The effect of professional sports on earnings and employment in the services and retail sectors in US cities

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

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.8K citations · Full text

Social Sciences, Business Economics, Economics +11

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

Social Sciences, Economics, Econometrics +7

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 2.5K citations

Social Sciences, Business Economics, Economics +11

Trends and random walks in macroeconomic time series

Pierre Perrón · Journal of Economic Dynamics and Control · 1988 · 2.5K citations

Social Sciences, Economics, Econometrics +13