Structural change and the combination of forecasts

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Analysis of Transformations

1964 • 13,718 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

The Combination of Forecasts

1969 • 2,340 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Improved methods of combining forecasts

1984 • 1,119 citations

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

1974 • 832 citations

Forecasting Economic Time Series

1977 • 711 citations

The Typical Spectral Shape of an Economic Variable

1966 • 658 citations

Averages of Forecasts: Some Empirical Results

1983 • 631 citations

A note on studentizing a test for heteroscedasticity

1981 • 567 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

Seasonal Analysis of Economic Time Series

1978 • 285 citations

Some Estimators for a Linear Model with Random Coefficients

1968 • 260 citations

Spectral Analysis of Seasonal Adjustment Procedures

1964 • 255 citations

A unified view of statistical forecasting procedures

1984 • 251 citations

Forecasting in Business and Economics

1981 • 216 citations

Linear prediction and estimation methods for regression models with stationary stochastic coefficients

1980 • 204 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

Combining competing forecasts of inflation using a bivariate arch model

1984 • 172 citations

The Forecasting Accuracy of Major Time Series Methods.

1986 • 161 citations

Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

1975 • 130 citations

Combination of Forecasts

1987 • 129 citations

Some Statistical Results in the Combination of Forecasts

1973 • 115 citations

Analysis of Economic Time Series: A Synthesis.

1980 • 90 citations

The Forecasting Accuracy of Major Time Series Methods.

1985 • 81 citations

Estimating Structural Models of Seasonality

1978 • 81 citations

The role of macroeconometric models in forecasting and policy analysis in the united states

1982 • 76 citations

Forecasting livestock prices with individual and composite methods

1981 • 76 citations

Serial Correlation and the Combination of Forecasts

1988 • 74 citations

On the Estimation of Structural Change: A Generalization of the Random Coefficients Regression Model

1976 • 63 citations

Distributed lags and unobserved components in economic time series

1967 • 58 citations

Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

1975 • 58 citations

Statistics and Economic theory

1925 • 55 citations

A switching regression method using inequality conditions

1979 • 38 citations

Theory of Demand, Real and Monetary.

1974 • 27 citations

The role of time series analysis in the evaluation of econometric models

1985 • 22 citations

Forecasting accuracy and the assumption of constancy

1981 • 21 citations

Asymptotic Distribution of the Hildreth—Houck Estimator

1985 • 10 citations

Asymptotic Distribution of the Hildreth-Houck Estimator

1985 • 4 citations