| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu |
0 |
1 |
1 |
221 |
0 |
3 |
5 |
502 |
| A Decision_Theoretic Approach to Forecast Evaluation |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
1,067 |
| A Dependence Metric for Nonlinear Time Series |
0 |
0 |
1 |
311 |
1 |
6 |
8 |
556 |
| A simple nonlinear time series model with misleading linear properties |
0 |
0 |
0 |
20 |
0 |
4 |
10 |
1,224 |
| Aggregation of Space-Time Processes |
0 |
0 |
1 |
321 |
3 |
6 |
10 |
786 |
| Aggregation of time series variables-a survey |
1 |
5 |
15 |
677 |
2 |
10 |
31 |
2,185 |
| Aggregationn of Space-Time Processes |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
90 |
| An introduction to stochastic Unit Root Processes |
0 |
0 |
0 |
4 |
0 |
6 |
11 |
1,442 |
| Autobiography |
0 |
0 |
0 |
87 |
3 |
8 |
8 |
211 |
| Causality: Some New Thoughts on an Old Topic |
0 |
0 |
0 |
7 |
0 |
4 |
9 |
1,007 |
| Comments on Testing Economic Theories and the Use of Model Selection Criteria |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Comments on the evaluation of policy models |
0 |
1 |
1 |
45 |
0 |
3 |
4 |
337 |
| Common Factors in Conditional Distributions |
0 |
0 |
0 |
7 |
1 |
6 |
7 |
60 |
| Common factors in conditional distributions |
0 |
0 |
0 |
223 |
0 |
2 |
8 |
1,086 |
| Common factors in conditional distributions for Bivariate time series |
0 |
0 |
0 |
240 |
2 |
5 |
9 |
616 |
| Common factors in conditional distributions for Bivariate time series |
0 |
0 |
1 |
1 |
0 |
3 |
12 |
13 |
| Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets |
0 |
0 |
2 |
110 |
1 |
8 |
13 |
477 |
| Economic and Statistical Measures of Forecast Accuracy |
0 |
1 |
1 |
1,796 |
2 |
11 |
16 |
5,820 |
| Efficient Market Hypothesis and Forecasting |
2 |
3 |
8 |
1,256 |
2 |
15 |
31 |
3,412 |
| Estimation of Common Long-Memory Components in Cointegrated Systems |
0 |
0 |
0 |
6 |
3 |
6 |
23 |
1,860 |
| Extracting Information from Mega-Panels and High-Frequency Data |
0 |
0 |
0 |
41 |
2 |
2 |
4 |
181 |
| Fisheries Management Under Cyclical Population Dynamics |
0 |
0 |
0 |
24 |
3 |
6 |
8 |
78 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
370 |
| Hidden Cointegration |
0 |
0 |
5 |
530 |
2 |
13 |
39 |
1,086 |
| Hidden Cointegration |
0 |
1 |
1 |
104 |
1 |
4 |
12 |
357 |
| Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
562 |
| Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III |
1 |
1 |
1 |
149 |
1 |
3 |
5 |
490 |
| Introduction to M-M Processes |
0 |
0 |
1 |
12 |
0 |
7 |
10 |
75 |
| Investigating the relationship between gold and silver prices |
0 |
0 |
4 |
21 |
6 |
19 |
34 |
105 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? |
0 |
0 |
0 |
454 |
1 |
10 |
12 |
1,934 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process |
0 |
0 |
0 |
33 |
0 |
3 |
4 |
286 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
518 |
| Modeling Amazon Deforestation for Policy Purposes |
0 |
0 |
0 |
267 |
0 |
1 |
3 |
779 |
| Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk |
0 |
0 |
0 |
23 |
1 |
5 |
5 |
100 |
| Non-stationarities in stock returns |
0 |
0 |
1 |
786 |
3 |
9 |
18 |
1,519 |
| Occasional Structural Breaks and Long Memory |
0 |
0 |
0 |
44 |
0 |
4 |
6 |
141 |
| Properties of Nonlinear Transformations of Fractionally Integrated Processes |
0 |
0 |
0 |
11 |
1 |
9 |
14 |
79 |
| Properties of nonlinear transformations of fractionally integrated processes |
