The contribution of tourism development to economic growth in the Korean economy

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

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Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Statistical analysis of cointegration vectors

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

Business, Economics, Econometrics +13

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8