Testing multiple equation systems for common nonlinear components

A new look at the statistical model identification

1974 • 46,507 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Macroeconomics and Reality

1980 • 12,249 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

An Introduction to Multivariate Statistical Analysis.

1985 • 3,247 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics.

1988 • 2,781 citations

Production, growth and business cycles

1988 • 2,269 citations

Survey of current business

1921 • 2,225 citations

Hypothesis testing when a nuisance parameter is present only under the alternative

1987 • 2,016 citations

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

1990 • 2,005 citations

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

1994 • 1,999 citations

Testing for Common Trends

1988 • 1,998 citations

Non-linear time series. A dynamical system approach

1990 • 1,974 citations

Stochastic Trends and Economic Fluctuations

1991 • 1,332 citations

Testing linearity against smooth transition autoregressive models

1988 • 1,322 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

New directions

1937 • 1,014 citations

Characterizing nonlinearities in business cycles using smooth transition autoregressive models

1992 • 911 citations

Testing and Modeling Threshold Autoregressive Processes

1989 • 863 citations

Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

1951 • 837 citations

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

1994 • 815 citations

Canonical Correlation Analysis of Time Series and the Use of an Information Criterion

1976 • 653 citations

The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

1992 • 610 citations

Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

1977 • 580 citations

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

1986 • 571 citations

Production, growth and business cycles

1988 • 570 citations

A nonlinear approach to US GNP

1995 • 562 citations

Testing the adequacy of smooth transition autoregressive models

1996 • 554 citations

Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 547 citations

Testing for neglected nonlinearity in time series models

1993 • 503 citations

System Identification Advances and Case Studies

1976 • 491 citations

Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

1989 • 428 citations

Testing for Common Trends

1988 • 424 citations

A canonical analysis of multiple time series

1977 • 377 citations

POWER OF THE NEURAL NETWORK LINEARITY TEST

1993 • 371 citations

King Charles I

1981 • 320 citations

Testing and Modeling Threshold Autoregressive Processes

1989 • 239 citations

Nonlinear Statistical Models

1988 • 238 citations

Testing for Common Features

1993 • 230 citations

Identifying a Simplifying Structure in Time Series

1987 • 211 citations

Estimation and inference for dependent processes

1986 • 208 citations

Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

1989 • 114 citations

Identifying a Simplifying Structure in Time Series

1987 • 112 citations

[Testing for Common Features]: Reply

1993 • 80 citations

Testing Linearity of Economic Time Series against Cyclical Asymmetry

1990 • 48 citations

Transitory variation in investment and output

1992 • 43 citations