The DOI matches its Crossref record; 124 of the 124 references it cites were found in a registry or an index.
Comparing forecast accuracy: A Monte Carlo investigation
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524599 · Cited by 5,130
A comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Macroeconomic Forecasting Using Diffusion Indexes
Stock, J. H., & Watson, M. W. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102317351921 · Cited by 2,547
Approximately normal tests for equal predictive accuracy in nested models
Clark, T. E., & West, K. D. (2007) · Journal of Econometrics · doi:10.1016/j.jeconom.2006.05.023 · Cited by 2,489
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business and Economic Statistics · doi:10.2307/1392185 · Cited by 2,340
Testing the equality of prediction mean squared errors
Harvey, D., Leybourne, S., & Newbold, P. (1997) · International Journal of Forecasting · doi:10.1016/s0169-2070(96)00719-4 · Cited by 2,067
A Reality Check for Data Snooping
White, H. (2000) · Econometrica · doi:10.1111/1468-0262.00152 · Cited by 1,851
Tests of Conditional Predictive Ability
Giacomini, R., & White, H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00718.x · Cited by 1,646
Cited by
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Metadata
- Authors
- Busetti, F., & Marcucci, J.
- Venue
- International Journal of Forecasting
- Publisher
- Elsevier BV
- Published
- 2013-01
- Volume
- 29
- Issue
- 1
- Pages
- 13-27
- ISSN
- 0169-2070 (ISSN-L)
- OpenAlex
- W3122662698
- Cited by
- 283
- References
- 124
- FWCI
- 66.05
- Type
- journal article
- Language
- en
- Open access
- green
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- Busetti, F., & Marcucci, J. (2013). Comparing forecast accuracy: A Monte Carlo investigation. International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2012.04.011
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
