Exponential smoothing model selection for forecasting B Billah, ML King, RD Snyder, AB Koehler International journal of forecasting 22 (2), 239-247, 2006 | 397 | 2006 |
Forecasting international quarterly tourist flows using error-correction and time-series models N Kulendran, ML King International Journal of Forecasting 13 (3), 319-327, 1997 | 333 | 1997 |
A Bayesian approach to bandwidth selection for multivariate kernel density estimation X Zhang, ML King, RJ Hyndman Computational Statistics & Data Analysis 50 (11), 3009-3031, 2006 | 250 | 2006 |
Comments on testing economic theories and the use of model selection criteria CWJ Granger, ML King, H White Journal of Econometrics 67 (1), 173-187, 1995 | 246 | 1995 |
Robust tests for spherical symmetry and their application to least squares regression ML King The Annals of Statistics 8 (6), 1265-1271, 1980 | 238 | 1980 |
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR (1) errors JM Dufour, ML King Journal of Econometrics 47 (1), 115-143, 1991 | 189 | 1991 |
Towards a theory of point optimal testing ML King Econometric Reviews 6 (2), 169-218, 1987 | 186 | 1987 |
Locally best invariant tests of the error covariance matrix of the linear regression model ML King, GH Hillier Journal of the Royal Statistical Society: Series B (Methodological) 47 (1 …, 1985 | 180 | 1985 |
A locally most mean powerful based score test for ARCH and GARCH regression disturbances JHH Lee, ML King Journal of Business & Economic Statistics 11 (1), 17-27, 1993 | 166 | 1993 |
Locally optimal one-sided tests for multiparameter hypotheses ML King, PX Wu Econometric Reviews 16 (2), 131-156, 1997 | 150 | 1997 |
Testing for autocorrelation in linear regression models: A survey ML King Specification analysis in the linear model, 19-73, 2018 | 149 | 2018 |
A point optimal test for autoregressive disturbances ML King Journal of Econometrics 27 (1), 21-37, 1985 | 101 | 1985 |
Measuring research quality using the journal impact factor, citations and ‘Ranked Journals’: Blunt instruments or inspired metrics? SD Jarwal, AM Brion, ML King Journal of Higher Education Policy and Management 31 (4), 289-300, 2009 | 98 | 2009 |
Specification testing in nonlinear and nonstationary time series autoregression J Gao, M King, Z Lu, D Tjøstheim | 92 | 2009 |
Adaptive testing in continuous-time diffusion models J Gao, M King Econometric Theory 20 (5), 844-882, 2004 | 83 | 2004 |
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction ML King, DEA Giles Journal of Econometrics 25 (1-2), 35-48, 1984 | 83 | 1984 |
Editors' introduction: Fractional differencing and long memory processes R Baillie, M King Journal of econometrics 73 (1), 1-3, 1996 | 78 | 1996 |
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic ML King Journal of Econometrics 17 (1), 51-66, 1981 | 77 | 1981 |
Nonparametric specification testing for nonlinear time series with nonstationarity J Gao, M King, Z Lu, D Tjøstheim Econometric Theory 25 (6), 1869-1892, 2009 | 76 | 2009 |
A small sample property of the Cliff‐Ord test for spatial correlation ML King Journal of the Royal Statistical Society: Series B (Methodological) 43 (2 …, 1981 | 76 | 1981 |