The DOI matches its Crossref record.
Some properties of time series data and their use in econometric model specification
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Citations
Cited by
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
Johansen, S. (1988) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(88)90041-3 · Cited by 17,027
Johansen, S., & Juselius, K. (1990) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1990.mp52002003.x · Cited by 14,051
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
Campbell, J. Y., & Perron, P. (1991) · NBER Macroeconomics Annual · doi:10.1086/654163 · Cited by 1,255
Hacker, R. S., & Hatemi-J, A. (2006) · Applied Economics · doi:10.1080/00036840500405763 · Cited by 710
Impact of globalization, economic factors and energy consumption on CO2 emissions in Pakistan
Khan, M. K., Teng, J.-Z., Khan, M. I., & Khan, M. O. (2019) · Science of The Total Environment · doi:10.1016/j.scitotenv.2019.06.065 · Cited by 561
Metadata
- Authors
- Granger, C. W. J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1981-05
- Volume
- 16
- Issue
- 1
- Pages
- 121-130
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2108298905
- Cited by
- 2,402
- References
- 0
- FWCI
- 12.57
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Some properties of time series data and their use in econometric model specification. https://app.cochat.ai/papers/10.1016/0304-4076(81)90079-8
- The paper
- Granger, C. W. J. (1981). Some properties of time series data and their use in econometric model specification. Journal of Econometrics. https://doi.org/10.1016/0304-4076(81)90079-8
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
