 458 citations

Forecasting with Bayesian Vector Autoregressions: Five Years of Experience

1986 • 343 citations

Statistical Inference

1984 • 162 citations