Ex post andex ante analysis of provisional data

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

1995 • 4,676 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

1995 • 3,739 citations

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

1992 • 2,686 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

Rational-expectations econometric analysis of changes in regime

1988 • 933 citations

Approximate AsymptoticPValues for StructuraS-Change Tests

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Statistical Foundations of Econometric Modelling

1986 • 502 citations

Journal of Business and Economic Statistics

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Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets

1989 • 416 citations

Statistical Foundations of Econometric Modelling.

1990 • 385 citations

Forecasting Output with the Composite Leading Index: A Real-Time Analysis

1991 • 333 citations

What Do the Leading Indicators Lead?

1996 • 169 citations

Tests of equilibrium macroeconomics using contemporaneous monetary data

1982 • 114 citations

Money stock revisions and unanticipated money growth

1980 • 77 citations

Data Revisions and the Expenditure Components of GDP

1991 • 54 citations

The Transmission of Data Noise into Policy Noise in U.S. Monetary Control

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Rationality of Preliminary Money Stock Estimates

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The evolution of the Federal Reserve's monetary aggregates: a timeline

1994 • 5 citations