Modelling stochastic and cyclical components of technical change

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

New Results in Linear Filtering and Prediction Theory

1961 • 6,182 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity

1982 • 3,613 citations

Optimal Filtering

1982 • 3,342 citations

Exact and superlative index numbers

1976 • 2,216 citations

Time series models

1981 • 1,163 citations

Flexible Functional Forms and Global Curvature Conditions

1987 • 657 citations

Inflation, real returns and capital investment

1982 • 491 citations

The Bank of Finland's consumption price index

1936 • 435 citations

Parametric Productivity Measurement and Choice Among Flexible Functional Forms

1979 • 427 citations

Dynamic Factor Demands and the Effects of Energy Price Shocks

1983 • 384 citations

A General Computer for Econometric Models--Shazam

1978 • 348 citations

Measurement in Economics

1988 • 259 citations

Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study

1983 • 258 citations

A unified view of statistical forecasting procedures

1984 • 251 citations

Exact inference in the inequality constrained normal linear regression model

1986 • 250 citations

THE BANK OF FINLANDS CONSUMPTION PRICE INDEX

1936 • 238 citations

The Slowdown in Productivity Growth: Analysis of Some Contributing Factors

1979 • 144 citations

Uncovering Financial Market Expectations of Inflation

1985 • 134 citations

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study

1983 • 114 citations

Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation

1982 • 110 citations

Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equation

1986 • 107 citations

Direct versus Implicit Superlative Index Number Formulae

1981 • 85 citations

Natural resource commodities, a century of statistics

1978 • 74 citations

Testing for Deterministic Linear Trend in Time Series

1986 • 59 citations

A dymimic model of housing price determination

1985 • 57 citations

Technical change in the U.S. primary metals industry

1979 • 34 citations

Stochastic specification and estimation of share equation systems

1987 • 33 citations

Total-factor-productivity measurement when equilibrium is temporary

1986 • 31 citations

Unobserved Rational Expectations and the German Hyperinflation with Endogenous Money Supply

1987 • 28 citations

SHAZAM: A General Computer Program for Econometric Methods (Version 5)

1987 • 28 citations