Bayesian skepticism on unit root econometrics

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Social Sciences, Business Economics, Economics +10

The Theory and Practice of Econometrics.

James Davidson, George G. Judge, William E. Griffiths et al. · Economica · 1981 · 880 citations

Social Sciences, Business Economics, Economics +10

Martingale-Like Behavior of Prices and Interest Rates

Christopher A. Sims · University of Minnesota Digital Conservancy (University of Minnesota) · 1984 · 39 citations · Full text

Social Sciences, Economics, Finance +14