0 |
0 |
0 |
4 |
0 |
3 |
10 |
58 |
| Reasonable extreme bounds analysis |
0 |
0 |
0 |
365 |
0 |
6 |
12 |
1,430 |
| Regime Sensitive Cointegration with an Application to Interest rate Parity |
0 |
0 |
0 |
0 |
0 |
6 |
15 |
1,651 |
| SEASONAL INTEGRATION AND COINTEGRATION |
0 |
0 |
0 |
2 |
1 |
8 |
21 |
1,415 |
| SEASONAL, INTEGRATION AND COINTEGRATION |
0 |
0 |
0 |
2 |
1 |
5 |
16 |
1,322 |
| Seasonal Adjustment and Volatility Dynamics |
0 |
0 |
0 |
386 |
0 |
2 |
4 |
1,470 |
| Self-Generating Variables in a Cointegrated VAR Framework |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
75 |
| Some Generalizations on the Algebra of I(1) Processes |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
223 |
| Spurious Regressions with Stationary Series |
0 |
0 |
1 |
64 |
0 |
2 |
6 |
140 |
| Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity |
0 |
0 |
1 |
99 |
1 |
9 |
17 |
624 |
| Strategies for Modelling Nonlinear Time Series Relationships |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
| Structurally-Induced Volatility Clustering |
0 |
0 |
0 |
20 |
1 |
6 |
7 |
74 |
| Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
735 |
| TREASURY BI;; YIELD CURVES AND COINTEGRATION |
0 |
0 |
0 |
1 |
0 |
4 |
9 |
1,386 |
| The Impact of the Use of Forecasts in Information Sets |
0 |
0 |
0 |
5 |
0 |
7 |
7 |
43 |
| The algebra of I (1) |
1 |
1 |
1 |
1 |
1 |
8 |
13 |
548 |
| The correlogram of a long memory process plus a simple noise |
0 |
0 |
1 |
9 |
0 |
4 |
6 |
51 |
| The impact of the use of forecasts in information sets |
0 |
0 |
1 |
17 |
1 |
3 |
6 |
120 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
1 |
82 |
0 |
1 |
4 |
195 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
1 |
351 |
2 |
11 |
18 |
678 |
| Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
2 |
8 |
22 |
589 |
| What are we learning about the long-run? |
0 |
0 |
1 |
10 |
0 |
7 |
13 |
54 |
| Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust) |
0 |
0 |
0 |
4 |
1 |
4 |
9 |
69 |
| Total Working Papers |
5 |
14 |
52 |
9,279 |
54 |
329 |
660 |
44,366 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 2 Some Comments on Econometric Methodology |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
9 |
| A Cointegration Analysis of Treasury Bill Yields |
0 |
0 |
7 |
1,078 |
0 |
6 |
29 |
2,964 |
| A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING |
0 |
0 |
0 |
50 |
0 |
7 |
8 |
192 |
| A Dependence Metric for Possibly Nonlinear Processes |
0 |
4 |
6 |
124 |
1 |
16 |
23 |
364 |
| A Fresh Look at Wheat Prices and Markets in the Eighteenth Century |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
64 |
| A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon |
0 |
0 |
0 |
3 |
0 |
3 |
5 |
21 |
| A Review of Some Recent Textbooks of Econometrics |
0 |
0 |
2 |
143 |
0 |
3 |
6 |
421 |
| A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu |
0 |
1 |
4 |
676 |
2 |
8 |
31 |
1,911 |
| A long memory property of stock market returns and a new model |
9 |
17 |
63 |
2,892 |
19 |
40 |
148 |
5,900 |
| A simple nonlinear time series model with misleading linear properties |
0 |
0 |
0 |
259 |
0 |
5 |
9 |
545 |
| A time-distance criterion for evaluating forecasting models |
0 |
0 |
0 |
70 |
0 |
3 |
6 |
193 |
| ACRONYMS IN TIME SERIES ANALYSIS (ATSA) |
0 |
0 |
0 |
8 |
0 |
2 |
5 |
25 |
| AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING |
9 |
21 |
55 |
257 |
17 |
