Interpreting econometric evidence

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

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

1978 • 1,632 citations

Econometric Analysis for National Economic Planning

1971 • 617 citations

Testing For Unit Roots: 1

1981 • 406 citations

Seasonal Adjustment and Relations between Variables

1974 • 319 citations

Some Tests of Dynamic Specification for a Single Equation

1980 • 221 citations

Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

1977 • 218 citations

Liquidity and inflation effects on consumers' expenditure

1981 • 205 citations

Rational Expectations, Econometric Exogeneity, and Consumption

1978 • 190 citations

Seasonal Adjustment and Relations Between Variables

1974 • 176 citations

The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

1961 • 168 citations

Modelling Macroeconomic Time Series

1976 • 141 citations

THE CONSUMPTION FUNCTION WHEN CAPITAL MARKETS ARE IMPERFECT: THE PERMANENT INCOME HYPOTHESIS RECONSIDERED

1973 • 141 citations

Liquidity Considerations in the Theory of Consumption

1978 • 105 citations

Autoreg: a computer program library for dynamic econometric models with autoregressive errors

1980 • 97 citations

Walras' Law and All That: Budget Constraints and Balance Sheet Constraints in Period Models and Continuous Time Models

1980 • 69 citations

Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom

1975 • 47 citations

Unemployment, employment and exports in British manufacturing

1980 • 46 citations

Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom

2000 • 18 citations

Savings and Inflation: Theory and British Evidence

1983 • 7 citations