Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen
总结了2025年牛津大学举办的单位根与协整40周年研讨会的小组讨论，主要贡献者回顾了协整理论的发展历程及其在经济学中的应用，适合对时间序列计量经济学感兴趣的学者了解该领域的关键进展。
ABSTRACT In April 2025, the Department of Economics at the University of Oxford hosted the ‘Workshop to Celebrate Forty Years of Unit Roots and Cointegration’, which commemorated the 40th anniversary of the Oxford Bulletin of Economics and Statistics ' 1986 special issue ‘Economic Modelling With Cointegrated Variables’. The current article summarizes that workshop's panel discussion with major contributors to the literature on cointegration—David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen—and includes additional remarks by Martin Ellison and the conference's audience. The discussion highlights key roles that the panellists and the Bulletin have played in advancing the literature on cointegration.