Quantifying Price Liberalization in Russia

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

Some recent development in a concept of causality

Clive W. J. Granger · Journal of Econometrics · 1988 · 3K citations

Public Health, Physics, Causal Inference +6

Testing for Common Trends

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 1988 · 1.9K citations

Social Sciences, Economics, Econometrics +12