46 |
118 |
447 |
| Advertising and Aggregate Consumption: An Analysis of Causality |
0 |
0 |
0 |
421 |
0 |
8 |
27 |
1,400 |
| Aggregation of space-time processes |
0 |
0 |
3 |
273 |
0 |
4 |
11 |
672 |
| An introduction to stochastic unit-root processes |
0 |
0 |
0 |
382 |
0 |
4 |
10 |
864 |
| Analysing qualitative data, by A. E. Maxwell, Methuen (1961), pp. 163, $3.00. QUEUES, by D. R. Cox and Walter L. Smith, Methuen (1961), pp. 180, $3.75 |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
18 |
| Can We Improve the Perceived Quality of Economic Forecasts? |
0 |
0 |
0 |
230 |
0 |
3 |
13 |
690 |
| Causality, cointegration, and control |
0 |
3 |
9 |
517 |
1 |
14 |
27 |
1,103 |
| Co-integration and Error Correction: Representation, Estimation, and Testing |
11 |
37 |
120 |
16,020 |
68 |
196 |
604 |
39,973 |
| Co-integration and error correction: Representation, estimation, and testing |
6 |
18 |
70 |
920 |
22 |
66 |
264 |
3,164 |
| Combining competing forecasts of inflation using a bivariate arch model |
2 |
3 |
5 |
187 |
3 |
8 |
14 |
456 |
| Comments on "Forecasting economic and financial variables with global VARs" |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
84 |
| Comments on testing economic theories and the use of model selection criteria |
0 |
0 |
0 |
222 |
0 |
2 |
3 |
591 |
| Comments on the evaluation of policy models |
0 |
0 |
0 |
35 |
1 |
2 |
2 |
190 |
| Common factors in conditional distributions for bivariate time series |
0 |
0 |
0 |
109 |
0 |
2 |
7 |
299 |
| Comparing forecasts of inflation using time distance |
0 |
0 |
0 |
65 |
0 |
2 |
4 |
194 |
| Comparing the methodologies used by statisticians and economists for research and modeling5 |
0 |
0 |
1 |
59 |
0 |
0 |
1 |
195 |
| Consideration of Trends in Time Series |
1 |
4 |
12 |
312 |
2 |
9 |
24 |
650 |
| Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets |
0 |
0 |
0 |
80 |
0 |
3 |
8 |
461 |
| Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] |
0 |
0 |
0 |
18 |
0 |
2 |
4 |
122 |
| Curriculum Vitae |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
186 |
| Data mining with local model specification uncertainty: a discussion of Hoover and Perez |
0 |
0 |
0 |
1 |
0 |
5 |
6 |
488 |
| Developments in the Study of Cointegrated Economic Variables |
0 |
0 |
0 |
26 |
2 |
11 |
26 |
3,176 |
| Dynamics of Model Overfitting Measured in terms of Autoregressive Roots |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
211 |
| Efficient market hypothesis and forecasting |
2 |
2 |
8 |
417 |
8 |
18 |
51 |
1,151 |
| Estimation of Common Long-Memory Components in Cointegrated Systems |
0 |
0 |
0 |
0 |
4 |
21 |
49 |
2,430 |
| Evaluating significance: comments on "size matters" |
0 |
0 |
1 |
76 |
0 |
1 |
3 |
218 |
| Evaluation of global models |
0 |
0 |
0 |
130 |
0 |
3 |
4 |
290 |
| Experience with using the Box-Cox transformation when forecasting economic time series |
0 |
1 |
1 |
186 |
0 |
3 |
13 |
586 |
| Extracting information from mega‐panels and high‐frequency data |
0 |
1 |
1 |
8 |
0 |
7 |
9 |
38 |
| FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS |
0 |
0 |
1 |
26 |
0 |
2 |
3 |
114 |
| Fellow's opinion: Evaluating economic theory |
0 |
0 |
0 |
37 |
0 |
2 |
5 |
192 |
| Fisheries Management Under Cyclical Population Dynamics |
0 |
0 |
1 |
40 |
1 |
4 |
13 |
178 |
| Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
286 |
| Forecasting Performance of Information Criteria with Many Macro Series |
