Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms
Data up to Jan 2025
Total Citations Per Year
Abstract
References (28)
The Probability Approach in Econometrics
1944 • 1,253 citations
Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series
1926 • 1,191 citations
Distribution of the Ratio of the Mean Square Successive Difference to the Variance
1941 • 905 citations
IV.—On Least Squares and Linear Combination of Observations
1936 • 840 citations
A Study in the Analysis of Stationary Time Series
1955 • 705 citations
Statistical Research Memoirs.
1936 • 540 citations
Statistical confluence analysis by means of complete regression systems
1934 • 340 citations
Statistical Confluence Analysis by means of Complete Regression Systems.
1935 • 310 citations
Statistical testing of business-cycle theories
1968 • 168 citations
Confluence analysis by means of instrumental sets of variables
1945 • 144 citations
A Study of the Autoregressive Nature of the Time Series Used for Tinbergen’s Model of the Economic System of the United States, 1919-1932
1948 • 139 citations
Linear Regression Analysis of Economic Time Series.
1938 • 115 citations
XX.—On the Theory of Statistical Regression
1934 • 110 citations
The Analysis of Market Demand
1945 • 105 citations
The Use of Econometric Models as a Guide to Economic Policy
1947 • 104 citations
Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations
1947 • 96 citations
Determination of Linear Relations between Systematic Parts of Variables with Errors of Observation the Variances of Which Are Unknown
1949 • 93 citations
Statistical Testing of Business-Cycle Theories: II; Business Cycles in the United States of America, 1919-32.
1941 • 92 citations
The Variate Difference Method
1940 • 92 citations
Linear Regression Analysis of Economic Time Series.
1938 • 85 citations
Tabulation of the Probabilities for the Ratio of the Mean Square Successive Difference to the Variance
1942 • 84 citations
Statistical Estimation of Simultaneous Economic Relations
1945 • 72 citations
A Sampling Study of the Merits of Auto-Regressive and Reduced form Transformations in Regression Analysis
1949 • 56 citations
Sampling Theory Applied to Autoregressive Sequences
1948 • 49 citations
TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES
1948 • 43 citations
Some Applications of Multivariate Analysis to Economic Data
1946 • 35 citations
Statistical Estimation of Simultaneous Economic Relations
1945 • 23 citations
Generalisation of Markoff's theorem and tests of linear hypotheses
1945 • 22 citations