Specification of Economic Time Series Models Using Akaike's Criterion

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

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

1979 • 20,919 citations

The American Economic Review

2012 • 14,436 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Canonical Correlation Analysis of Time Series and the Use of an Information Criterion

1976 • 653 citations

System Identification Advances and Case Studies

1976 • 491 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

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

1972 • 397 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

A Bayesian comparison of different classes of dynamic models using empirical data

1977 • 150 citations

Consistent estimation of system order

1979 • 23 citations

Information Criteria for Choice of Regression Models: A Comment

1979 • 23 citations

Comments on "A Bayesian comparison of different classes of dynamic model using empirical data"

1979 • 2 citations

Author's reply

1979 • 1 citations