Bayesian model selection and prediction with empirical applications

Estimating the Dimension of a Model

1978 • 43,634 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Econometric Evaluation of Linear Macro-Economic Models

1986 • 597 citations

Recursive estimation of mixed autoregressive-moving average order

1982 • 491 citations

Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates

1993 • 324 citations

Trends versus Random Walks in Time Series Analysis

1988 • 267 citations

Elements of Bayesian Statistics

2019 • 220 citations

Reconsidering ‘trends and random walks in macroeconomic time series’

1991 • 211 citations

On Bayesian routes to unit roots

1991 • 169 citations

Posterior Odds Testing for a Unit Root with Data-Based Model Selection

1994 • 137 citations

Elements of Bayesian Statistics

2021 • 66 citations

Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics

1992 • 8 citations

Bayesian Encompassing Tests of a Unit Root Hypothesis

1994 • 5 citations

Spurious Regression in Forecast-Encompassing Tests

1995 • 3 citations

Model Selection: Some Remarks from a Bayesian Viewpoint

1983 • 3 citations

Spurious Regression in Forecast-Encompassing Tests

1994 • 1 citations