A NOTE ON SPURIOUS REGRESSIONS WITH INTEGRATED MOVING AVERAGE ERRORS^*

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

1979 • 20,919 citations

Time Series Analysis: Forecasting and Control

1977 • 3,926 citations

Forecasting Economic Time Series

1977 • 711 citations

Is public expenditure really productive?

1995 • 145 citations

The behaviour of the sample autocorrelation function for an integrated moving average process

1973 • 70 citations

Is public expenditure really productive? New evidence for the US and the Netherlands

1994 • 27 citations

A test of relative efficacy of tax expenditures and direct expenditures

2001 • 5 citations