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References (21)

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

The American Economic Review

2010 • 4,680 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Fourier Analysis of Time Series: An Introduction

2000 • 1,774 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Fourier Analysis of Time Series: An Introduction

1977 • 711 citations

NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

1954 • 542 citations

An Approach to Time Series Analysis

1961 • 370 citations

BIAS IN THE ESTIMATION OF AUTOCORRELATIONS

1954 • 345 citations

Estimating Properties of Autoregressive Forecasts

1987 • 188 citations

Bias of some commonly-used time series estimates

1983 • 148 citations

Asymptotic expansions for the mean and variance of the serial correlation coefficient

1961 • 148 citations

Moments of a Serial Correlation Coefficient

1965 • 136 citations

Properties of Predictors for Autoregressive Time Series

1981 • 135 citations

Properties of Predictors in Misspecified Autoregressive Time Series Models

1985 • 78 citations

Effects of Not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction—I

1981 • 74 citations

An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models

1984 • 63 citations

Loss of spectral peaks in autoregressive spectral estimation

1987 • 43 citations

Asymptotic bias of the least squares estimator for multivariate autoregressive models

1984 • 43 citations

PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS‐SPECIFIED MODELS

1988 • 19 citations

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