Econometric analysis of small linear systems using PC-FIML

Macroeconomics and Reality

1980 • 12,249 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

The theory and practice of econometrics

1986 • 4,551 citations

An efficient method for finding the minimum of a function of several variables without calculating derivatives

1964 • 4,391 citations

Practical optimization

1982 • 4,208 citations

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

1980 • 3,749 citations

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

1978 • 1,632 citations

Exogeneity

1983 • 1,271 citations

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

1986 • 619 citations

Econometric Evaluation of Linear Macro-Economic Models

1986 • 597 citations

Statistical Foundations of Econometric Modelling

1986 • 502 citations

Statistical Foundations of Econometric Modelling.

1990 • 385 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

Chapter 18 Dynamic specification

1984 • 257 citations

Econometric methodology: a personal perspective

2008 • 250 citations

Advances in Econometrics

1987 • 232 citations

The structure of simultaneous equations estimators

1976 • 229 citations

Studies in Econometric Method

1954 • 223 citations

A modular system of algorithms for unconstrained minimization

1985 • 186 citations

Efficient Estimation of Simultaneous Equations by Instrumental Variables

1971 • 185 citations

The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

1961 • 168 citations

The encompassing approach in econometrics

1984 • 166 citations

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process

1971 • 133 citations

The encompassing principle and its application to non-nested hypotheses

1986 • 127 citations

Methods of Measuring the Marginal Propensity to Consume

1947 • 112 citations

Autoreg: a computer program library for dynamic econometric models with autoregressive errors

1980 • 97 citations

Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations

1988 • 90 citations

Recent developments in the theory of encompassing

1987 • 87 citations

Econometrics and Quantitative Economics

1984 • 54 citations

PRACTITIONERS' CORNER: Using PC‐GIVE in Econometrics Teaching

1986 • 54 citations

A Note on the Variance of Ex-Post Forecasts in Econometric Models

1981 • 47 citations

An Alternative Proof and Generalization of a Test for Structural Change

1976 • 30 citations

Chapter 12 Computational problems and methods

1983 • 22 citations

An Alternative Proof and Generalization of a Test for Structural Change

1976 • 15 citations

Testing separate regression models subject to specification error

1982 • 14 citations

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction

1974 • 8 citations

Forecast Variance in Dynamic Simulation of Simultaneous Equation Models

1987 • 7 citations

Deleted Work

1955 • 0 citations