0 |
0 |
0 |
109 |
0 |
3 |
5 |
385 |
| Forecasting Volatility in Financial Markets: A Review |
1 |
3 |
23 |
476 |
4 |
15 |
93 |
5,490 |
| Forecasting stock market prices: Lessons for forecasters |
0 |
1 |
6 |
334 |
1 |
4 |
10 |
671 |
| Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
225 |
| Future Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
411 |
| Implications of Aggregation with Common Factors |
0 |
0 |
1 |
58 |
0 |
1 |
5 |
125 |
| Implications of seeing economic variables through an aggregation window |
0 |
0 |
0 |
23 |
1 |
3 |
4 |
99 |
| Interactions between large macro models and time series analysis |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
349 |
| Interval forecasting: An analysis based upon ARCH-quantile estimators |
0 |
1 |
1 |
218 |
0 |
3 |
8 |
500 |
| Introducing Non-Linearity Into Cointegration |
0 |
0 |
2 |
10 |
0 |
4 |
8 |
32 |
| Introduction to m-m processes |
0 |
0 |
2 |
49 |
0 |
4 |
7 |
196 |
| Investigating Causal Relations by Econometric Models and Cross-Spectral Methods |
5 |
21 |
53 |
4,758 |
28 |
100 |
319 |
14,844 |
| Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models |
0 |
0 |
0 |
523 |
4 |
9 |
22 |
1,290 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
599 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
193 |
| Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
139 |
| Judy Klein, Statistical Visions in Time: A History of Time Series Analysis, 1662–1938 (Cambridge, Cambridge University Press1997), pp.xix + 345. $64.95. ISBN 1-521-42-46-6 |
0 |
0 |
1 |
50 |
0 |
2 |
4 |
166 |
| Large returns, conditional correlation and portfolio diversification: a value-at-risk approach |
0 |
0 |
1 |
28 |
0 |
2 |
8 |
135 |
| Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999) |
0 |
0 |
1 |
79 |
0 |
0 |
4 |
223 |
| Long Memory Series with Attractors |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
248 |
| Long memory relationships and the aggregation of dynamic models |
1 |
5 |
16 |
522 |
1 |
10 |
28 |
1,038 |
| Long-term forecasting and evaluation |
0 |
1 |
2 |
126 |
1 |
7 |
8 |
328 |
| MODELS THAT GENERATE TRENDS |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
13 |
| Macroeconometrics - Past and future |
0 |
0 |
2 |
176 |
0 |
4 |
9 |
321 |
| Management of supply chain: an alternative modelling technique for forecasting |
0 |
0 |
0 |
5 |
0 |
2 |
5 |
28 |
| Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting |
2 |
2 |
5 |
291 |
2 |
7 |
16 |
702 |
| Model evaluation based on residual analysis of two similar models |
0 |
0 |
1 |
55 |
1 |
2 |
7 |
239 |
| Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development |
0 |
0 |
0 |
1 |
0 |
4 |
7 |
10 |
| Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development |
0 |
0 |
0 |
7 |
1 |
5 |
7 |
61 |
| Modeling volatility persistence of speculative returns: A new approach |
2 |
3 |
9 |
525 |
14 |
17 |
32 |
1,071 |
| Modeling, Evaluation, and Methodology in the New Century |
0 |
0 |
0 |
86 |
1 |
2 |
6 |
336 |
| Modelling Nonlinear Relationships between Extended-Memory Variables |
0 |
0 |
1 |
103 |
0 |
3 |
5 |
579 |
| Multidimensional Gaussian distributions, by K. S. Miller, published by John Wiley and Sons, New York, 1964, viii + 129 pages, $9.50. The SIAM series in Applied Mathematics |
0 |
0 |
2 |
37 |
1 |
2 |
6 |
88 |
| NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES |
1 |
1 |
