Lagrange-Multiplier Tests of Time-Series Models

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

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

1980 • 7,455 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

Theoretical Statistics

1974 • 2,786 citations

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

1970 • 2,117 citations

Tests of statistical hypotheses concerning several parameters when the number of observations is large

1943 • 2,079 citations

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

1970 • 1,730 citations

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

1978 • 1,361 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

1978 • 1,343 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Approximate Tests of Correlation in Time-Series

1949 • 764 citations

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

1978 • 729 citations

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

1948 • 696 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

The Lagrangian Multiplier Test

1959 • 441 citations

Comments on Model Selection Criteria of Akaike and Schwarz

1979 • 279 citations

Testing the adequacy of a time series model

1979 • 175 citations

On the Distribution of Residual Autocorrelations in Box–Jenkins Models

1978 • 160 citations

Significance levels of the Box-Pierce portmanteau statistic in finite samples

1977 • 151 citations

Conflict Among Criteria for Testing Hypotheses: Extensions and Comments

1979 • 109 citations

A Large‐Sample Test for the Goodness of Fit of Autoregressive Schemes

1947 • 103 citations

A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes

1947 • 87 citations

Extensions of Quenouille’s Test for Autoregressive Schemes

1950 • 47 citations

Note on a Generalization of the Large Sample Goodness of Fit Test for Linear Autoregressive Schemes

1950 • 29 citations

A Unified Derivation of the Asymptotic Distributions of Goodness-Of-Fit Statistics for Autoregressive Time-Series Models

1978 • 13 citations