Reflections on Econometric Methodology

Macroeconomics and Reality

1980 • 12,249 citations

The Methodology of Scientific Research Programmes

1978 • 2,599 citations

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

Three Essays on the State of Economic Science

1958 • 955 citations

The visual display of quantitative information

1983 • 942 citations

Handbook of Econometrics.

1985 • 815 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

Econometrics: Alchemy or Science?

2000 • 652 citations

On the Consistency of Bayes Estimates

1986 • 639 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Econometrics-Alchemy or Science?

1980 • 562 citations

The Statistical Theory of Linear Systems.

1989 • 540 citations

Statistical Inference in Regressions with Integrated Processes: Part 2

1989 • 534 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL¹

1987 • 371 citations

Partially Identified Econometric Models

1989 • 348 citations

Econometrics and Quantitative Economics.

1985 • 346 citations

What will take the con out of econometrics

1986 • 316 citations

Econometric methodology: a personal perspective

2008 • 250 citations

ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

1983 • 217 citations

Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

1969 • 215 citations

MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY

1985 • 169 citations

On the Formulation of Wald Tests of Nonlinear Restrictions

1988 • 161 citations

Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics

1988 • 159 citations

Graphs in Scientific Publications

1984 • 149 citations

Chapter 8 Exact small sample theory in the simultaneous equations model

1983 • 112 citations

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

2000 • 104 citations

Graphical Methods for Data Presentation: Full Scale Breaks, Dot Charts, and Multibased Logging

1984 • 90 citations

Advances in Econometrics

1987 • 77 citations

Graphs in Scientific Publications

1984 • 57 citations

Graphical Methods for Data Presentation: Full Scale Breaks, Dot Charts, and Multibased Logging

1984 • 34 citations

The ET Interview: Professor James Durbin

1988 • 27 citations

The Role of Measurement in Economics

2013 • 22 citations

Making economics credible

2008 • 12 citations

The Et Interview: Professor Albert Rex Bergstrom

1988 • 9 citations

The LIML and Related Estimators of an Equation with Moving Average Disturbances

1981 • 7 citations

Editorial statement

1986 • 2 citations