An Alternative Approach to the American Demand for Money

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

1980 • 3,749 citations

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

1978 • 1,632 citations

The Demand for Money Revisited

1973 • 742 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 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

The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature

2016 • 408 citations

The structure of simultaneous equations estimators

1976 • 229 citations

The demand for money in the United States— Yet again

1980 • 113 citations

Heteroscedasticity in Models with Lagged Dependent Variables

1983 • 97 citations

Lagged Endogenous Variables and the Cochrane-Orcutt Procedure

1981 • 44 citations

Partial Adjustment in the Demand for Money: Theory and Empirics

1981 • 27 citations

The structure of simultaneous equation estimators

1976 • 15 citations

The 1981-82 Velocity Decline: A Structural Shift in Income or Money Demand?

1984 • 14 citations