Encompassing in stationary linear dynamic models

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Pseudo Maximum Likelihood Methods: Theory

1984 • 1,366 citations

Exogeneity

1983 • 1,271 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

Estimating Long-Run Economic Equilibria

1991 • 873 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

1986 • 619 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

Econometrics and Quantitative Economics.

1985 • 346 citations

EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR

1990 • 249 citations

The encompassing approach in econometrics

1984 • 166 citations

The encompassing principle and its application to non-nested hypotheses

1986 • 127 citations

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

2000 • 104 citations

Global and Partial Non-Nested Hypotheses and Asymptotic Local Power

1987 • 92 citations

Recent developments in the theory of encompassing

1987 • 87 citations

Testing non-nested hypotheses

1986 • 80 citations

Testing, Encompassing, and Simulating Dynamic Econometric Models

1995 • 63 citations

Encompassing and Specificity

1996 • 49 citations

The underlying structure of nonnested hypothesis tests

1986 • 45 citations

Testing nonnested hypotheses

1971 • 21 citations

Testing, encompassing and simulating dynamic econometric models

1994 • 2 citations

A note on a method to compute the asymptotic Distribution of the sample second order moments of dynamic linear normal variables

1989 • 1 citations