Discounted polynomials for multiple time series model building

Estimating the Dimension of a Model

1978 • 43,634 citations

The theory and practice of econometrics

1986 • 4,551 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

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

1970 • 2,117 citations

Fitting Autoregreesive Models for Prediction

1998 • 2,099 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Statistical Predictor Identification

1998 • 1,221 citations

A Bayesian Analysis of the Minimum AIC Procedure

1998 • 568 citations

A canonical analysis of multiple time series

1977 • 377 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Some recent advances in time series modeling

1974 • 348 citations

Autoregressive Model Fitting for Control

1998 • 326 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

Distributed Lags: Problems of Estimation and Formulation

1983 • 219 citations

Order Determination for a Multivariate Autoregression

1980 • 136 citations

Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models

1979 • 43 citations

A Modification of the Almon Distributed Lag

1974 • 23 citations

Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension

1980 • 8 citations

Deleted Work

1955 • 0 citations