Journal of International Financial Markets Institutions and Money · 2012 · 65 citations · 46 references
BusinessEconomicsFinanceBankingFinancial EconomicsFinancial MarketsCapital MarketsCommercial BankingCorporate BankingInternational BankingInternational Financial IntegrationBank Market StructureDe Facto Financial OpennessDe Jure Financial OpennessStock Market Integration
46
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations
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