Inferring the rank of a matrix

The Determination of the Order of an Autoregression

1979 • 2,841 citations

The Estimation of the Order of an ARMA Process

1980 • 513 citations

The Rank of Demand Systems: Theory and Nonparametric Estimation

1991 • 374 citations

Partially Identified Econometric Models

1989 • 348 citations

Effects of Model Selection on Inference

1991 • 237 citations

Maximum likelihood principle and model selection when the true model is unspecified

1988 • 178 citations

Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models

1989 • 106 citations

Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

1983 • 85 citations

Estimating the dimension of a linear system

1981 • 71 citations

Asymptotic Properties of Least-Squares Estimates in Stochastic Regression Models

1985 • 58 citations

Optimal bounds for the distributions of some test criteria for tests of dimensionality

1984 • 26 citations