References

• 1994Comparing Predictive Accuracy5,495 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 1989Combining forecasts: A review and annotated bibliography2,170 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 2000Investing for the Long Run when Returns Are Predictable1,372 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
• 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
• 1992A Simple Nonparametric Test of Predictive Performance897 cited