Applied Econometrics without Sinning

A Reality Check for Data Snooping

Halbert White · Econometrica · 2000 · 1.8K citations · Full text

Computing, Computer Science, Data Science +8

The M3-Competition: results, conclusions and implications

Spyros Makridakis, Michèle Hibon · International Journal of Forecasting · 2000 · 1.7K citations

Business, Business Economics, Economics +2

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

James Davidson, David F. Hendry, Frank Srba et al. · The Economic Journal · 1978 · 1.6K citations

Social Sciences, Business Economics, Economics +14

The accuracy of extrapolation (time series) methods: Results of a forecasting competition

Spyros Makridakis, A. Andersen, Robert F. Carbone et al. · Journal of Forecasting · 1982 · 1.5K citations

Business, Economics, Econometrics +11

Forecasting Economic Time Series

Michael P. Clements, David F. Hendry · Cambridge University Press eBooks · 1998 · 871 citations

Business, Business Economics, Economics +12