Time Series: Their Analysis by Successive Smoothings

Lewis A. Maverick

Econometrica, Vol. 1, No. 3. (Jul., 1933), pp. 238-246.

Regression Theory for Near-Integrated Time Series

P. C. B. Phillips

Econometrica, Vol. 56, No. 5. (Sep., 1988), pp. 1021-1043.

Pooled Time-Series Cross-Section Estimation

Arthur Havenner; Ronald Herman

Econometrica, Vol. 45, No. 6. (Sep., 1977), pp. 1535-1536.

Time Series Regression with a Unit Root

P. C. B. Phillips

Econometrica, Vol. 55, No. 2. (Mar., 1987), pp. 277-301.

Nonlinear Regressions with Integrated Time Series

Joon Y. Park; Peter C. B. Phillips

Econometrica, Vol. 69, No. 1. (Jan., 2001), pp. 117-161.

Integration Versus Trend Stationary in Time Series

David N. DeJong; John C. Nankervis; N. E. Savin; Charles H. Whiteman

Econometrica, Vol. 60, No. 2. (Mar., 1992), pp. 423-433.

Empirical Limits for Time Series Econometric Models

Werner Ploberger; Peter C. B. Phillips

Econometrica, Vol. 71, No. 2. (Mar., 2003), pp. 627-673.

The Estimation of Parameters in Linear Autoregressive Time Series

Maurice G. Kendall

Econometrica, Vol. 17, Supplement: Report of the Washington Meeting. (Jul., 1949), pp. 44-57.

Pooling of Time Series and Cross Section Data

V. K. Chetty

Econometrica, Vol. 36, No. 2. (Apr., 1968), pp. 279-290.

Parameters and Relations of Stochastically Lagged and Disaggregative Time Series

Haskel Benishay

Econometrica, Vol. 36, No. 1. (Jan., 1968), pp. 155-171.