Journal of Development Economics · 2012 · 217 citations · 58 references
AgricultureBusiness EconomicsEconomicsCommodity MarketsMicroeconomicsPricing TheoryCommodity Price DynamicsCommodity Price FormationCommodity Price TransmissionCommodity Price Co-movementCommodity Price ModelingCommon Factors TheoryPrimary Commodity Dependence
58
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Christopher A. Sims · Econometrica · 1980 · 12.7K citations
Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations
Estimation and Inference in Econometrics.
Marcus J. Chambers, Russell Davidson, James G. MacKinnon · The Economic Journal · 1994 · 5.6K citations