Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Evaluating Natural Resource Investments

Michael J. Brennan, Eduardo S. Schwartz · The Journal of Business · 1985 · 2.4K citations

Business, Economics, Finance +17

Combining forecasts: A review and annotated bibliography

Robert T. Clemen · International Journal of Forecasting · 1989 · 2.2K citations

Business, Economics, Meteorology +10

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

Social Sciences, Economics, Finance +16

What do Economists Know? An Empirical Study of Experts' Expectations

Bryan W. Brown, Shlomo Maital · Econometrica · 1981 · 303 citations

Business, Economics, Behavioral Economics +11