‘Optimal’ model selection when the true relationship is weak and occurs with a delay

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

A New Look at the Statistical Model Identification

1974 • 4,189 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Economic Forecasts and Policy

1962 • 437 citations

Selection of Regressors

1980 • 309 citations

Lag-Length Selection and Tests of Granger Causality Between Money and Income

1985 • 278 citations

The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis

1979 • 252 citations

Estimating regression models of finite but unknown order

1981 • 242 citations

Estimating Regression Models of Finite but Unknown Order

1981 • 185 citations

Economic Forecasts and Policy

1961 • 161 citations

Estimating the dimension of a linear system

1981 • 71 citations

ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS

1982 • 41 citations