Pitfalls in the Use of Time as an Explanatory Variable in Regression

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

1949 • 1,372 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis

1963 • 324 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

Money, income, and sunspots: Measuring economic relationships and the effects of differencing

1978 • 233 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

1977 • 114 citations

A production function--nonaccelerating inflation approach to potential output

1979 • 38 citations