The long-run relationship between population and per capita income growth in China

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

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

Social Sciences, Economics, Econometrics +14

A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS

Robert A. Levine, David Renelt · American Economic Review · 1991 · 6.1K citations

Social Sciences, Economics, Development Economics +12

Some recent development in a concept of causality

Clive W. J. Granger · Journal of Econometrics · 1988 · 3K citations

Public Health, Physics, Causal Inference +6