Sims has published numerous important papers in his areas of research: econometrics and macroeconomic theory and policy. Among other things, he was one of the main promoters of the use of vector autoregression in empirical macroeconomics. However, some of the maintained assumptions in such models have been incorrectly tested (Sims, 1980) using asymptotic distribution theory since it is infeasible to test over 200 restrictions on model parameters using only 60 observations on time series (Sargan, 1961). He has also advocated Bayesian statistics, arguing for its power in formulating and evaluating economic policies.