A NOTE ON THE RELATION BETWEEN CONSUMER'S EXPENDITURE AND INCOME IN THE UNITED KINGDOM^*

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

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

1978 • 1,632 citations

Forecasting Economic Time Series

1977 • 711 citations

A general approach to lagrange multiplier model diagnostics

1982 • 371 citations

Involuntary Saving through Unanticipated Inflation

1977 • 289 citations

Error Correction Mechanisms

1982 • 237 citations

ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

1983 • 217 citations

Liquidity and inflation effects on consumers' expenditure

1981 • 205 citations

On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships

1986 • 199 citations

Interpreting econometric evidence

1981 • 181 citations

Heteroscedasticity in Models with Lagged Dependent Variables

1983 • 97 citations

The Econometric Analysis of Time Series.

1983 • 83 citations

A heteroscedasticity-consistent covariance matrix estimator for time series regressions

1983 • 54 citations

Shrunken Predictors for Autoregressive Models

1985 • 2 citations

Economic Development, Life-Cycle Consumption and Planning Hirizon

1997 • 1 citations

Economic Development, Life Cycle Consumption, and Planning Horizons

1995 • 1 citations