Short and long-run elasticities in US residential electricity demand: a co-integration approach

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

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

Engineering, Economics, Mathematics +14

Foundations of Economic Analysis.

George J. Stigler, Paul A. Samuelson · Journal of the American Statistical Association · 1948 · 4.2K citations

Social Sciences, Economics, Mathematics +11

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

Michael Osterwald‐Lenum · Oxford Bulletin of Economics and Statistics · 1992 · 2.6K citations

Social Sciences, Economics, Mathematics +12