The Determination of Industrial Prices in India: A Post Keynesian Approach

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

Social Sciences, Economics, Econometrics +9

Statistical analysis of cointegration vectors

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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

Some properties of time series data and their use in econometric model specification

Clive W. J. Granger · Journal of Econometrics · 1981 · 2.4K citations

Business, Business Economics, Economics +14

EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE^*

Anindya Banerjee, Juan J. Dolado, David F. Hendry et al. · Oxford Bulletin of Economics and Statistics · 1986 · 800 citations · Full text

Social Sciences, Business Economics, Economics +8