Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Principles of Econometrics

E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

Social Sciences, Economics, Econometrics +10

Principles of Econometrics.

D. G. Champernowne, Henri Theil · The Economic Journal · 1972 · 2.1K citations

Social Sciences, Economics, Econometrics +10

Forecasting and conditional projection using realistic prior distributions

Thomas Doan, Robert B. Litterman, Christopher A. Sims · Econometric Reviews · 1984 · 1.2K citations

Social Sciences, Economics, Public Policy +17