2010 · 10 citations · 35 references
Social SciencesEconomicsInternational EconomicsInternational TradeMacroeconomicsExchange Rate DeterminationExchange Rate PolicyExchange RatesForeign Exchange MarketsInternational Commodity TradeOil EconomicsEquilibrium Real Exchange RateReal Effective Exchange RateReal Exchange Rate DeterminationReal Exchange Rate DynamicsReal Exchange Rate Fluctuations
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations
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