Journal of Time Series Econometrics

Evaluating Automatic Model Selection

Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry · 2011 · 128 citations

Social Sciences, Business Economics, Economics +17

The PCSE Estimator is Good -- Just Not As Good As You Think

W. Robert Reed, Rachel Susan Webb · 2010 · 127 citations

Social Sciences, Biostatistics, Economics +17

Selecting Instrumental Variables in a Data Rich Environment

Serena Ng, Jushan Bai · 2009 · 71 citations

Computing, Data Science, Data Analytics +16

Consideration of Trends in Time Series

Halbert White, Clive W. J. Granger · 2011 · 48 citations

Computing, Mathematics, Econometrics +11

Econometric Modelling of Time Series with Outlying Observations

David F. Hendry, Grayham E. Mizon · 2011 · 47 citations

Social Sciences, Economics, Econometrics +16