Energy · 2020 · 725 citations · 102 references
Social SciencesEconomicsEconometricsEnergy EconomicsMacroeconomicsAsian EconomiesEnergy SecurityOpen Economy MacroeconomicsRenewable EnergyRenewable Energy EconomicsTrade LiberalizationChinese EconomyCointegration BreaksEnergy ConsumptionStructural Break ModelingStructural Break Tests
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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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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Pierre Perrón · Econometrica · 1989 · 7.7K citations