articleTop 1% cited
Seasonal integration and cointegration
Journal of Econometrics · 1990 · Vol. 44(1-2) · pp. 215–238
Svend Hylleberg✉(Aarhus University)Robert F. Engle(University of California, San Diego)C.W.J. Granger(University of California, San Diego)B.S. Yoo(Pennsylvania State University)
Monetary Policy and Economic ImpactEconomic Theory and PolicyMarket Dynamics and VolatilityCointegrationAutoregressive modelEconometricsUnit rootMathematicsMonte Carlo methodMultivariate statisticsSeries (stratigraphy)Statistics
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References
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association · 1979 · 22,774 citations
Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
The Economic Journal · 1978 · 1,612 citations
Time Series Analysis Forecasting and Control
Journal of the Operational Research Society · 1971 · 1,794 citations
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · 31,692 citations
Time Series Analysis: Forecasting and Control
Journal of Marketing Research · 1977 · 19,299 citations
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Journal of the American Statistical Association · 1979 · 9,000 citations
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