CONDITIONING IN DYNAMIC MODELS

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Macroeconomics and Reality

1980 • 12,249 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Theoretical Statistics

1974 • 2,786 citations

Exogeneity

1983 • 1,271 citations

Alternative Tests of Independence between Stochastic Regressors and Disturbances

1973 • 1,263 citations

Information and Exponential Families in Statistical Theory.

1979 • 1,254 citations

Applied Statistical Decision Theory.

1962 • 754 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

Econometric Implications of the Rational Expectations Hypothesis

1980 • 436 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

Handbook of Econometrics

1983 • 322 citations

On the Elimination of Nuisance Parameters

2010 • 233 citations

Sufficiency and Statistical Decision Functions

1954 • 227 citations

Some Tests of Dynamic Specification for a Single Equation

1980 • 221 citations

Conditional likelihood and unconditional optimum estimating equations

1976 • 164 citations

The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

1965 • 159 citations

On the Elimination of Nuisance Parameters

1977 • 158 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

A Note on Noncausality

1982 • 142 citations

Models with Several Regimes and Changes in Exogeneity

1980 • 140 citations

Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation

1980 • 103 citations

Testing nested or non-nested hypotheses

1983 • 82 citations

Statistics Independent of a Complete Sufficient Statistic

1988 • 79 citations

On the Granger Condition for Non-Causality

1977 • 63 citations

On sufficiency and ancillarity in the presence of a nuisance parameter

1980 • 49 citations

Initial and Sequential Reduction of Bayesian Experiments

1980 • 21 citations

On Statistics Independent of Sufficient Statistics

2010 • 16 citations

Alternative Approaches to Time Series Analysis

1985 • 12 citations

Specification and inference in linear models

1981 • 8 citations