Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

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

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Bounds testing approaches to the analysis of level relationships

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Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

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Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

Anindya Banerjee, Juan J. Dolado, Ricardo Mestre · Journal of Time Series Analysis · 1998 · 2.3K citations · Full text

Social Sciences, Economics, Econometrics +8