Modeling Time Series with Calendar Variation

On a measure of lack of fit in time series models

Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations

Computing, Business Economics, Econometrics +14

Non-linear time series regression

E. J. Hannan · Journal of Applied Probability · 1971 · 189 citations

Computing, Economics, Econometrics +14

Nonlinear Regression with Autocorrelated Errors

A. Ronald Gallant, J. Jeffery Goebel · Journal of the American Statistical Association · 1976 · 150 citations

Social Sciences, Business Economics, Econometrics +13

Least squares estimation in the regression model with autoregressive-moving average errors

David A. Pierce · Biometrika · 1971 · 106 citations

Computing, Economics, Statistical Modeling +14

Calendar Effects in Monthly Time Series: Detection by Spectrum Analysis and Graphical Methods

William S. Cleveland, Susan J. Devlin · Journal of the American Statistical Association · 1980 · 86 citations

Business, Business Economics, Data Analytics +9