Testing superexogeneity and invariance in regression models

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

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

1980 • 25,774 citations

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

1982 • 19,770 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

1980 • 3,749 citations

Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis

1969 • 3,017 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Logic, Methodology and Philosophy of Science.

1963 • 1,936 citations

Exogeneity

1983 • 1,271 citations

Alternative Tests of Independence between Stochastic Regressors and Disturbances

1973 • 1,263 citations

The Probability Approach in Econometrics

1944 • 1,253 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

The Phillips curve and labor markets

1976 • 634 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

Econometric Analysis for National Economic Planning

1971 • 617 citations

On the General Problem of Model Selection

1974 • 458 citations

The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature

2016 • 408 citations

Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975

1982 • 379 citations

A general approach to lagrange multiplier model diagnostics

1982 • 371 citations

Econometrics and Quantitative Economics.

1985 • 346 citations

An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz

1989 • 338 citations

The Demand for M1 in the U.S.A., 1960-1988

1992 • 318 citations

Identification and Estimation of Money Demand

1981 • 275 citations

PC-GIVE: An Interactive Econometric Modelling System.

1990 • 241 citations

Economic Measurements for Policy and Prediction

1974 • 227 citations

THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *

1988 • 224 citations

Testing the lucas critique: A review

1992 • 216 citations

The search for a stable money demand function: a survey of the post- 1973 literature

1982 • 201 citations

The encompassing approach in econometrics

1984 • 166 citations

Studies in Econometric Method.

1954 • 160 citations

On the Structural Form of Interdependent Systems

1966 • 141 citations

Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure

1976 • 139 citations

A Mathematical Theory of the Incidence of Taxation

1944 • 129 citations

The encompassing principle and its application to non-nested hypotheses

1986 • 127 citations

AUTONOMY

1989 • 123 citations

Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses

1983 • 122 citations

Evaluating the reliability of macro-economic models

1983 • 94 citations

Recent developments in the theory of encompassing

1987 • 87 citations

Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment

1988 • 60 citations

Testing The Lucas Critique: A Review

1990 • 26 citations

Autonomy of economic relations

1948 • 17 citations

Model Validation And Forecast Comparisons: Theoretical And Practical Considerations

1980 • 16 citations