Seasonal integration and cointegration

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

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

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

1979 • 8,550 citations

Linear systems

1980 • 6,379 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 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

Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

1988 • 649 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 556 citations

Issues Involved With the Seasonal Adjustment of Economic Time Series

2002 • 249 citations

Merging short-and long-run forecasts

1989 • 236 citations

The Seasonal Cycle and the Business Cycle

1989 • 208 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 187 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

Seasonality in Regression

1986 • 153 citations

Some Properties of "Optimal" Seasonal Adjustment

1970 • 151 citations

Some Long Run Features of Dynamic Time Series Models

1981 • 113 citations

Issues Involved with the Seasonal Adjustment of Economic Time Series

1984 • 89 citations

DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE

1987 • 82 citations

Analysis of Economic Time Series: A Synthesis

1980 • 24 citations

Co-integrated time series : structure, forecasting and testing

1987 • 17 citations