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Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

The equity premium: A puzzle

1985 • 5,686 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Intertemporal Substitution in Consumption

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Multiple Time Series

1970 • 1,283 citations

Handbook of Econometrics.

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1982 • 253 citations

A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis

1978 • 225 citations

The Factorization of Matricial Spectral Densities

1972 • 212 citations

Stocks, bonds, bills, and inflation : the past and the future

1982 • 178 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Estimation of vector ARMAX models

1980 • 117 citations

Testing for cointegration

1993 • 72 citations

Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes

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Stability and Inflation

1979 • 39 citations

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1952 • 9 citations