International Review of Financial Analysis · 2005 · 199 citations · 41 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceCapital MarketsEuropean EconomicsInternational Financial IntegrationInternational Financial MarketsEmerging Market Capital Flows
41
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
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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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