A Conversation on Econometric Methodology

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

1987 • 30,456 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

The Rhetoric of Economics

1985 • 1,896 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

Bayesian Inference in Econometric Models Using Monte Carlo Integration

1989 • 1,616 citations

Exogeneity

1983 • 1,271 citations

Mathematical Statistics A Decision Theoretic Approach

1968 • 1,211 citations

Forecasting and conditional projection using realistic prior distributions

1984 • 1,111 citations

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability

1963 • 1,043 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

The Phillips curve and labor markets

1976 • 634 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Statistical Foundations of Econometric Modelling

1986 • 502 citations

The likelihood principle

1984 • 425 citations

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability.

1963 • 391 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL¹

1987 • 371 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

What will take the con out of econometrics

1986 • 316 citations

The likelihood principle

1988 • 270 citations

Econometric methodology: a personal perspective

2008 • 250 citations

PC-GIVE: An Interactive Econometric Modelling System.

1990 • 241 citations

Identification Problems in Economic Model Construction

1949 • 236 citations

Advances in Econometrics

1987 • 232 citations

Practitioners'corner: professor Hendry's econometric methodology

2005 • 224 citations

THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *

1988 • 224 citations

The Choice of Variables in Multiple Regression

1968 • 215 citations

Mathematical Statistics: A Decision Theoretic Approach.

1968 • 185 citations

Identification Problems in Economic Model Construction*

2017 • 180 citations

Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics

1988 • 159 citations

Recent developments in the theory of encompassing

1987 • 87 citations

On the appropriateness of endogenous switching

1981 • 58 citations

Stability of a U. K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity

1986 • 53 citations

Causal relationships and replicability

1988 • 46 citations

Econometrics in action

1987 • 32 citations

Modelling the Economy.

1975 • 23 citations

Bayesian Specification Tests

1990 • 13 citations

Model occurrence and model selection in panel data sets

1981 • 11 citations

Planning, criticism, and revision

1989 • 6 citations

Determinacy of degenerate equilibria with linear part x'=y, y'= 0 using MACSYMA

1987 • 6 citations

Econometric modelling

2000 • 4 citations

Reasonable Extreme Bounds Analysis

1988 • 2 citations

The Demand for Swiss Monetary Assets

1982 • 2 citations