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The Identification Problem for Multiple Equation Systems with Moving Average Errors
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  • 2008The New Palgrave Dictionary of Economics Online231 cited
  • 2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models183 cited
  • 1979Statistical Analysis of Econometric Models173 cited
  • 1979Causality tests in econometrics145 cited
  • 1985Uncovering Financial Market Expectations of Inflation126 cited
  • 1984Chapter 23 Latent variable models in econometrics124 cited
  • 2010Modeling data revisions: Measurement error and dynamics of “true” values121 cited
  • 1986Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering75 cited
  • 2000Rational speculative bubbles in the gold futures market: An application of dynamic factor analysis47 cited
  • 2013Identification theory for high dimensional static and dynamic factor models31 cited
  • 1975Optimal Control of a Noisy Economy with the UK as an Example29 cited
  • 2011Pre-announcement and timing: The effects of a government expenditure shock28 cited
  • 1983Lag Specification in Rational Distributed Lag Structural Models23 cited
  • 2015VARMA representation of DSGE models17 cited
  • 2010A Note on Identification Patterns in DSGE Models

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16 cited
  • 2021Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit11 cited