Multiple Time Series Analysis and the Final Form of Econometric Models

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

The Identification Problem in Econometrics.

1967 • 581 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

The Identification Problem for Multiple Equation Systems with Moving Average Errors

1971 • 194 citations

Statistical testing of business-cycle theories

1968 • 168 citations

The identification of vector mixed autoregressive-moving average system

1969 • 161 citations

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

1974 • 156 citations

A Study of the Autoregressive Nature of the Time Series Used for Tinbergen’s Model of the Economic System of the United States, 1919-1932

1948 • 139 citations

Impact Multipliers and Dynamic Properties of the Klein-Goldberger Model.

1960 • 130 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

The Predictive Performance of Quarterly Econometric Models of the United States

1972 • 117 citations

On the inverses of some patterned matrices arising in the theory of stationary time series

1974 • 95 citations

The Final Form of Econometric Equation Systems

1992 • 88 citations

The Hog Cycle and the Cobweb Theorem

1960 • 74 citations

Maximum Likelihood Estimation of Moving Average Processes

1976 • 74 citations

A Spectrum Analysis of the Long-Swing Hypothesis

1968 • 73 citations

On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances

1975 • 70 citations

Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes

1977 • 66 citations

Distributed Lag Estimation of Harmonic Motion in the Hog Market

1973 • 15 citations