Statistical analysis of cointegration vectors

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

Linear Statistical Inference and its Applications

1973 • 10,599 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

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

1979 • 8,550 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

An Introduction to Multivariate Statistical Analysis.

1985 • 3,247 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 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

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

1965 • 633 citations

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

2010 • 554 citations

TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS

1983 • 309 citations

Estimation for Partially Nonstationary Multivariate Autoregressive Models

1990 • 279 citations

Reduced rank models for multiple time series

1986 • 172 citations

Testing for cointegration

1993 • 72 citations

Distribution of Eigenvalues in Multivariate Statistical Analysis

1983 • 70 citations

Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data

1984 • 32 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1988 • 18 citations

Statistical Inference in Regressions with Integrated Processes: Part 2

1987 • 9 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1986 • 6 citations