The long-run behaviour of transport performance in India: a cointegration approach

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

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

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Introduction to Statistical Time Series

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Natural Sciences, Mathematics, Probability Theory +11

Critical Values for Cointegration Tests

James G. MacKinnon · AgEcon Search (University of Minnesota, USA) · 2010 · 2.6K citations · Full text

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Introduction to Statistical Time Series.

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Forecasting and testing in co-integrated systems

Robert F. Engle, Byung Sam Yoo · Journal of Econometrics · 1987 · 1.9K citations

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