Co-integration and error-correction modelling of agricultural export supply in Cameroon

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

1987 • 30,456 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

1980 • 3,749 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 1,730 citations

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

2008 • 1,234 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets

1991 • 349 citations

AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA^*

1986 • 231 citations

Price Distortions in Agriculture and Their Effects: An International Comparison

1981 • 186 citations

Introduction to Statistical Time Series

1997 • 183 citations

COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING¹

1990 • 83 citations

THE RELATIONSHIP BETWEEN WORLD PRICE INSTABILITY AND THE PRICES FARMERS RECEIVE IN DEVELOPING COUNTRIES

1990 • 70 citations

A re-examination of the demand for money in small developing economies

1994 • 66 citations

CO‐INTEGRATION ANALYSIS AND THE DETERMINANTS OF LAND PRICES

1992 • 31 citations

CO‐INTEGRATION ANALYSIS AND THE DETERMINANTS OF LAND PRICES: REPLY

1993 • 25 citations

Cointegration, error correction representation and the import demand function with implications in International Finance and Accounting Research

1992 • 24 citations

Price policy and agricultural export performance in Jamaica

1985 • 23 citations