References

• 1978Specification Tests in Econometrics18,788 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 2000Forecasting Economic Time Series1,768 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 2000Out-of-sample tests of forecasting accuracy: an analysis and review1,014 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
• 2005The Generalized Dynamic Factor Model824 cited
• 2001A real-time data set for macroeconomists787 cited
• 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
• 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
• 1992Comparisons of tests for multivariate cointegration582 cited
• 1999Forecasting Non-Stationary Economic Time Series