Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

A pseudo-random number generator for the System/360

1969 • 375 citations

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

1977 • 307 citations

Generalized Least Squares with an Estimated Autocovariance Matrix

1973 • 96 citations

The Approximate Slopes of Econometric Tests

1981 • 82 citations