Engle, R. and Granger, C (1987) Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica: Journal of the Econometric Society, 55, 251-276.
http://links.jstor.org/sici?sici=0012-9682%28198703%2955%3A2%3C251%3ACAECRE%3E2.0.CO%3B2-T

has been cited by the following article:

• TITLE: Time Series Econometrics: A Critique

  AUTHORS: Jan Kmenta

  KEYWORDS: Time Series Econometrics, Trends, Cointegration

  JOURNAL NAME: Open Journal of Applied Sciences, Vol.5 No.12, December 30, 2015

  ABSTRACT: This is a critical note regarding the currently established econometrics of time series. The criticism involves commonly practiced mechanistic modeling and testing of relationships, taking econometrics away from economics. Among others, modeling economic trends as simple functions of time is extremely naive and testing for cointegration lacks a proper economic foundation.