The Order of Differencing in ARIMA Models

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

1979 • 20,919 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Convergence of Probability Measures

1999 • 14,297 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 • 7,455 citations

Convergence of Probability Measures

1969 • 7,189 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Time Series Analysis: Forecasting and Control

1977 • 2,451 citations

Multiple time series

1970 • 1,885 citations

Multiple Time Series

1970 • 1,283 citations

The Lagrangian Multiplier Test

1959 • 441 citations

The asymptotic theory of linear time-series models

1973 • 414 citations

Testing the adequacy of a time series model

1979 • 175 citations

Lagrange-Multiplier Tests of Time-Series Models

1980 • 63 citations