| Forecasting economic time series M Clements, DF Hendry Cambridge University Press, 1998 | 1366 | 1998 |
| Forecasting non-stationary economic time series MP Clements, DF Hendry mit Press, 1999 | 826 | 1999 |
| Forecasting in cointegrated systems MP Clements, DF Hendry Journal of applied econometrics 10 (2), 127-146, 1995 | 587 | 1995 |
| 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 | 578 | 2008 |
| Pooling of forecasts DF Hendry, MP Clements The Econometrics Journal 7 (1), 1-31, 2004 | 571 | 2004 |
| Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 533 | 2022 |
| On the limitations of comparing mean square forecast errors MP Clements, DF Hendry Journal of Forecasting 12 (8), 617-637, 1993 | 473 | 1993 |
| Intercept corrections and structural change MP Clements, DF Hendry Journal of Applied Econometrics 11 (5), 475-494, 1996 | 406 | 1996 |
| 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 | 356 | 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 | 328 | 1998 |
| 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 | 305 | 2009 |
| Economic forecasting: Some lessons from recent research DF Hendry, MP Clements Economic Modelling 20 (2), 301-329, 2003 | 250 | 2003 |
| An empirical study of seasonal unit roots in forecasting MP Clements, DF Hendry International Journal of Forecasting 13 (3), 341-355, 1997 | 248 | 1997 |
| A companion to economic forecasting MP Clements, DF Hendry John Wiley & Sons, 2008 | 241 | 2008 |
| 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 | 220 | 2003 |
| 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 | 217 | 2000 |
| 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 | 207 | 1999 |
| Empirical analysis of macroeconomic time series: VAR and structural models MP Clements, GE Mizon European Economic Review 35 (4), 887-917, 1991 | 202 | 1991 |
| 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 | 200 | 1999 |
| Forecasting with breaks MP Clements, DF Hendry Handbook of economic forecasting 1, 605-657, 2006 | 190 | 2006 |
