Hedging jet fuel price risk: The case of U.S. passenger airlines

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

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

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

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

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Numerical distribution functions for unit root and cointegration tests

James G. MacKinnon · Journal of Applied Econometrics · 1996 · 3.1K citations

Social Sciences, Economics, Econometrics +7

Some properties of time series data and their use in econometric model specification

Clive W. J. Granger · Journal of Econometrics · 1981 · 2.4K citations

Business, Business Economics, Economics +14