On the role of simulation in the statistical evaluation of econometric models

Econometric Models and Economic Forecasts

1990 • 5,189 citations

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

1978 • 1,632 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Econometric Evaluation of Linear Macro-Economic Models

1986 • 597 citations

The Case of the Missing Money

1976 • 554 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

Diagnostic tests as residual analysis

1983 • 436 citations

Studies in Econometrics, Time Series, and Multivariate Statistics

1983 • 307 citations

Large-Scale Macro-Econometric Models.

1983 • 146 citations

Specification, Estimation, and Analysis of Macroeconometric Models.

1985 • 143 citations

Computer Simulation Experiments with Models of Economic Systems

1972 • 106 citations

Comparison of Forecast and Actuality

1976 • 105 citations

Criteria for Evaluation of Econometric Models

1972 • 90 citations

Forecasts with quarterly macroeconometric models

1974 • 21 citations

Model Validation And Forecast Comparisons: Theoretical And Practical Considerations

1980 • 16 citations

Macroeconomic adjustment processes

1976 • 12 citations

PREDICTION–BASED TESTS FOR MISSPECIFICATION IN NONLINEAR SIMULTANEOUS SYSTEMS

1983 • 9 citations

Evaluating the predictive performance of trade-account models

1990 • 8 citations

Macroeconometric model comparison and evaluation techniques: A practical appraisal

1987 • 5 citations