Bridge models to forecast the euro area GDP

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 2K citations

Natural Sciences, Mathematics, Machine Learning +7

Forecasting Economic Time Series

The Economic Journal · 2000 · 1.8K citations

Business, Business Economics, Economics +12

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.8K citations · Full text

Social Sciences, Economics, Econometrics +14

Out-of-sample tests of forecasting accuracy: an analysis and review

Leonard J. Tashman · International Journal of Forecasting · 2000 · 893 citations

Business, Decision Sciences, Forecasting +11