Price dynamics in European petroleum markets

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

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.8K citations · Full text

Social Sciences, Business Economics, Economics +11

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 2.5K citations

Social Sciences, Business Economics, Economics +11

Asymptotic Properties of Residual Based Tests for Cointegration

P. C. B. Phillips, Sam Ouliaris · Econometrica · 1990 · 2K citations

Social Sciences, Economics, Econometrics +12

Asymmetric Price Transmission: A Survey

Jochen Meyer, Stephan von Cramon‐Taubadel · Journal of Agricultural Economics · 2004 · 828 citations

Social Sciences, Agricultural Economics, Economics +9