Elements of Forecasting

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PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (2007, methodology): “The pairwise comparison was performed using the Diebold–Mariano test (Diebold, 2001, p. 293-294), which is basically a type of paired t-test for equality of means.”
Forecasting the Path of China's CO2 Emissions Using Province Level Information (2007, methodology): “This selection criterion favors a more parsimonious model specification compared to the Akaike Information Criterion, adjusted R2 or R2, since it punishes the inclusion of additional parameters more heavily (Diebold, 2001).”
Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity (2007, background): “…under asymmetric loss has been established by Granger (1969, 1999) and characterized analytically for certain classes of loss functions and forecast error distributions by Christoffersen and Diebold (1997), failure of the remaining optimality properties has not previously been demonstrated.”
Economic development, pollutant emissions and energy consumption in Malaysia (2008, unknown): “As Diebold (2004) put forward, “X causes Y” is simply the abbreviated expression for “X contains useful information for predicting Y”.”