Estimating short and long-term residential demand for electricity: New evidence from Sri Lanka

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

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

Business, Economics, Econometrics +12

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Walter Enders, C. W. J. Granger · Journal of Business and Economic Statistics · 1998 · 1.2K citations

Social Sciences, Economics, Econometrics +13

Cointegration in partial systems and the efficiency of single-equation analysis

Søren Johansen · Journal of Econometrics · 1992 · 993 citations

Social Sciences, Economics, Mathematics +4