International Review of Economics & Finance · 1999 · 46 citations · 50 references
Social SciencesEconomicsEconometricsMacroeconomicsMonetary EconomicsCointegration AnalysisStructural Break AnalysisCointegration BreaksLong-run CausalityMultiple Structural BreaksStructural BreaksStructural Breaks In Cointegration
50
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Pierre Perrón · Econometrica · 1989 · 7.7K citations