On the econometrics of the geometric lag model

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Social Sciences, Economics, Econometrics +7

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

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

Social Sciences, Economics, Econometrics +14

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

Natural Sciences, Economics, Econometrics +15

Hypothesis testing when a nuisance parameter is present only under the alternative

Robert B. Davies · Biometrika · 1987 · 2.1K citations

Natural Sciences, Biostatistics, Nuisance +10

Distributed Lags and Investment Analysis

Paul Boschan, L. M. Koyck · Econometrica · 1956 · 652 citations

Social Sciences, Economics, Finance +10