LONG MEMORY SERIES WITH ATTRACTORS

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

1987 • 30,456 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Estimating Optimal Transformations for Multiple Regression and Correlation

1985 • 1,572 citations

Long-Run Economic Relationships: Readings in Cointegration.

1993 • 963 citations

NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

1991 • 194 citations

Predictive Consequences of Using Conditioning or Causal Variables

1987 • 12 citations