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Error-correction systems: nonlinear adjustments to linear long-run relationships
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Error-correction systems: nonlinear adjustments to linear long-run relationships (1987)Error-correction systems: nonlinear adjus…Cointegration tests in present value relationships (1991)Cointegration tests in presen…Modèles à correction d'erreur : l'apport de la théorie de la co-intégration (1989)Modèles à correction d'erreur…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Forecasting and testing in co-integrated systems (1987)Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models (1988)
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  • 1991Cointegration tests in present value relationships19 cited
  • 1989Modèles à correction d'erreur : l'apport de la théorie de la co-intégration10 cited

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