Purchasing power parity-symmetry and proportionality: Evidence from 116 countries

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Social Sciences, Economics, Econometrics +13

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

Testing the null hypothesis of stationarity against the alternative of a unit root

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Social Sciences, Economics, Econometrics +9

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.9K citations

Social Sciences, Business Economics, Economics +8

Statistical Inference in Instrumental Variables Regression with I(1) Processes

Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies · 1990 · 4.8K citations

Social Sciences, Economics, Causal Inference +11