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AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

1980 • 3,256 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

Fractional differencing

1981 • 2,334 citations

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1981 • 2,283 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

Forecasting Economic Time Series

1977 • 711 citations

Econometric Analysis for National Economic Planning

1971 • 617 citations

Sargan's wage equation: A theoretical and empirical reconstruction

1981 • 13 citations