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

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Statistical analysis of cointegration vectors

1988 • 16,501 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Testing weak exogeneity and the order of cointegration in UK money demand data

1992 • 694 citations

Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models

1989 • 587 citations

Comparisons of tests for multivariate cointegration

1992 • 584 citations

On the Transmission of World Agricultural Prices

1992 • 294 citations

Cointegration, exogeneity, and policy analysis: An overview

1992 • 221 citations

PcFiml 8.0 : interactive econometric modelling of dynamic systems

1994 • 102 citations

Trade Liberalisation and Agricultural Supply Response: Issues and Some Lessons

1997 • 48 citations

The Caisse de Stabilisation in the coffee sector of the Ivory Coast

1988 • 23 citations

Effects of Macroeconomic Policies on Sectoral Prices

1990 • 16 citations

Grain Quality and Hard Wheats Exported from North America

1997 • 1 citations