The price of gold and the exchange rate

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

Social Sciences, Economics, Econometrics +9

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Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

Business, Economics, Econometrics +15

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Social Sciences, Economics, Econometrics +7