Forecasting in dynamic models with stochastic regressors

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Spurious regressions in econometrics

1974 • 6,029 citations

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

1970 • 2,117 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

Rational Distributed Lag Functions

1966 • 312 citations

Box-Jenkins Methods: An Alternative to Econometric Models

1972 • 173 citations

The Role of Approximate Prior Restrictions in Distributed Lag Estimation

1972 • 113 citations

Least squares estimation in the regression model with autoregressive-moving average errors

1971 • 103 citations

The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic

1971 • 87 citations

Least squares estimation in dynamic-disturbance time series models

1972 • 84 citations

Rational Expectations and the Predictive Efficiency of Economic Models

1975 • 63 citations

The Role of Approximate Prior Restrictions in Distributed Lag Estimation

1972 • 63 citations

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

1972 • 34 citations

Statistical Analysis of Stationary Time Series.

1958 • 30 citations

Fitting Time Series Models for Prediction

1971 • 18 citations

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

1972 • 6 citations

Forecasting using leading indicators

1998 • 1 citations

Fitting Time Series Models for Prediction

1971 • 1 citations

Deleted Work

1955 • 0 citations