INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Stochastic processes

1953 • 9,312 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Models of Man.

1959 • 3,748 citations

Principles of Econometrics

1973 • 3,349 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

More Comments onC_p

1995 • 2,192 citations

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

1943 • 2,079 citations

Toeplitz Forms and Their Applications

1958 • 1,937 citations

Multiple time series

1970 • 1,885 citations

Measurement of Linear Dependence and Feedback between Multiple Time Series

1982 • 1,787 citations

Toeplitz Forms and Their Applications.

1958 • 1,115 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

Causality in temporal systems

1977 • 617 citations

Statistical Inference in Dynamic Economic Models

1950 • 480 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

1959 • 389 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Stochastic Comparison of Tests

1960 • 354 citations

Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

1977 • 343 citations

Causality and econometrics

1979 • 324 citations

Selection of Regressors

1980 • 309 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models

1974 • 301 citations

Recursive vs. Nonrecursive Systems: An Attempt at Synthesis (Part I of a Triptych on Causal Chain Systems)

1960 • 295 citations

Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

1982 • 253 citations

Economic processes involving feedback

1963 • 246 citations

Estimating regression models of finite but unknown order

1981 • 242 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

Causality: The Place of the Causal Principle in Modern Science. Mario Bunge

1961 • 185 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

Testing the exogeneity specification in the complete dynamic simultaneous equation model

1978 • 169 citations

Causality tests in econometrics

1979 • 154 citations

A Time-Series Analysis of the Real Wages-Employment Relationship

1978 • 153 citations

On the Structural Form of Interdependent Systems

1966 • 141 citations

On the Definition of the Causal Relation

1952 • 140 citations

Econometric Models and Methods

1967 • 135 citations

Realizability Theory for Continuous Linear Systems

1972 • 113 citations

Prediction and Regulation by Linear Least-Square Methods.

1984 • 108 citations

Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

1982 • 98 citations

Generalized Least Squares with an Estimated Autocovariance Matrix

1973 • 96 citations

The Approximate Slopes of Econometric Tests

1981 • 82 citations

Output and Labor Input in Manufacturing

1974 • 77 citations

R²Measures for Time Series

1979 • 76 citations

Exogeneity and Causal Ordering in Macroeconomic Models

1976 • 76 citations

Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations

1961 • 69 citations

Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes

1977 • 66 citations

On the Granger Condition for Non-Causality

1977 • 63 citations

The Role of Money in the Canadian Economy: An Empirical Test

1974 • 53 citations

A Note on the Statistical Testability of ‘Explicit Causal Chains’ against the Class of ‘Interdependent’ Models

1965 • 39 citations

Causality in temporal systems: characterizations and a survey

1977 • 38 citations