Every minute counts in financial markets

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1980 • 25,774 citations

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1988 • 17,004 citations

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1987 • 15,268 citations

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1981 • 14,059 citations

Large Sample Properties of Generalized Method of Moments Estimators

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The Advanced Theory of Statistics.

1978 • 6,960 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

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1988 • 3,149 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

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1980 • 2,192 citations

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1986 • 1,797 citations

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2007 • 1,507 citations

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1988 • 1,359 citations

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1988 • 1,326 citations

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1981 • 1,163 citations

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1977 • 970 citations

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1986 • 596 citations

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1978 • 561 citations

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1988 • 452 citations

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1981 • 406 citations

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1984 • 255 citations

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1979 • 150 citations

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1984 • 87 citations

Asymptotic Expansions in Nonstationary Vector Autoregressions

1987 • 66 citations

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1979 • 60 citations

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1986 • 36 citations

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1993 • 29 citations

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1989 • 24 citations