References

• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 1998Tests for Forecast Encompassing786 cited
• 2006Asymptotics for out of sample tests of Granger causality697 cited
• 1998Bayesian Forecasting and Dynamic Models (2nd edn)670 cited
• 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
• 2011The Oxford Handbook of Economic Forecasting444 cited
• 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
• 2010Volatility and Time Series Econometrics190 cited
• 2016Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models189 cited
• 1990Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection149 cited
• 1996Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor.136 cited