Statistical Inference in Regressions with Integrated Processes: Part 2

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

1987 • 30,456 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Multiple time series

1970 • 1,885 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Multiple Time Series

1970 • 1,283 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

A Maximal Inequality and Dependent Strong Laws

1975 • 437 citations

Testing for cointegration using principal components methods

1988 • 188 citations

Estimation for Autoregressive Processes with Unit Roots

1979 • 102 citations

Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable

1987 • 52 citations

Estimation of the Parameters of Stochastic Difference Equations

1981 • 50 citations

Least-Squares Estimation of Autoregressions with Some Unit Roots

1978 • 12 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