Causality in temporal systems

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Analysis of Transformations

1964 • 13,718 citations

Stochastic processes

1953 • 9,312 citations

Spurious regressions in econometrics

1974 • 6,029 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

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

1970 • 2,117 citations

An analysis of transformations (with discussion)

1964 • 1,928 citations

Multiple time series

1970 • 1,885 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

System Identification Advances and Case Studies

1976 • 491 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Causality and Econometrics

1954 • 274 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 241 citations

Prediction and Regulation by Linear Least-Squares Methods.

1984 • 159 citations

Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 146 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 144 citations

Feedback between stationary stochastic processes

1975 • 143 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

The Use of anF-Statistic in Stepwise Regression Procedures

1972 • 115 citations

MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE

1976 • 115 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 98 citations

Output and Labor Input in Manufacturing

1974 • 77 citations

Exogeneity and Causal Ordering in Macroeconomic Models

1976 • 76 citations

The Use of an F-Statistic in Stepwise Regression Procedures

1972 • 75 citations

Forecasting in dynamic models with stochastic regressors

1975 • 64 citations

Estimation, Identification and Feedback

1976 • 60 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 56 citations

The Role of Money in the Canadian Economy: An Empirical Test

1974 • 53 citations

A Note on the Statistical Testability of ‘Explicit Causal Chains’ against the Class of ‘Interdependent’ Models

1965 • 39 citations

Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models

1972 • 34 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 28 citations

A Note on the Statistical Testability of 'Explicit Causal Chains' Against the Class of 'Interdependent' Models

1965 • 21 citations

Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models

1972 • 6 citations

Deleted Work

1955 • 0 citations