EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE^*

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

1980 • 25,774 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

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

1978 • 1,632 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Multiple Time Series

1970 • 1,283 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

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Handbook of Econometrics.

1985 • 815 citations

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

1983 • 700 citations

On the Theory of Testing for Unit Roots in Observed Time Series

1986 • 624 citations

Econometric Analysis for National Economic Planning

1971 • 617 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

4 Two Illustrations of the Quantity Theory of Money

2012 • 486 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

1958 • 458 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

Testing For Unit Roots: 1

1981 • 406 citations

On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

1959 • 389 citations

TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS

1983 • 309 citations

Testing for Unit Roots: 2

1984 • 255 citations

Trends, random walks, and tests of the permanent income hypothesis

1985 • 212 citations

Interpreting econometric evidence

1981 • 181 citations

A Random-Difference Series for Use in the Analysis of Time Series

1934 • 156 citations

On low-frequency estimates of long-run relationships in macroeconomics

1984 • 142 citations

Chapter 16 Monte carlo experimentation in econometrics

1984 • 72 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II

1959 • 67 citations

A NOTE ON SPURIOUS REGRESSIONS WITH INTEGRATED MOVING AVERAGE ERRORS^*

1986 • 51 citations

Lucas on the Quantity Theory: Hypothesis Testing without Theory

1984 • 41 citations

‘Interpreting economic evidence’ by Davidson and Hendry

1981 • 4 citations

The Organization of Statistics

1921 • 2 citations

Deleted Work

1955 • 0 citations