Structural Approaches to Vector Autoregressions

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

1993 • 4,547 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 1,514 citations

Alternative explanations of the money-income correlation

1986 • 1,197 citations

Are Forecasting Models Usable for Policy Analysis?

1986 • 1,181 citations

Co-integration and Error Correction: Representation, Estimation, and Testing

1991 • 993 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

The Dynamic Effects of Aggregate Demand and Supply Disturbances

1988 • 659 citations

A Traditional Interpretation of Macroeconomic Fluctuations

1989 • 393 citations

Sources of Business Cycle Fluctuations

1988 • 282 citations

A note on maximum likelihood estimation of the rational expectations model of the term structure

1979 • 190 citations

Vector Autoregressions and Reality

1987 • 185 citations

Identifying VAR models under rational expectations

1990 • 105 citations

The Sources of Fluctuations in Aggregate Inventories and GNP

1990 • 58 citations

Permanent and Transitory Shocks in Real Output: Estimates from Nineteenth-Century and Postwar Economies

1998 • 48 citations