Economic Modelling · 2012 · 291 citations · 109 references
Social SciencesBusiness EconomicsEconomicsEconometricsInternational EconomicsInternational TradeCointegration AnalysisEconomic GrowthGrowth TheoryOpen Economy MacroeconomicsTime Series EconometricsTrade LiberalizationCointegration In Macroeconomic VariablesEngle-granger Two-step ProcedureForecast Error DecompositionForecast Error VarianceJohansen Cointegration TestLong-run CausalityOpen Economy Growth
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations