On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models

The Jackknife, the Bootstrap and Other Resampling Plans

1982 • 7,816 citations

Monte Carlo methods

1964 • 3,128 citations

Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis

1969 • 3,017 citations

Statistical Techniques in Simulation

1976 • 360 citations

Omnibus test contours for departures from normality based on b1 and b2

1975 • 337 citations

Monte carlo experimentation in econometrics

1984 • 196 citations

Testing normality in econometric models

1983 • 123 citations

The One-Period Forecast Errors in Nonlinear Econometric Models

1980 • 40 citations

Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System

1983 • 34 citations

Antithetic variates to estimate the simulation bias in non-linear models

1979 • 34 citations

Monetary and Fiscal Policy in the Fully Stochastic St. Louis Econometric Model

1974 • 27 citations

Stochastic Simulation of Monetary Rules in Two Macroeconometric Models

1972 • 27 citations

Dynamic Properties of Nonlinear Econometric Models

1972 • 24 citations

Tests for Structural Change and Prediction Intervals for the reduced Forms of Two Structural Models of the U.S.: The FRB-MIT and Michigan Quarterly Models

1974 • 21 citations

Small sample estimates of the variance covariance matrix of forecast error for large econometric models : the stochastic simulation technique

1980 • 21 citations

Model Validation And Forecast Comparisons: Theoretical And Practical Considerations

1980 • 16 citations

Short- and Long-Term Simulations with the Brookings Model

1972 • 14 citations

Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models

1981 • 13 citations

Business Cycle Analysis of Econometric Model Simulations

1972 • 11 citations

‘Time-series’ versus ‘econometric’ forecasts

1982 • 11 citations

La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]

1987 • 6 citations

Forecast variance in simultaneous equation models: analytic and Monte Carlo methods

1987 • 5 citations

Coherent optimal prediction with large nonlinear systems: an example based on a French model

1986 • 5 citations