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Explorations in Economic History · 2011 · 54 citations · 58 references
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Distribution of the Estimators for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text
Business, Economics, Econometrics +12
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Clive W. J. Granger · Econometrica · 1969 · 22.9K citations
Social Sciences, Economics, Causal Inference +8
Testing the null hypothesis of stationarity against the alternative of a unit root
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations
Social Sciences, Economics, Econometrics +9
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Søren Johansen · Econometrica · 1991 · 11.2K citations
Social Sciences, Economics, Econometrics +14
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 9.1K citations