Forecasting economic processes

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

1951 • 3,595 citations

Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis

1969 • 3,017 citations

Bayesian Forecasting and Dynamic Models

1997 • 2,027 citations

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

1978 • 1,632 citations

Bayesian Forecasting and Dynamic Models

1989 • 1,315 citations

Testing for Serial Correlation in Least Squares Regression: I

1950 • 836 citations

Testing for parameter instability in linear models

1992 • 748 citations

Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

1978 • 729 citations

Econometrics: Alchemy or Science?

2000 • 652 citations

On the limitations of comparing mean square forecast errors

1993 • 398 citations

Monitoring Structural Change

1996 • 363 citations

Time Series Models in Econometrics, Finance and Other Fields

1997 • 318 citations

Applied Bayesian Forecasting and Times Series Analysis

1994 • 234 citations

Applied Bayesian Forecasting and Time Series Analysis

1994 • 217 citations

MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS

1994 • 213 citations

Intercept corrections and structural change

1996 • 200 citations

The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting

1995 • 174 citations

Macroeconomic Forecasting: A Survey

1989 • 159 citations

THE ASSESSMENT: CONSUMER EXPENDITURE

1994 • 120 citations

The Implications for Econometric Modelling of Forecast Failure

1997 • 114 citations

MULTI‐STEP ESTIMATION FOR FORECASTING

1996 • 105 citations

A Comparison of Alternative Estimators for Simultaneous Equations

1964 • 89 citations

The role of judgement in macroeconomic forecasting

1990 • 85 citations

HUS REVISITED

1994 • 82 citations

An Essay on the Theory of Economic Prediction

1972 • 75 citations

CAN EXISTING CONSUMPTION FUNCTIONS FORECAST CONSUMER SPENDING IN THE LATE 1980's?^*

1990 • 69 citations

Models of the UK economy : a third review by the ESRC macroeconomic modelling bureau

1986 • 67 citations

An Essay on the Theory of Economic Prediction

1970 • 64 citations

Stochastic Specification in an Aggregate Demand Model of the United Kingdom

2000 • 56 citations

Macro-Economic Forecasting and Modelling

1995 • 53 citations

Sources of error in forecasts and expectations: U.K. economic models, 1984–8

1991 • 42 citations

Forecasting in macro-economics Michael P. Clements

1996 • 4 citations