Properties and Stochastic nature of BEA's early estimates of GNP

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Dynamic System Identification - Experiment Design and Data Analysis

1977 • 1,425 citations

Do we reject too often?

1986 • 257 citations

News or Noise? An Analysis of GNP Revisions

1986 • 195 citations

Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates

1987 • 78 citations

Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates

1987 • 38 citations

The Foundations of Multivariate Analysis: A Unified Approach by Means of Projection Onto Linear Subspaces.

1984 • 29 citations

Rejections of orthogonality in rational expectations models

1987 • 20 citations