Linear prediction and estimation methods for regression models with stationary stochastic coefficients

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

Evolutionary Spectra and Non-Stationary Processes

1965 • 1,173 citations

Uncertainty and the effectiveness of policy

1967 • 1,049 citations

Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters

1956 • 1,020 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

After Keynesian Macroeconomics

1979 • 492 citations

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

1967 • 373 citations

Causality and econometrics

1979 • 324 citations

Estimation in the Presence of Stochastic Parameter Variation

1976 • 308 citations

Minimum variance quadratic unbiased estimation of variance components

1971 • 305 citations

Some Estimators for a Linear Model with Random Coefficients

1968 • 260 citations

Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance

1977 • 194 citations

On Least Squares with Insufficient Observations

1964 • 176 citations

Comparison of k-Class Estimators When the Disturbances Are Small

1971 • 174 citations

Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

1975 • 130 citations

On Some Classes of Nonstationary Stochastic Processes

1961 • 107 citations

Generalized Least Squares with an Estimated Autocovariance Matrix

1973 • 96 citations

A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients

1973 • 94 citations

Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

1975 • 58 citations

Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

1977 • 48 citations

The Genetic Determination of Income: Comment

2016 • 46 citations

A note on minimum average risk estimators for coefficients in linear models

1977 • 43 citations

The Estimation of Stationary Stochastic Regression Parameters Reexamined

1972 • 42 citations

On Least Squares with Insufficient Observations

1964 • 38 citations

Two methods of evaluating hoerl and kennard's ridge regression

1978 • 37 citations

Monetary and Fiscal Influences on Economic Activity—The Historical Evidence

1969 • 35 citations

The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model

1978 • 33 citations

A comparison of estimators for undersized samples

1980 • 25 citations

Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

1977 • 23 citations

Minimum average risk estimators for coefficients in linear models

1976 • 21 citations

On filtering auxiliary information in short-run monetary policy

1977 • 20 citations

The Estimation of Stationary Stochastic Regression Parameters Reexamined

1972 • 17 citations

Monetary and Fiscal Influences on U. S. Money Income, 1891-1970

1973 • 8 citations

On proximate exploitation of intermediate information in macroeconomic forecasting

1975 • 5 citations

On proximate exploitation of intermediate information in macroeconomic forecasting

1975 • 4 citations

Multiple time series containing unobserved components

1975 • 4 citations

A comparison of estimators for undersized samples

1979 • 1 citations