The Role of Time Series Analysis in Econometric Model Evaluation

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Spectral Analysis and its Applications.

1969 • 5,105 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Elements of econometrics

1971 • 3,087 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

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

1970 • 2,117 citations

Multiple time series

1970 • 1,885 citations

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

1970 • 1,730 citations

Elements of Econometrics.

1972 • 1,419 citations

Statistical Analysis of Stationary Time Series.

1958 • 859 citations

Analysis and control of dynamic economic systems

1975 • 848 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Causality in temporal systems

1977 • 617 citations

Econometric Methods, 2nd Ed.

1976 • 504 citations

Band Spectrum Regression

1974 • 363 citations

Econometrics: Statistical Foundations and Applications

1972 • 287 citations

Seasonal Analysis of Economic Time Series

1978 • 285 citations

The Analysis of Multiple Time Series.

1958 • 281 citations

Spectral Analysis of Seasonal Adjustment Procedures

1964 • 255 citations

Econometrics: Statistical Foundations and Applications.

1971 • 239 citations

Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

1969 • 215 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

Essays in Mathematical Economics, in Honor of Oskar Morgenstern

1967 • 182 citations

Testing the exogeneity specification in the complete dynamic simultaneous equation model

1978 • 169 citations

Spectral Methods in Econometrics

1972 • 147 citations

Analysis of Distributed Lag Models with Applications to Consumption Function Estimation

1970 • 139 citations

The Identification and Parameterization of Armax and State Space Forms

1976 • 131 citations

Spectral Methods in Econometrics

1969 • 128 citations

Statistical Analysis of Stationary Time Series.

1958 • 114 citations

The Estimation of Relationships Involving Distributed Lags

1965 • 90 citations

Econometric Models of Cyclical Behavior.

1975 • 79 citations

Seasonal Analysis of Economic Time Series

1978 • 79 citations

A Spectrum Analysis of the Long-Swing Hypothesis

1968 • 73 citations

A Comparative Study of Alternative Estimators in a Distributed Lag Model

1967 • 70 citations

On the structure of moving average processes

1977 • 65 citations

Forecasting in dynamic models with stochastic regressors

1975 • 64 citations

MULTIPLE TIME SERIES MODELLING.

1968 • 47 citations

Seasonality: Causation, Interpretation, and Implications

1979 • 43 citations

On univariate time series methods and simultaneous equation econometric models

1977 • 36 citations

Stochastic Properties of the Klein-Goldberger Model

1971 • 28 citations

Estimation of the Coefficients in a Multidimensional Distributed Lag Model

1969 • 25 citations

Dynamic Properties of Nonlinear Econometric Models

1972 • 24 citations

A Time Series Analysis of Seasonality in Econometric Models

1978 • 24 citations

A spectrum analysis of seasonal adjustment

1964 • 22 citations

The Estimated Power of Several Tests for Autocorrelation with Non-First-Order Alternatives

1976 • 17 citations

The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives

1976 • 11 citations

Deleted Work

1955 • 0 citations