Comparing Information in Forecasts from Econometric Models

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Macroeconomics and Reality

1980 • 12,249 citations

Estimation and Inference in Two-Step Econometric Models

2002 • 1,315 citations

The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

1986 • 619 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve

1978 • 74 citations