Concepedia

Dynamics of Private and Public Real Estate Markets

Sorin A. Tuluca, F. C. Neil Myer, James R. Webb

The Journal of Real Estate Finance and Economics · 2000 · 58 citations · 34 references

DOI

Concepts

References

34

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

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

, , +9

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

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

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

, , +6

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

, , +8

Some recent development in a concept of causality

Clive W. J. Granger · Journal of Econometrics · 1988 · 3K citations

, , +6