| Direct multi‐step estimation and forecasting G Chevillon Journal of Economic Surveys 21 (4), 746-785, 2007 | 189 | 2007 |
| Non-parametric direct multi-step estimation for forecasting economic processes G Chevillon, DF Hendry International Journal of Forecasting 21 (2), 201-218, 2005 | 163 | 2005 |
| Physical market determinants of the price of crude oil and the market premium G Chevillon, C Rifflart Energy Economics 31 (4), 537-549, 2009 | 122 | 2009 |
| Inference in models with adaptive learning G Chevillon, M Massmann, S Mavroeidis Journal of Monetary Economics 57 (3), 341-351, 2010 | 48 | 2010 |
| Learning can generate long memory G Chevillon, S Mavroeidis Journal of econometrics 198 (1), 1-9, 2017 | 36 | 2017 |
| Multi-step forecasting in emerging economies: An investigation of the South African GDP G Chevillon International Journal of Forecasting 25 (3), 602-628, 2009 | 24* | 2009 |
| L’impact du taux de change sur le tourisme en France G Chevillon**, X Timbeau*** Revue de l’OFCE, 167-181, 2006 | 20 | 2006 |
| Generating Univariate Fractional Integration within a Large VAR(1) G Chevillon, A Hecq, S Laurent Journal of Econometrics 204 (1), 54-65, 2018 | 18* | 2018 |
| Multistep forecasting in the presence of location shifts G Chevillon International Journal of Forecasting 32 (1), 121-137, 2016 | 18* | 2016 |
| Robust inference in structural vector autoregressions with long-run restrictions G Chevillon, S Mavroeidis, Z Zhan Econometric Theory 36 (1), 86-121, 2020 | 10* | 2020 |
| Perpetual learning and apparent long memory G Chevillon, S Mavroeidis Journal of Economic Dynamics and Control 90, 343-365, 2018 | 10 | 2018 |
| Pratique des séries temporelles G Chevillon OFCE et Université d’Oxford, 2004 | 10 | 2004 |
| Stratégies de vote en AG face aux résolutions externes P Charléty, G Chevillon, M Messaoudi Revue française de gestion, 277-296, 2009 | 8 | 2009 |
| Multi-step estimation for forecasting non-stationary processes GBRJ Chevillon University of Oxford, 2000 | 8* | 2000 |
| Learning generates long memory G Chevillon, S Mavroeidis Essec Working Paper, 2013 | 7 | 2013 |
| Inference in models with adaptive learning, with an application to the new Keynesian Phillips curve S Mavroeidis, G Chevillon, M Massmann Working Paper, 2008 | 6 | 2008 |
| Probabilistic forecasting of bubbles and flash crashes A Banerjee, G Chevillon, M Kratz The Econometrics Journal 23 (2), 297-315, 2020 | 5 | 2020 |
| Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming G Chevillon Econometric Reviews 36 (5), 514-545, 2017 | 5 | 2017 |
| Detecting and forecasting large deviations and bubbles in a near-explosive random coefficient model AN Banerjee, G Chevillon, M Kratz Available at SSRN 2322360, 2013 | 5 | 2013 |
| Analyse économétrique et compréhension des erreurs de prévision G Chevillon* Revue de l’OFCE, 327-356, 2005 | 5 | 2005 |
David F HendrySenior Research Fellow, Nuffield College, Oxford UniversityVerified email at nuffield.ox.ac.uk
