Housing market spillovers through the lens of transaction volume: A new spillover index approach

Testing for a unit root in time series regression

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

Social Sciences, Economics, Econometrics +16

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

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Asset Prices in an Exchange Economy

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Social Sciences, Economics, Asset Pricing +16

Causality: Models, Reasoning and Inference

Christopher Hitchcock, Judea Pearl · The Philosophical Review · 2001 · 4.8K citations

Humanities, Philosophy, Causal Inference +14