Dynamic Time Series Models with Growth Effects Constrained to Zero

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

Testing For Unit Roots: 1

1981 • 406 citations

Error Correction Mechanisms

1982 • 237 citations

Some Tests of Dynamic Specification for a Single Equation

1980 • 221 citations

Spiral--A new algorithm for non-linear parameter estimation using least squares

1970 • 109 citations

Testing the restrictions implied by the rational expectations hypothesis

1981 • 73 citations