Engel's Law and Cointegration

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

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988

1991 • 3,336 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

An International Comparison of Household Expenditure Patterns, Commemorating the Centenary of Engel's Law

1957 • 470 citations

An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

1995 • 423 citations

Consumer Demand in the United States, 1929-1970; Analyses and Projections

1968 • 297 citations

Consumption, Income, and Cointegration Further Analysis

1991 • 11 citations