Understanding spurious regressions in econometrics

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Convergence of Probability Measures

1999 • 14,297 citations

Convergence of Probability Measures

1969 • 7,189 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

Martingale Limit Theory and its Application.

1984 • 2,982 citations

Convergence of Stochastic Processes.

1985 • 2,394 citations

Independent and stationary sequences of random variables

1971 • 2,159 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Convergence of Stochastic Processes

1984 • 1,798 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Forecasting Economic Time Series

1977 • 711 citations

On the Theory of Testing for Unit Roots in Observed Time Series

1986 • 624 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

A Maximal Inequality and Dependent Strong Laws

1975 • 437 citations

On certain limit theorems of the theory of probability

1946 • 302 citations

A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables

1984 • 293 citations

Money, income, and sunspots: Measuring economic relationships and the effects of differencing

1978 • 233 citations

Invariance principles for dependent variables

1975 • 221 citations

Understanding Spurious Regressions in Econometrics

1985 • 4 citations

Asymptotic Expansions in Nonstationary Vector Autoregressions

1985 • 1 citations

Deleted Work

1955 • 0 citations