Granger-causality in multiple time series

Estimating the Dimension of a Model

1978 • 43,634 citations

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Applied Regression Analysis

2005 • 18,630 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Applied Regression Analysis

1967 • 3,541 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Multiple time series

1970 • 1,885 citations

Testing for causality

1980 • 1,646 citations

Forecasting Economic Time Series

1977 • 711 citations

Causality in temporal systems

1977 • 617 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

A Bayesian extension of the minimum AIC procedure of autoregressive model fitting

1979 • 576 citations

Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process

1980 • 563 citations

Spectral Analysis of Economic Time Series.

1966 • 560 citations

The Lagrangian Multiplier Test

1959 • 441 citations

Spectral Analysis of Economic Time Series

1965 • 437 citations

A canonical analysis of multiple time series

1977 • 377 citations

Causality and econometrics

1979 • 324 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

Vector linear time series models

1976 • 276 citations

Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 146 citations

Feedback between stationary stochastic processes

1975 • 143 citations

Order Determination for a Multivariate Autoregression

1980 • 136 citations

Effect of temporal aggregation on the dynamic relationship of two time series variables

1976 • 102 citations

Lagrange-Multiplier Tests of Time-Series Models

1980 • 63 citations

Comment

1977 • 56 citations

The characterization of instantaneous causality

1979 • 55 citations

Tables of percentage points of non-central x

1969 • 25 citations

Three Aspects of Policy and Policymaking: Knowledge, Data and Institutions

1980 • 14 citations

The Analysis of Multiple Time Series

1959 • 14 citations

Comment

1977 • 9 citations

Rejoinder

1977 • 6 citations

EXOGENEITY TESTS AND MULTIVARIATE TIME SERIES: PART 1

1975 • 6 citations