An investigation of co-integration and causality between energy consumption and economic activity in Taiwan

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

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

Social Sciences, Economics, Econometrics +9

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 for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

Social Sciences, Economics, Econometrics +7

Introduction to Statistical Time Series

James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations

Natural Sciences, Mathematics, Probability Theory +11