Computer automation of general-to-specific model selection procedures

Estimating the Dimension of a Model

1978 • 43,634 citations

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

1980 • 25,774 citations

Handbook of Mathematical Functions

1972 • 15,955 citations

Handbook of Mathematical Functions

2018 • 9,117 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

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

1980 • 3,749 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

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

1978 • 1,632 citations

ON THE USE AND INTERPRETATION OF CERTAIN TEST CRITERIA FOR PURPOSES OF STATISTICAL INFERENCE

1928 • 1,030 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

1978 • 729 citations

Econometrics: Alchemy or Science?

2000 • 652 citations

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

1986 • 619 citations

The Econometric Analysis of Time Series.

1981 • 586 citations

Econometrics-Alchemy or Science?

1980 • 562 citations

The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics

1979 • 532 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

Modeling the demand for narrow money in the United Kingdom and the United States

1991 • 381 citations

THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL¹

1987 • 371 citations

Prediction and Entropy

1985 • 360 citations

Data Mining

1983 • 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

Data mining reconsidered: encompassing and the general‐to‐specific approach to specification search

1999 • 334 citations

Data mining reconsidered: encompassing and the general-to-specific approach to specification search

1999 • 327 citations

A Celebration of Statistics

1985 • 229 citations

MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS

1994 • 213 citations

Monte carlo experimentation in econometrics

1984 • 196 citations

Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez

1999 • 181 citations

Interpreting econometric evidence

1981 • 181 citations

The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics

1979 • 166 citations

The econometric analysis of time series

1981 • 165 citations

Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money

2000 • 114 citations

Heteroscedasticity in Models with Lagged Dependent Variables

1983 • 97 citations

The Statistical Consequences of Preliminary Test Estimators in Regression

1973 • 93 citations

Recent developments in the theory of encompassing

1987 • 87 citations

Chapter 16 Monte carlo experimentation in econometrics

1984 • 72 citations

Nonparametric bounds on employment and income effects of continuous vocational training in East Germany

1999 • 65 citations

The Statistical Consequences of Preliminary Test Estimators in Regression

1973 • 50 citations

Testing Statistical Testing

1981 • 20 citations