Modelling Macroeconomic Time Series

An Analysis of Transformations

1964 • 13,718 citations

Intervention Analysis with Applications to Economic and Environmental Problems

1975 • 2,217 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Hypothesis testing when a nuisance parameter is present only under the alternative

1987 • 2,016 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

1974 • 832 citations

Nonlinear Methods in Econometrics.

1973 • 675 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Estimating the transition between two intersecting straight lines

1971 • 474 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note

1970 • 390 citations

A canonical analysis of multiple time series

1977 • 377 citations

Seasonal Adjustment and Relations between Variables

1974 • 319 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

Some comments on the evaluation of economic forecasts

1973 • 270 citations

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

1959 • 200 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

Box-Jenkins Methods: An Alternative to Econometric Models

1972 • 173 citations

The exact likelihood function for a mixed autoregressive-moving average process

1974 • 156 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 144 citations

A Study of the Autoregressive Nature of the Time Series Used for Tinbergen’s Model of the Economic System of the United States, 1919-1932

1948 • 139 citations

Seasonal Variation in Regression Analysis

1971 • 122 citations

The Predictive Performance of Quarterly Econometric Models of the United States

1972 • 117 citations

Identification and autoregressive spectrum estimation

1974 • 97 citations

The Final Form of Econometric Equation Systems

1992 • 88 citations

Some Comments on a Paper by Chatfield and Prothero and on A Review by Kendall

1973 • 86 citations

Maximum Likelihood Estimation of Moving Average Processes

1976 • 74 citations

Parameter Estimation with Closed-Loop Operating data

1976 • 70 citations

Stochastic Specification in an Aggregate Demand Model of the United Kingdom

2000 • 56 citations

Notes on Testing the Predictive Performance of Econometric Models

1974 • 51 citations

Some tests of separate families of hypotheses in time series analysis.

1967 • 49 citations

Box-Jenkins seasonal forecasting

1975 • 3 citations