A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series

A Note on the Generation of Random Normal Deviates

1958 • 3,337 citations

Tests of statistical hypotheses concerning several parameters when the number of observations is large

1943 • 2,079 citations

Toeplitz Forms and Their Applications

1958 • 1,937 citations

Multiple time series

1970 • 1,885 citations

Multiple Time Series

1970 • 1,283 citations

Toeplitz Forms and Their Applications.

1958 • 1,115 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

Some Limit Theorems in Statistics

1971 • 514 citations

Handbook of Econometrics.

1987 • 510 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

Rates of Convergence of Estimates and Test Statistics

1967 • 379 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

Stochastic Comparison of Tests

1960 • 354 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Some Limit Theorems

1948 • 110 citations

Generalized Least Squares with an Estimated Autocovariance Matrix

1973 • 96 citations

The Approximate Slopes of Econometric Tests

1981 • 82 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 61 citations

The identification of time series interrelationships with special reference to dynamic regression models

1981 • 59 citations

On a Measure of Test Efficiency Proposed by R. R. Bahadur

1964 • 19 citations

Tests of Statistical Hypotheses

1977 • 9 citations

Deleted Work

1955 • 0 citations