The link between immigration and unemployment in Canada

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

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

Social Sciences, Economics, Econometrics +9

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

Econometric policy evaluation: A critique

Robert E. Lucas · Carnegie-Rochester Conference Series on Public Policy · 1976 · 5.6K citations

Social Sciences, Economics, Public Policy +9

Spectral Analysis and its Applications.

Walter Freiberger, Gwilym M. Jenkins, Donald G. Watts · Journal of the American Statistical Association · 1969 · 5K citations

Natural Sciences, Electrical Engineering, Spectroscopy +9

MONEY, INCOME, AND CAUSALITY

Christopher A. Sims · American Economic Review · 1972 · 2.9K citations

Social Sciences, Economics, Causal Inference +7