The existence of metal price cycles

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Pierre Perrón · Econometrica · 1989 · 7.7K citations

Social Sciences, Economics, Econometrics +16

Forecasting, Structural Time Series Models and the Kalman Filter

Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations

Computing, Mathematics, Forecasting +13

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Management, Business Economics, Change Measurement +14

Economic duration data and hazard functions

Nicholas M. Kiefer · Journal of Economic Literature · 1988 · 1.9K citations

Social Sciences, Economics, Econometrics +13

On the Behaviour of Commodity Prices

Angus Deaton, Guy Laroque · The Review of Economic Studies · 1992 · 1.2K citations

Agriculture, Business Economics, Economics +10