Trends and Cycles in Macroeconomic Time Series

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

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

1982 • 19,770 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

Econometrics and Quantitative Economics.

1985 • 346 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

ARMA MODELS WITH ARCH ERRORS

1984 • 290 citations

Seasonal Analysis of Economic Time Series

1978 • 285 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 276 citations

Bayesian Forecasting

1976 • 263 citations

Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study

1983 • 258 citations

A unified view of statistical forecasting procedures

1984 • 251 citations

Estimation procedures for structural time series models

1990 • 214 citations

Time Series Analysis: Theory and Practice 2

1983 • 182 citations

The encompassing approach in econometrics

1984 • 166 citations

Analysis of Economic Time Series

1979 • 155 citations

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle

1983 • 129 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

Analysis of Economic Time Series.

1980 • 114 citations

Time Series Representations of Economic Variables and Alternative Models of the Labour Market

1982 • 101 citations

Estimating Structural Models of Seasonality

1978 • 81 citations

Pitfalls in the Use of Time as an Explanatory Variable in Regression

1984 • 60 citations

Testing for deterministic trend and seasonal components in time series models

1983 • 58 citations

Testing the specification of a fitted autoregressive-moving average model

1980 • 35 citations

The formulation of structural time series models in discrete and continuous time

1983 • 7 citations

Time Series Representation of Economic Variables and Alternative Models of the Labor Market

1982 • 2 citations