(Innovation) Accounting for the Impact of Fluctuations in U.S. Variables on the Canadian Economy

Estimating the Dimension of a Model

1978 • 43,634 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Policy Analysis with Econometric Models

1982 • 714 citations

Relative Shocks, Relative Price Variability, and Inflation

1981 • 358 citations

Selection of Regressors

1980 • 309 citations

A Random Walk, Markov Model for the Distribution of Time Series

1983 • 248 citations

The Output Cost of Disinflation in Traditional and Vector Autoregressive Models

2003 • 154 citations

MACRO-ECONOMICS AND REALITY

1977 • 46 citations