Estimating predictions, prediction errors and their standard deviations using constructed variables

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Macroeconomics and Reality

1980 • 12,249 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Time Series Analysis, Forecasting and Control.

1971 • 2,995 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

The use of dummy variables to compute predictions, prediction errors, and confidence intervals

1976 • 197 citations

The sampling distribution of forecasts from a first-order autoregression

1979 • 110 citations

Asymptotic prediction mean squared error for vector autoregressive models

1979 • 52 citations

Efficient Estimation of the Reduced Form from Incomplete Econometric Models

1973 • 51 citations

The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors

1979 • 50 citations

Some consequences of viewing LIML as an iterated Aitken estimator

1979 • 34 citations

Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors

1981 • 33 citations

The use of indicator variables in computing predictions

1980 • 31 citations

The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors

1979 • 12 citations