References

• 1994Comparing Predictive Accuracy5,495 cited
• 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 2000Forecasting Economic Time Series1,768 cited
• 2000The M3-Competition: results, conclusions and implications1,700 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1990Combining forecasts: A review and annotated bibliography1,465 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 1998Forecasting Economic Time Series863 cited
• 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
• 1973Factor Analysis as a Statistical Method.730 cited
• 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence476 cited
• 1990Comparing Information in Forecasts from Econometric Models427 cited
• 1960Is Aggregation Necessarily Bad?424 cited
• 1999Forecasting Non-Stationary Economic Time Series