Housing and the business cycle in South Africa

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

Bootstrap Methods: Another Look at the Jackknife

B. Efron · The Annals of Statistics · 1979 · 17.4K citations · Full text

Public Health, Biostatistics, Statistical Computing +15

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

Social Sciences, Economics, Econometrics +14

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.9K citations

Natural Sciences, Biostatistics, Econometrics +13

Statistical Inference in Instrumental Variables Regression with I(1) Processes

Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies · 1990 · 4.8K citations

Social Sciences, Economics, Causal Inference +11