Steven N. Durlauf

ORCID: 0000-0001-8699-7056

h-index

Publications

838

Citations

Publications

1 shown

Multiple Time Series Regression with Integrated Processes

P. C. B. Phillips , Steven N. Durlauf

This paper develops a general asymptotic theory of regression for processes which are integrated of order one. The theory includes vector autoregressions and multivariate regres...

1986 The Review of Economic Studies 838 citations

Frequent Co-Authors

P. C. B. Phillips

Researcher Info

h-index: 1
Publications: 1
Citations: 838

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ORCID: 0000-0001-8699-7056

Impact Metrics

h-index 1

h-index: Number of publications with at least h citations each.