Searching for a Break in Gnp

Estimating the Dimension of a Model

1978 • 43,634 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Macroeconomics and Reality

1980 • 12,249 citations

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

1989 • 7,573 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1995 • 2,230 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

1978 • 1,343 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

Segmented Trends and Non-Stationary Time Series

1989 • 345 citations

Life-Cycle Models of Consumption: Is the Evidence Consistent with the Theory?

1986 • 270 citations

Unit roots in real GNP: Do we know, and do we care?

1990 • 257 citations

Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption

1990 • 195 citations

What Is Left of the Multiplier Accelerator

1981 • 68 citations

Searching For a Break in GNP

1988 • 6 citations