A Compendium on Estimation of the Autoregressive Moving Average Model from the Series Data

The Fitting of Time-Series Models

1960 • 1,043 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

1943 • 782 citations

A technique for the identification of linear systems

1965 • 648 citations

Estimation and information in stationary time series

1953 • 547 citations

Least squares theory using an estimated dispersion matrix and its application to measurement of signals

1967 • 373 citations

First Order Autoregression: Inference, Estimation, and Prediction

1969 • 199 citations

Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

1964 • 190 citations

The Estimation of Distributed Lags

1958 • 184 citations

Analysis of Distributed Lag Models with Applications to Consumption Function Estimation

1970 • 139 citations

Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares

1967 • 123 citations

Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

1972 • 117 citations

The estimation of mixed moving average autoregressive systems

1969 • 112 citations

Generalized Least Squares with an Estimated Variance Covariance Matrix

1971 • 93 citations

The Estimation of Relationships Involving Distributed Lags

1965 • 90 citations

Large-sample estimation of parameters for autoregressive processes with moving-average residuals

1962 • 78 citations

A Comparative Study of Alternative Estimators in a Distributed Lag Model

1967 • 70 citations

Errors of Measurement and Least Squares Estimation in a Simple Recursive Model of Dynamic Equilibrium

1966 • 66 citations

Three-Pass Least Squares: A Method for Estimating Models with a Lagged Dependent Variable

1964 • 52 citations

The Effects of Autocorrelated Errors on the Statistical Estimation of Distributed Lag Models

1961 • 50 citations

Efficient Estimation of Distributed Lags with Autocorrelated Errors

1969 • 46 citations

The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models

1972 • 45 citations

Efficient fitting of linear models for continuous stationary time-series from discrete data

1960 • 42 citations

On the Treatment of Certain Recurrent Non-Linearities in Regression Analysis

1966 • 22 citations

Some Evidence on the Small Sample Properties of Distributed Lag Estimators in the Presence of Autocorrelated Disturbances

1968 • 21 citations

Small Sample Properties of Selected Distributed Lag Estimators

1970 • 18 citations

The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model

1968 • 8 citations