Quantitative Forecasting—the State of the Art: Econometric Models

On a measure of lack of fit in time series models

1978 • 5,638 citations

Econometric Models and Economic Forecasts

1990 • 5,189 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

The theory and practice of econometrics

1986 • 4,551 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

Residuals and Influence in Regression

1984 • 2,664 citations

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Measurement of Linear Dependence and Feedback between Multiple Time Series

1982 • 1,787 citations

A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression

1976 • 1,683 citations

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

1978 • 1,632 citations

Improved methods of combining forecasts

1984 • 1,119 citations

Forecasting Economic Time Series

1979 • 1,069 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

Models and Managers: The Concept of a Decision Calculus

2004 • 826 citations

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

1983 • 700 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Causality in temporal systems

1977 • 617 citations

The Econometric Analysis of Time Series.

1981 • 586 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

Testing For Unit Roots: 1

1981 • 406 citations

Econometric models, techniques, and applications

1978 • 404 citations

The Combination of Forecasts

1983 • 369 citations

Seasonal Adjustment and Relations between Variables

1974 • 319 citations

Estimating Missing Observations in Economic Time Series

1984 • 318 citations

Selection of Regressors

1980 • 309 citations

Testing for Unit Roots: 2

1984 • 255 citations

A Random Walk, Markov Model for the Distribution of Time Series

1983 • 248 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 241 citations

Specification, Estimation, and Analysis of Macroeconomic Models

1986 • 240 citations

The Accuracy of Population Projections

1983 • 232 citations

Building Multiple Regression Models Interactively

1981 • 215 citations

Model specification tests against non-nested alternatives

1983 • 172 citations

The Almon Lag Technique and the Monetary versus Fiscal Policy Debate

1973 • 163 citations

Finite sample properties of estimators for autoregressive moving average models

1980 • 155 citations

Identification of multiple-input transfer function models

1982 • 153 citations

Testing Linear and Log-Linear Regressions for Functional Form

1981 • 141 citations

Estimating the Expected Predictive Accuracy of Econometric Models

1980 • 130 citations

The accuracy of individual and group forecasts from business outlook surveys

1984 • 127 citations

A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument

1983 • 124 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

An Exposition of the Box-Jenkins Transfer Function Analysis with an Application to the Advertising-Sales Relationship

1977 • 117 citations

On the Prediction Power of Market Share Attraction Models

1981 • 115 citations

A Comparison of Market Share Models and Estimation Procedures

1984 • 114 citations

A Comparison between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model

1982 • 113 citations

Some Long Run Features of Dynamic Time Series Models

1981 • 113 citations

Price forecasting and evaluation: An application in agriculture

1983 • 108 citations

The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing

1980 • 104 citations

A comparison of multivariate forecasting procedures for economic time series

1985 • 99 citations

Attraction versus Linear and Multiplicative Market Share Models: An Empirical Evaluation

1984 • 99 citations

Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

1982 • 98 citations

Model choice and specification analysis

1983 • 89 citations

A Simple Method for the Construction of Empirical Confidence Limits for Economic Forecasts

1971 • 86 citations

Awareness and use of forecasting techniques in british industry

1984 • 85 citations

Serial Correlation and a Bank of England Study of the Demand for Money: An Exercise in Measurement Without Theory

1978 • 81 citations

Some power studies of a portmanteau test of time series model specification

1979 • 79 citations

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

1984 • 77 citations

The role of macroeconometric models in forecasting and policy analysis in the united states

1982 • 76 citations

Quantitative Forecasting — The State of the Art: Extrapolative Models

1979 • 71 citations

On the Predictive Power of Market Share Attraction Models

1984 • 65 citations

Monitoring and adjusting forecasts in the presence of additive outliers

1984 • 59 citations

Stochastic Specification in an Aggregate Demand Model of the United Kingdom

2000 • 56 citations

Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

1980 • 53 citations

On the usefulness of macroeconomic forecasts as inputs to forecasting models

1983 • 52 citations

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

1979 • 50 citations

Selecting Economic Hypotheses by Goodness of Fit

1975 • 49 citations

A Monte Carlo Investigation of the Box—Cox Transformation in Small Samples

1978 • 48 citations

On the comprehensive method of testing non-nested regression models

1982 • 46 citations

The implementation of forecasting models

1984 • 44 citations

Evaluating the Statistical Significance of Models Developed by Stepwise Regression

1983 • 39 citations

The Principles of the Box-Jenkins Approach

1975 • 35 citations

A Hospital Cost Model for Policy Analysis

1980 • 33 citations

Management Planning and Control in Multi-Branch Banking

1979 • 32 citations

Identification of the multi‐input box‐Jenkins transfer function model

1984 • 32 citations

Using the bootstrap to evaluate forecasting equations

1985 • 31 citations

Specification, Estimation, and Analysis of Macroeconometric Models.

1986 • 29 citations

[The Econometric Analysis of Economic Time Series]: Reply to Discussion

1983 • 27 citations

On the Use of a Proxy Variable in Prediction: An MSE Comparison

1981 • 23 citations

The role of time series analysis in the evaluation of econometric models

1985 • 22 citations

An Application of Forecasting in the Alcoholic Drinks Industry

1980 • 20 citations

Predicting a Multitude of Time Series

1981 • 18 citations

Multicollinearity in regression: Review and examples

1982 • 17 citations

To pool or not to pool?

1980 • 16 citations

Using the Box-Cox Form for Estimating Demand: A Comment

1980 • 15 citations

Long Range Forecasting: From Crystal Ball to Computer (2nd Edition)

1986 • 14 citations

Forecasting the Effects of Television Programming upon Electricity Loads

1983 • 12 citations

A Criterion for Stepwise Regression

1976 • 12 citations

Forecasting with an econometric model: The issue of judgemental adjustment

1982 • 11 citations

Variable Selection and Statistical Significance: A Sampling Experiment

1975 • 10 citations

Forecasting: A hybrid approach

1977 • 9 citations

Disaggregating Data Using Related Series

1983 • 9 citations

An Assessment and Comparison of Two Niesr Econometric Model Forecasts

1979 • 8 citations

The Specification Problem in Regression Analysis

1982 • 8 citations

A Bibliography of Business and Economic Forecasting

1981 • 8 citations

Economic forecasts: An analysis of performance

1979 • 7 citations

An Econometric Model for Supply and Demand of Undergraduate University Places in the United Kingdom

1981 • 6 citations

Forecasting Quarterly Business Expenditure on Non-Residential Construction in Canada: An Assessment of Alternative Models

1976 • 4 citations

Interactive Regression Modelling

1982 • 4 citations

Robustness of linear models in dynamic multivariate predictions

1982 • 4 citations

The chatfield‐prothero case study: Another look

1985 • 4 citations

Systems in O.R.

1984 • 2 citations