MULTI‐STEP ESTIMATION FOR FORECASTING

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1991 • 5,040 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1990 • 3,965 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

1996 • 1,690 citations

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

1993 • 1,674 citations

Handbook of Econometrics.

1985 • 815 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 640 citations

Some advances in non‐linear and adaptive modelling in time‐series

1994 • 352 citations

Time Series Models in Econometrics, Finance and Other Fields

1997 • 318 citations

Prediction by Exponentially Weighted Moving Averages and Related Methods

1961 • 249 citations

Intercept corrections and structural change

1996 • 200 citations

Monte carlo experimentation in econometrics

1984 • 196 citations

Forecasting in cointegrated systems

1995 • 160 citations

'Testing for a unit root In the presence of moving average errors'

1990 • 96 citations

Testing for a unit root in the presence of moving average errors

1989 • 81 citations

An Essay on the Theory of Economic Prediction

1972 • 75 citations

Multi-step estimation and forecasting in dynamic models

1991 • 74 citations

An Essay on the Theory of Economic Prediction

1970 • 64 citations

Advances in econometrics : a research annual

1982 • 63 citations

Macro-Economic Forecasting and Modelling

1995 • 53 citations

A NOTE ON SPURIOUS REGRESSIONS WITH INTEGRATED MOVING AVERAGE ERRORS^*

1986 • 51 citations

PC-NAIVE: An Interactive Program for Monte Carlo Experimentation in Econometrics, Version 6.01.

1993 • 42 citations

Money, inflation and employment : essays in honour of James Ball

1994 • 36 citations

On the limitations of comparing mean square forecast errors: Comment

1993 • 31 citations

On multistep prediction error methods for time series models

1989 • 30 citations

Comment: Adaptive Forecasting

1993 • 22 citations

Future developments in forecasting

1988 • 21 citations

PRACTITIONER'S CORNER: Using PC‐NAIVE in Teaching Econometrics

1991 • 19 citations

Can econometrics improve economic forecasting

1994 • 19 citations

Second‐generation time‐series models: A comment on ‘some advances in non‐linear and adaptive modelling in time‐series analysis’, by tiao and tsay

1994 • 11 citations

Comment: Adaptive Forecasting

1993 • 9 citations