Should fixed coefficients be re‐estimated every period for extrapolation?

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

The Theory of Probability

1922 • 1,303 citations

Theory of Point Estimation

1983 • 1,281 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

Stock Prices and Social Dynamics

1984 • 851 citations

Best Linear Unbiased Prediction in the Generalized Linear Regression Model

1962 • 634 citations

Least squares theory using an estimated dispersion matrix and its application to measurement of signals

1967 • 373 citations

Linear prediction and estimation methods for regression models with stationary stochastic coefficients

1980 • 204 citations

Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems

1975 • 147 citations

The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change

1989 • 107 citations

Self-Calibrating Priors Do Not Exist

1985 • 75 citations

The Impossibility of Causality Testing

1984 • 67 citations

18. The NBER/NSF Model Comparison Seminar: An Analysis of Results

1976 • 56 citations

Estimation and Aggregation in Econometrics: An Application of the Theory of Generalized Inverses

1976 • 50 citations

Practical Relevance of an Alternative Criterion in Estimation

1985 • 44 citations

A Short Note on Pitman's Measure of Nearness

1985 • 38 citations

The foundations of econometrics–are there any

1985 • 38 citations

Self-Calibrating Priors Do Not Exist

1985 • 36 citations

James-Stein Estimation from an Alternative Perspective

1988 • 34 citations

The impossibility of causality testing

1983 • 26 citations

A Short Note on Pitman's Measure of Nearness

1985 • 26 citations

Practical Relevance of an Alternative Criterion in Estimation

1985 • 25 citations

James-Stein Estimation from an Alternative Perspective

1988 • 23 citations

On the existence of moments of partially restricted reduced form coefficients

1980 • 14 citations

Further results on estimating linear regression models with partial prior information

1988 • 12 citations

Two-Stage Sequential Estimation of a Multivariate Normal Mean under Quadratic Loss

1985 • 11 citations

An examination of distributed lag model coefficients estimated with smoothness priors

1986 • 10 citations

On the existence of moments of partially restricted reduced form estimators

1981 • 5 citations

The existence of moments of ridge-like k-class and partially restricted reduced form estimators

1982 • 3 citations

Was it real? The exchange rate — Interest differential relation: 1973–1984

1986 • 2 citations

Convergence of the moments of the modified K-class estimators

1982 • 2 citations