Forecasting economic time series M Clements, D Hendry Cambridge University Press, 1998 | 1284 | 1998 |
Forecasting non-stationary economic time series MP Clements, DF Hendry mit Press, 2001 | 798 | 2001 |
Pooling of forecasts DF Hendry, MP Clements The Econometrics Journal 7 (1), 1-31, 2004 | 541 | 2004 |
Macroeconomic forecasting with mixed-frequency data: Forecasting output growth in the United States MP Clements, AB Galvão Journal of Business & Economic Statistics 26 (4), 546-554, 2008 | 476 | 2008 |
On the limitations of comparing mean square forecast errors MP Clements, DF Hendry Journal of Forecasting 12 (8), 617-637, 1993 | 458 | 1993 |
Forecasting in cointegrated systems MP Clements, DF Hendry Journal of Applied Econometrics 10 (2), 127-146, 1995 | 362 | 1995 |
Forecasting economic and financial time-series with non-linear models MP Clements, PH Franses, NR Swanson International Journal of Forecasting 20 (2), 169-183, 2004 | 336 | 2004 |
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP MP Clements, HM Krolzig The Econometrics Journal 1 (1), 47-75, 1998 | 305 | 1998 |
Intercept corrections and structural change MP Clements, DF Hendry Journal of Applied Econometrics 11 (5), 475-494, 1996 | 263 | 1996 |
Forecasting US output growth using leading indicators: An appraisal using MIDAS models MP Clements, AB Galvão Journal of Applied Econometrics 24 (7), 1187-1206, 2009 | 254 | 2009 |
Economic forecasting: Some lessons from recent research DF Hendry, MP Clements Economic Modelling 20 (2), 301-329, 2003 | 242 | 2003 |
A companion to economic forecasting MP Clements, DF Hendry John Wiley & Sons, 2008 | 236 | 2008 |
Evaluating the forecast densities of linear and non‐linear models: applications to output growth and unemployment MP Clements, J Smith Journal of Forecasting 19 (4), 255-276, 2000 | 213 | 2000 |
Business cycle asymmetries: Characterization and testing based on Markov-switching autoregressions MP Clements, HM Krolzig Journal of Business & Economic Statistics 21 (1), 196-211, 2003 | 207 | 2003 |
MRC BHF Heart Protection Study of cholesterol-lowering therapy and of antioxidant vitamin supplementation in a wide range of patients at increased risk of coronary heart … T Meade, P Sleight, R Collins, J Armitage, S Parish, R Peto, L Youngman, ... European Heart Journal, 1999 | 193 | 1999 |
A Monte Carlo study of the forecasting performance of empirical SETAR models MP Clements, J Smith Journal of Applied Econometrics 14 (2), 123-141, 1999 | 192 | 1999 |
Empirical analysis of macroeconomic time series: VAR and structural models MP Clements, GE Mizon European Economic Review 35 (4), 887-917, 1991 | 189 | 1991 |
Forecasting with breaks MP Clements, DF Hendry Handbook of economic forecasting 1, 605-657, 2006 | 176 | 2006 |
Evaluating the Bank of England density forecasts of inflation MP Clements The Economic Journal 114 (498), 844-866, 2004 | 176 | 2004 |
The performance of alternative forecasting methods for SETAR models MP Clements, J Smith International Journal of Forecasting 13 (4), 463-475, 1997 | 159 | 1997 |