References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
• 1990Nonparametric exchange rate prediction?484 cited
• 1990Term-structure forecasts of interest rates, inflation and real returns