3 |
11 |
1 |
5 |
13 |
37 |
| Nearer-Normality and Some Econometric Models |
0 |
0 |
0 |
22 |
0 |
3 |
7 |
150 |
| Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? |
0 |
1 |
8 |
439 |
1 |
6 |
25 |
814 |
| Nonlinear stochastic trends |
0 |
0 |
1 |
71 |
1 |
8 |
14 |
218 |
| Nonstationarities in Stock Returns |
0 |
0 |
5 |
339 |
1 |
6 |
18 |
753 |
| OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS |
0 |
0 |
1 |
41 |
0 |
3 |
6 |
107 |
| Occasional Structural Breaks and Long Memory |
0 |
0 |
3 |
67 |
1 |
10 |
17 |
268 |
| Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns |
1 |
2 |
4 |
285 |
2 |
7 |
25 |
623 |
| On Model Approximation for Long-Memory Processes: A Cautionary Result |
0 |
0 |
0 |
20 |
0 |
3 |
5 |
160 |
| On Modelling the Long Run in Applied Economics |
0 |
0 |
0 |
115 |
0 |
2 |
2 |
360 |
| On the Price Consciousness of Consumers |
0 |
0 |
1 |
47 |
1 |
2 |
12 |
136 |
| On the invertibility of time series models |
0 |
0 |
0 |
37 |
1 |
5 |
8 |
159 |
| On the properties of forecasts used in optimal economic policy decisions |
0 |
0 |
0 |
22 |
1 |
7 |
8 |
81 |
| Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 |
0 |
0 |
1 |
15 |
0 |
2 |
5 |
141 |
| Outline of forecast theory using generalized cost functions |
0 |
0 |
6 |
378 |
1 |
7 |
16 |
1,238 |
| POWER OF THE NEURAL NETWORK LINEARITY TEST |
3 |
6 |
30 |
139 |
6 |
35 |
86 |
281 |
| Practical Issues in Forecasting Volatility |
0 |
0 |
1 |
1 |
0 |
5 |
10 |
13 |
| Predictive Consequences of Using Conditioning or Causal Variables |
0 |
0 |
0 |
25 |
0 |
1 |
5 |
91 |
| Preface: Some Thoughts on the Future of Forecasting |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
11 |
| Properties of nonlinear transformations of fractionally integrated processes |
0 |
0 |
0 |
83 |
0 |
4 |
9 |
271 |
| REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY |
0 |
0 |
1 |
82 |
1 |
4 |
8 |
248 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
206 |
| Reasonable extreme-bounds analysis |
0 |
0 |
1 |
221 |
0 |
6 |
13 |
614 |
| Residential load curves and time-of-day pricing: An econometric analysis |
0 |
0 |
0 |
241 |
0 |
1 |
5 |
908 |
| Seasonal integration and cointegration |
2 |
5 |
25 |
1,703 |
4 |
14 |
55 |
3,599 |
| Separation in Cointegrated Systems and Persistent-Transitory Decompositions |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
176 |
| Shorte-run forecasts of electricity loads and peaks |
1 |
1 |
3 |
237 |
1 |
7 |
14 |
529 |
| Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts |
0 |
0 |
0 |
18 |
0 |
5 |
7 |
83 |
| Some Properties of Absolute Return: An Alternative Measure of Risk |
0 |
4 |
10 |
108 |
1 |
11 |
26 |
244 |
| Some aspects of causal relationships |
0 |
0 |
7 |
325 |
1 |
5 |
16 |
693 |
| Some comments on risk |
0 |
0 |
1 |
221 |
0 |
4 |
10 |
511 |
| Some generalizations on the algebra of I(1) processes |
0 |
0 |
0 |
79 |
0 |
2 |
7 |
228 |
| Some properties of time series data and their use in econometric model specification |
1 |
7 |
26 |
2,808 |
3 |
16 |
50 |
6,405 |
| Some recent development in a concept of causality |
0 |
0 |
8 |
1,957 |
2 |
6 |
28 |
3,936 |
| Some thoughts on the development of cointegration |
0 |
0 |
0 |
69 |
0 |
7 |
15 |
198 |
| Spectral Analysis of the Term Structure of Interest Rates |
0 |
0 |
1 |
10 |
0 |
3 |
6 |
56 |
| Spurious Stochastics in a Short Time-Series Panel Data |
0 |
0 |
1 |
12 |
0 |
1 |
3 |
44 |
