References

• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 2010Forecast comparisons in unstable environments468 cited
• 2007Exchange Rate Models Are Not as Bad as You Think431 cited
• 2005Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis410 cited
• 1984Exchange rates and international macroeconomics370 cited
• 1998Regression-Based Tests of Predictive Ability286 cited
• 1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited