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Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

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References

1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
1981Some properties of time series data and their use in econometric model specification2,406 cited
2010Likelihood inference for a nonstationary fractional autoregressive model184 cited
2001Venetian Sea Levels, British Bread Prices, and the Principle of the Common Cause182 cited
2003Nonstationary Time Series, Cointegration, and the Principle of the Common Cause124 cited
2010Some identification problems in the cointegrated vector autoregressive model28 cited

Cited by

2008Short-Run Exchange-Rate Dynamics: Theory and Evidence37 cited
2008Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate23 cited

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