Modeling Multiple Time Series with Applications

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Time Series: Data Analysis and Theory.

1976 • 2,796 citations

Intervention Analysis with Applications to Economic and Environmental Problems

1975 • 2,217 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Multiple time series

1970 • 1,885 citations

Time Series: Data Analysis and Theory.

1982 • 1,455 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Multiple Time Series

1970 • 1,283 citations

VII. On a method of investigating periodicities disturbed series, with special reference to Wolfer's sunspot numbers

1927 • 1,218 citations

Threshold Autoregression, Limit Cycles and Cyclical Data

1980 • 1,177 citations

The Summation of Random Causes as the Source of Cyclic Processes

1937 • 843 citations

Forecasting Economic Time Series

1977 • 711 citations

Time Series Data Analysis and Theory

1976 • 672 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

The Estimation of the Order of an ARMA Process

1980 • 513 citations

The Multivariate Portmanteau Statistic

1980 • 473 citations

On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

1963 • 379 citations

A canonical analysis of multiple time series

1977 • 377 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Further aspects of the theory of multiple regression

1938 • 309 citations

Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models

1981 • 294 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

Vector linear time series models

1976 • 276 citations

An algorithm for the exact likelihood of a mixed autoregressive-moving average process

1979 • 276 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 241 citations

Likelihood Function of Stationary Multiple Autoregressive Moving Average Models

1979 • 205 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

The exact likelihood function for a mixed autoregressive-moving average process

1974 • 156 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 144 citations

Order Determination for a Multivariate Autoregression

1980 • 136 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Practical Experiences with Modelling and Forecasting Time Series.

1980 • 117 citations

Estimation of vector ARMAX models

1980 • 117 citations

Some Comments on a Paper of Coen, Gomme and Kendall

1971 • 104 citations

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

1976 • 102 citations

The Multivariate Portmanteau Statistic

1980 • 102 citations

Directions in Time Series

1981 • 95 citations

Vector linear time series models: corrections and extensions

1978 • 92 citations

Lagged Relationships in Economic Forecasting

1969 • 86 citations

Parameter Estimation with Closed-Loop Operating data

1976 • 70 citations

The exact likelihood function of multivariate autoregressive-moving average models

1979 • 68 citations

Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes

1977 • 66 citations

Multiple Time Series Modelling: Another Look at the Mink-Muskrat Interaction

1978 • 58 citations

Intervention analysis and multiple time series

1980 • 57 citations

Computation of the exact likelihood function of multivariate moving average models

1978 • 52 citations

Mixed autoregressive-moving average multivariate processes with time-dependent coefficients

1978 • 50 citations

Deterministic and Forecast-Adaptive Time-Dependent Models

1978 • 49 citations

The Analysis of Multiple Time Series.

1958 • 47 citations

Computation of the exact likelihood function of an arima process

1977 • 39 citations

The efficient estimation of vector linear time series models

1976 • 37 citations

Analysis of correlated random effects: linear model with two random components

1971 • 31 citations

Multivariate Analysis IV.

1978 • 20 citations

Practical Experiences With Modelling and Forecasting Time Series

1980 • 18 citations

Jackknifing u-stastics ik finite populations

1978 • 17 citations

A comparison of estimation methods for vector linear time series models

1977 • 12 citations

Deleted Work

1955 • 0 citations