SSRN Electronic Journal · 2018 · 17 citations · 35 references
BusinessEconomicsFinanceBankingFinancial EconomicsForecastingBanking SupervisionCredit RiskFinancial ForecastingFinancial RiskRegime-switching ModelsRisk ForecastingBankruptcy Prediction ModelsDefault PredictionDefault Risk PredictionLoan Default PredictionModel RiskSovereign Debt CrisisStatistical Forecast ModelsStatistical Forecasting Models
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Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations
Combination forecasts of output growth in a seven‐country data set
James H. Stock, Mark W. Watson · Journal of Forecasting · 2004 · 1.2K citations
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