| Exponential smoothing model selection for forecasting B Billah, ML King, RD Snyder, AB Koehler International journal of forecasting 22 (2), 239-247, 2006 | 423 | 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 | 339 | 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 | 256* | 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 | 247 | 1995 |
| Robust tests for spherical symmetry and their application to least squares regression ML King The Annals of Statistics 8 (6), 1265-1271, 1980 | 241 | 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 | 178 | 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 | 162 | 1993 |
| Locally optimal one-sided tests for multiparameter hypotheses ML King, PX Wu Econometric Reviews 16 (2), 131-156, 1997 | 152 | 1997 |
| Testing for autocorrelation in linear regression models: A survey ML King Specification analysis in the linear model, 19-73, 2018 | 149 | 2018 |
| 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 | 99 | 2009 |
| A point optimal test for autoregressive disturbances ML King Journal of Econometrics 27 (1), 21-37, 1985 | 98 | 1985 |
| Specification testing in nonlinear and nonstationary time series autoregression J Gao, M King, Z Lu, D Tjøstheim | 96 | 2009 |
| Adaptive testing in continuous-time diffusion models J Gao, M King Econometric Theory 20 (5), 844-882, 2004 | 86 | 2004 |
| 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 | 80 | 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 | 79 | 2009 |
| Autocorrelation pre-testing in the linear model: Estimation, testing and prediction ML King, DEA Giles Journal of Econometrics 25 (1-2), 35-48, 1984 | 78 | 1984 |
| 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 | 77 | 1981 |
| A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation X Zhang, RD Brooks, ML King Journal of Econometrics 153 (1), 21-32, 2009 | 71 | 2009 |
