ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

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

1980 • 25,774 citations

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

1982 • 19,770 citations

The General Theory of Employment, Interest and Money.

1936 • 14,151 citations

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 • 7,455 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

CONJECTURES AND REFUTATIONS

1963 • 2,793 citations

Principles of Econometrics.

1972 • 2,215 citations

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

1978 • 1,632 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Exogeneity

1983 • 1,271 citations

The Probability Approach in Econometrics

1944 • 1,253 citations

Specification Searches: Ad Hoc Inference with Non-Experimental Data.

1981 • 1,125 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

The Econometric Analysis of Time Series.

1981 • 586 citations

Econometrics-Alchemy or Science?

1980 • 562 citations

On the General Problem of Model Selection

1974 • 458 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

A general approach to lagrange multiplier model diagnostics

1982 • 371 citations

Criticism and the growth of knowledge

1973 • 292 citations

Misspecified models with dependent observations

1982 • 256 citations

The Duhem-Quine Thesis, Lakatos and the Appraisal of Theories in Macroeconomics

1982 • 249 citations

Error Correction Mechanisms

1982 • 237 citations

Interpreting Economic Time Series

1981 • 235 citations

Liquidity and inflation effects on consumers' expenditure

1981 • 205 citations

Interpreting econometric evidence

1981 • 181 citations

Model specification tests against non-nested alternatives

1983 • 172 citations

Surprises in the Consumption Function

1983 • 146 citations

Some Long Run Features of Dynamic Time Series Models

1981 • 113 citations

Foundations of Economic Method

2003 • 101 citations

Linear Regression Analysis of Economic Time Series.

1938 • 85 citations

Evaluating the Reliability of Macro-Economic Models.

1983 • 74 citations

Proceedings of the Econometric Society European Meeting 1979.

1983 • 63 citations

PRACTITIONER'S CORNER^*: Logarithmic Dependent Variables and Prediction Bias

1983 • 48 citations