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Discrete Approximations to Continuous Time Distributed Lags in Econometrics
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  • 1984CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME208 cited
  • 1984Systematic sampling and temporal aggregation in time series models170 cited
  • 1986Temporal Aggregation and Structural Inference in Macroeconomics149 cited
  • 1972The Role of Approximate Prior Restrictions in Distributed Lag Estimation149 cited
  • 2013Spurious causalities with transfer entropy143 cited
  • 2005A Selective Overview of Nonparametric Methods in Financial Econometrics135 cited
  • 2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013130 cited
  • 2019Economic policy uncertainty and dollar-pound exchange rate return volatility129 cited
  • 1987The Permanent Income Hypothesis Revisited125 cited
  • 1976Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables105 cited
  • 1989Systematic Sampling, Temporal Aggregation, and the Study of Political Relationships104 cited
  • 1978Temporal Aggregation in the Multiple Regression Model100 cited
  • 2013Recursive Models of Dynamic Linear Economies96 cited
  • 1986Estimating Continuous Time Advertising-Sales Models84 cited

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  • 2005Granger causality and the sampling of economic processes73 cited
  • 1995Does TV Advertising Really Affect Sales? The Role of Measures, Models, and Data Aggregation73 cited