STRUCTURAL DETERMINANTS OF MARKET INTEGRATION: THE CASE OF RICE MARKETS IN BANGLADESH

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

Error Analysis, Engineering, Finance +15

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 22.7K citations · Full text

Autoregressive Time Series, Regression Estimator, Economics +14

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 9K citations

Fitting autoregressive models for prediction

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1969 · 2.5K citations

Forecasting Methodology, Engineering, Autoregressive Models +6

Testing Market Integration

Martin Ravallion · American Journal of Agricultural Economics · 1986 · 666 citations

Applied Economics, Trade, Agricultural Economics +23