Finite-Sample Properties of Tests for Forecast Equivalence

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

1991 • 11,052 citations

Comparing Predictive Accuracy

1995 • 2,414 citations

Testing the equality of prediction mean squared errors

1997 • 1,848 citations

Exchange rates and fundamentals: Evidence on long-horizon predictability

1995 • 1,120 citations

Testing for parameter instability in linear models

1992 • 748 citations

An Introduction to Stochastic Processes.

1956 • 296 citations

The Fed funds futures rate as a predictor of federal reserve policy

1996 • 289 citations

Inflation Indicators and Inflation Policy

1995 • 106 citations

Forecasting Output With the Composite Leading Index: A Real-Time Analysis

1991 • 101 citations

Politics and exchange rate forecasts

1997 • 75 citations

P*: Not the Inflation Forecaster's Holy Grail

1989 • 63 citations

PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING

1986 • 13 citations