| Spurious regressions in econometrics |
6 |
26 |
109 |
3,061 |
29 |
80 |
275 |
7,574 |
| Spurious regressions with stationary series |
0 |
0 |
3 |
331 |
0 |
3 |
13 |
842 |
| Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 |
0 |
0 |
1 |
18 |
1 |
7 |
11 |
135 |
| Strategies for Modelling Nonlinear Time‐Series Relationships |
0 |
0 |
1 |
6 |
0 |
2 |
6 |
17 |
| Structural attribution of observed volatility clustering |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
204 |
| Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence |
0 |
0 |
0 |
121 |
1 |
5 |
10 |
409 |
| THE RESEARCH INTERESTS OF PAUL NEWBOLD |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
140 |
| Tendency towards normality of linear combinations of random variables |
0 |
0 |
0 |
28 |
0 |
4 |
7 |
109 |
| Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
121 |
| Testing for causality: A personal viewpoint |
3 |
8 |
27 |
1,937 |
8 |
19 |
69 |
3,539 |
| Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
0 |
0 |
5 |
631 |
3 |
9 |
31 |
1,465 |
| The Applied Economics journals: a personal reflection |
0 |
0 |
0 |
70 |
1 |
1 |
3 |
850 |
| The Evolution of the Phillips Curve: A Modern Time Series Viewpoint |
0 |
0 |
0 |
79 |
0 |
7 |
14 |
213 |
| The Gold Sovereign Market in Greece-An Unusual Speculative Market |
0 |
0 |
1 |
72 |
0 |
3 |
6 |
327 |
| The Japanese consumption function |
0 |
0 |
0 |
182 |
0 |
7 |
11 |
528 |
| The Present and Future of Empirical Finance |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
8 |
| The billing cycle and weather variables in models of electricity sales |
0 |
0 |
0 |
7 |
1 |
4 |
6 |
49 |
| The combination of forecasts using changing weights |
0 |
0 |
1 |
380 |
2 |
5 |
9 |
769 |
| The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
177 |
| The effect of aggregation on nonlinearity |
0 |
0 |
0 |
53 |
1 |
5 |
11 |
173 |
| The mathematica theory of linear systems, by B. M. Brown. Automation and control engineering series, no. 1. J. Wiley & Sons, New York, 1961. pp. xv + 267 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
| The past and future of empirical finance: some personal comments |
0 |
0 |
0 |
84 |
0 |
5 |
10 |
233 |
| The use of R2 to determine the appropriate transformation of regression variables |
0 |
0 |
0 |
88 |
0 |
2 |
5 |
271 |
| Thick modeling |
0 |
0 |
3 |
636 |
1 |
5 |
13 |
1,554 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
0 |
655 |
3 |
10 |
14 |
1,325 |
| Time Series Concepts for Conditional Distributions* |
0 |
0 |
1 |
105 |
0 |
4 |
7 |
278 |
| Time series analysis of residuals from the St. Louis model |
0 |
0 |
0 |
29 |
0 |
2 |
7 |
150 |
| Trends in unit energy consumption: The performance of end-use models |
0 |
0 |
0 |
4 |
0 |
4 |
4 |
51 |
| USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS |
1 |
1 |
2 |
47 |
1 |
7 |
16 |
90 |
| Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
3 |
17 |
30 |
2,146 |
| Useful conclusions from surprising results |
0 |
1 |
1 |
73 |
1 |
8 |
11 |
172 |
| Using the Correlation Exponent to Decide whether an Economic Series is Chaotic |
0 |
0 |
0 |
135 |
1 |
9 |
13 |
521 |
| Varieties of long memory models |
0 |
0 |
0 |
422 |
1 |
6 |
15 |
928 |
| What Are We Learning about the Long-Run? |
0 |
0 |
0 |
86 |
0 |
2 |
7 |
269 |
| Total Journal Articles |
70 |
212 |
804 |
55,016 |
302 |
1,249 |
3,502 |
155,098 |
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