THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL¹

Estimating the Dimension of a Model

1978 • 43,634 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Macroeconomics and Reality

1980 • 12,249 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

Econometric models based on count data. Comparisons and applications of some estimators and tests

1986 • 1,804 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

A Universal Prior for Integers and Estimation by Minimum Description Length

1983 • 1,688 citations

More Comments on C P

1995 • 1,139 citations

Forecasting and conditional projection using realistic prior distributions

1984 • 1,111 citations

Some Comments on C P

1973 • 1,001 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

Handbook of Econometrics.

1985 • 815 citations

Atheoretical macroeconometrics: A critique

1985 • 722 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Econometric Analysis for National Economic Planning

1971 • 617 citations

Evaluation of likelihood functions for Gaussian signals

1965 • 549 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

Sensitivity Analyses Would Help

1985 • 510 citations

Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

1980 • 508 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

Diagnostic testing and evaluation of maximum likelihood models

1985 • 385 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

Reporting the Fragility of Regression Estimates

1983 • 336 citations

Handbook of Econometrics

1983 • 322 citations

What will take the con out of econometrics

1986 • 316 citations

A Distributed Lag Estimator Derived from Smoothness Priors

1973 • 303 citations

Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test

1938 • 288 citations

Identification and Estimation of Money Demand

1981 • 275 citations

Sensitivity analyses would help

1986 • 275 citations

Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test

1938 • 249 citations

Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data

1985 • 236 citations

Underidentification, Structural Estimation, and Forecasting

1960 • 230 citations

The use of dummy variables to compute predictions, prediction errors, and confidence intervals

1976 • 197 citations

Inflation, Tax Rules and Investment: Some Econometric Evidence

1982 • 132 citations

On the Cost of Approximate Specification in Simultaneous Equation Estimation

1961 • 64 citations

Econometrics and Quantitative Economics

1984 • 54 citations

Some subjective bayesian considerations in the selection of models

1985 • 42 citations

The Relationship Between Unemployment and Unfilled Vacancies in Australia:1952–1978*

1980 • 26 citations

The Short-Run Demand for Transactions Balances in Australia

1981 • 25 citations

An Investigation of the Specification and Stability of the Australian Aggregate Wage Equation

1981 • 23 citations

Straw-man econometrics?

1984 • 5 citations

Comment

1984 • 3 citations

CLASSICAL AND BAYESIAN HYPOTHESIS TESTING: A COMPROMISE*

1980 • 2 citations