Theory and practice of multivariate arma forecasting

Estimating the Dimension of a Model

1978 • 43,634 citations

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Forecasting Economic Time Series

2000 • 1,898 citations

The accuracy of extrapolation (time series) methods: Results of a forecasting competition

1982 • 1,444 citations

Forecasting Economic Time Series

1977 • 711 citations

Accuracy of Forecasting: An Empirical Investigation

1979 • 520 citations

A new autoregressive spectrum analysis algorithm

1980 • 435 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Multichannel Time Series Analysis with Digital Computer Programs.

1968 • 269 citations

Multichannel Time Series Analysis with Digital Computer Programs

1969 • 261 citations

Bias of some commonly-used time series estimates

1983 • 148 citations

Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 146 citations

Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated Coefficients

1976 • 107 citations

Comparison of Forecast and Actuality

1976 • 105 citations

Covariance Characterization by Partial Autocorrelation Matrices

1978 • 98 citations

Predictions of multivariate autoregressive-moving average models

1981 • 58 citations

Asymptotic prediction mean squared error for vector autoregressive models

1979 • 52 citations

Granger-causality in multiple time series

1981 • 50 citations

Testing of Hypotheses for Distributions in Accelerated Life Tests

1982 • 41 citations

Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters

1980 • 41 citations

EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES

1982 • 22 citations

Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance

1980 • 12 citations

On extrapolation in two-dimensional stationary processes

1980 • 5 citations

On shifted multiple arma processes

1981 • 1 citations