| The econometric modelling of financial time series TC Mills, RN Markellos Cambridge university press, 2008 | 1643 | 2008 |
| Time series techniques for economists TC Mills Cambridge University Press, 1990 | 1199 | 1990 |
| Gold as a hedge against the dollar F Capie, TC Mills, G Wood Journal of International Financial Markets, Institutions and Money 15 (4 …, 2005 | 830 | 2005 |
| Box and Jenkins: time series analysis, forecasting and control G Box A Very British Affair: Six Britons and the Development of Time Series …, 2013 | 667 | 2013 |
| The M2-competition: A real-time judgmentally based forecasting study S Makridakis, C Chatfield, M Hibon, M Lawrence, T Mills, K Ord, ... International Journal of forecasting 9 (1), 5-22, 1993 | 440 | 1993 |
| Spurious rejections by Dickey–Fuller tests in the presence of a break under the null SJ Leybourne, TC Mills, P Newbold Journal of Econometrics 87 (1), 191-203, 1998 | 298 | 1998 |
| Calendar effects in the London Stock Exchange FT–SE indices TC Mills, J Andrew Coutts The European Journal of Finance 1 (1), 79-93, 1995 | 275 | 1995 |
| Technical analysis and the London Stock Exchange: Testing trading rules using the FT30 TC Mills International Journal of Finance & Economics 2 (4), 319-331, 1997 | 224 | 1997 |
| Applied time series analysis: A practical guide to modeling and forecasting TC Mills Academic press, 2019 | 210 | 2019 |
| Granger causality of coupled climate processes: Ocean feedback on the North Atlantic Oscillation TJ Mosedale, DB Stephenson, M Collins, TC Mills Journal of climate 19 (7), 1182-1194, 2006 | 210 | 2006 |
| Modelling trends and cycles in economic time series TC Mills, TC Mills Palgrave Macmillan, 2003 | 208 | 2003 |
| From Malthus to Solow: How did the Malthusian economy really evolve? N Crafts, TC Mills Journal of macroeconomics 31 (1), 68-93, 2009 | 170 | 2009 |
| Modelling skewness and kurtosis in the London stock exchange FT‐SE index return distributions TC Mills Journal of the Royal Statistical Society: Series D (The Statistician) 44 (3 …, 1995 | 164 | 1995 |
| Seasonality in the Athens stock exchange TC Mills, C Siriopoulos, RN Markellos, D Harizanis Applied Financial Economics 10 (2), 137-142, 2000 | 146 | 2000 |
| Trends and cycles in British industrial production, 1700–1913 NFR Crafts, SJ Leybourne, TC Mills Journal of the Royal Statistical Society Series A: Statistics in Society 152 …, 1989 | 128 | 1989 |
| Is there long-term memory in UK stock returns? TC Mills Applied Financial Economics 3 (4), 303-306, 1993 | 118 | 1993 |
| Trends in real wages in Britain, 1750-1913 NFR Crafts, TC Mills Explorations in Economic History 31 (2), 176-194, 1994 | 112 | 1994 |
| Rearmament to the rescue? New estimates of the impact of “Keynesian” policies in 1930s' Britain N Crafts, TC Mills The Journal of Economic History 73 (4), 1077-1104, 2013 | 89 | 2013 |
| The climacteric in late Victorian Britain and France: a reappraisal of the evidence NFR Crafts, SJ Leybourne, TC Mills Journal of Applied Econometrics 4 (2), 103-117, 1989 | 79 | 1989 |
| Randomized unit root processes for modelling and forecasting financial time series: theory and applications SJ Leybourne, BPM McCabe, TC Mills Journal of Forecasting 15 (3), 253-270, 1996 | 78 | 1996 |
