Journal of Economic Dynamics and Control

Statistical analysis of cointegration vectors

Søren Johansen · 1988 · 16.8K citations

Business, Economics, Econometrics +13

Trends and random walks in macroeconomic time series

Pierre Perrón · 1988 · 2.5K citations

Social Sciences, Economics, Econometrics +13

Threshold heteroskedastic models

Jean‐Michel Zakoïan · 1994 · 2.3K citations

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

William A. Brock, Cars Hommes · 1998 · 1.7K citations

Business, Economics, Finance +14

Testing for causality

Clive W. J. Granger · 1980 · 1.7K citations