Complex Systems and Time Series Analysis

Most cited papers

1. Testing for a unit root in time series regressionBiometrika · 1988 · 18,258 citations
2. Macroeconomics and RealityEconometrica · 1980 · 12,905 citations
3. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica · 1989 · 9,892 citations
4. Postwar U.S. Business Cycles: An Empirical InvestigationJournal of money credit and banking · 1997 · 7,491 citations
5. An Intertemporal Capital Asset Pricing ModelEconometrica · 1973 · 6,818 citations
6. Choices, values, and frames.American Psychologist · 1984 · 6,544 citations
7. Noise Trader Risk in Financial MarketsJournal of Political Economy · 1990 · 6,487 citations
8. Rational Expectations and the Theory of Price MovementsEconometrica · 1961 · 5,675 citations
9. By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market BehaviorJournal of Political Economy · 1999 · 5,400 citations
10. Asset Prices in an Exchange EconomyEconometrica · 1978 · 5,193 citations
11. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional InvestorsReview of Financial Studies · 2007 · 4,821 citations
12. Measuring Information TransferPhysical Review Letters · 2000 · 4,662 citations