| 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 |
2 |
5 |
13 |
209 |
4 |
12 |
35 |
463 |
| A Decision_Theoretic Approach to Forecast Evaluation |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
1,049 |
| A Dependence Metric for Nonlinear Time Series |
0 |
0 |
0 |
307 |
0 |
0 |
1 |
535 |
| A simple nonlinear time series model with misleading linear properties |
0 |
0 |
0 |
20 |
0 |
0 |
9 |
1,204 |
| Aggregation of Space-Time Processes |
1 |
1 |
3 |
319 |
4 |
4 |
9 |
770 |
| Aggregation of time series variables-a survey |
1 |
4 |
8 |
638 |
4 |
13 |
32 |
2,087 |
| Aggregationn of Space-Time Processes |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
80 |
| An introduction to stochastic Unit Root Processes |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
1,412 |
| Autobiography |
1 |
1 |
2 |
84 |
1 |
4 |
15 |
190 |
| Causality: Some New Thoughts on an Old Topic |
0 |
0 |
0 |
7 |
0 |
5 |
21 |
956 |
| Comments on the evaluation of policy models |
0 |
0 |
0 |
42 |
1 |
2 |
3 |
329 |
| Common Factors in Conditional Distributions |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
50 |
| Common factors in conditional distributions |
0 |
0 |
0 |
223 |
0 |
0 |
2 |
1,077 |
| Common factors in conditional distributions for Bivariate time series |
0 |
0 |
0 |
240 |
0 |
2 |
2 |
604 |
| Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets |
0 |
0 |
0 |
107 |
1 |
2 |
4 |
461 |
| Economic and Statistical Measures of Forecast Accuracy |
0 |
0 |
2 |
1,784 |
0 |
1 |
10 |
5,770 |
| Efficient Market Hypothesis and Forecasting |
0 |
0 |
7 |
1,229 |
6 |
14 |
54 |
3,311 |
| Estimation of Common Long-Memory Components in Cointegrated Systems |
0 |
0 |
0 |
6 |
1 |
2 |
16 |
1,797 |
| Extracting Information from Mega-Panels and High-Frequency Data |
0 |
1 |
2 |
40 |
1 |
3 |
12 |
164 |
| Fisheries Management Under Cyclical Population Dynamics |
0 |
0 |
2 |
24 |
0 |
0 |
5 |
65 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
359 |
| Hidden Cointegration |
0 |
1 |
8 |
71 |
2 |
5 |
25 |
222 |
| Hidden Cointegration |
1 |
1 |
6 |
509 |
3 |
6 |
31 |
972 |
| Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
513 |
| Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III |
0 |
0 |
3 |
137 |
1 |
4 |
21 |
448 |
| Introduction to M-M Processes |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
62 |
| Investigating the relationship between gold and silver prices |
0 |
0 |
1 |
12 |
0 |
1 |
10 |
50 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? |
0 |
0 |
3 |
447 |
0 |
1 |
7 |
1,905 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
509 |
| Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
279 |
| Modeling Amazon Deforestation for Policy Purposes |
1 |
1 |
3 |
260 |
3 |
5 |
13 |
757 |
| Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
85 |
| Non-stationarities in stock returns |
0 |
1 |
3 |
778 |
1 |
3 |
12 |
1,459 |
| Occasional Structural Breaks and Long Memory |
1 |
1 |
3 |
36 |
3 |
6 |
11 |
113 |
| Properties of Nonlinear Transformations of Fractionally Integrated Processes |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
61 |
| Properties of nonlinear transformations of fractionally integrated processes |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
47 |
| Reasonable extreme bounds analysis |
0 |
0 |
0 |
365 |
1 |
2 |
7 |
1,415 |
| Regime Sensitive Cointegration with an Application to Interest rate Parity |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
1,631 |
| SEASONAL INTEGRATION AND COINTEGRATION |
0 |
0 |
0 |
2 |
1 |
4 |
19 |
1,361 |
| SEASONAL, INTEGRATION AND COINTEGRATION |
0 |
0 |
0 |
2 |
0 |
3 |
20 |
1,275 |
| Seasonal Adjustment and Volatility Dynamics |
0 |
0 |
0 |
386 |
0 |
1 |
3 |
1,462 |
| Self-Generating Variables in a Cointegrated VAR Framework |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
68 |
| Some Generalizations on the Algebra of I(1) Processes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
205 |
| Spurious Regressions with Stationary Series |
0 |
0 |
1 |
58 |
0 |
3 |
8 |
121 |
| Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity |
0 |
0 |
0 |
96 |
0 |
2 |
8 |
585 |
| Structurally-Induced Volatility Clustering |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
65 |
| Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
724 |
| TREASURY BI;; YIELD CURVES AND COINTEGRATION |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
1,362 |
| The Impact of the Use of Forecasts in Information Sets |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
32 |
| The algebra of I (1) |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
531 |
| The correlogram of a long memory process plus a simple noise |
0 |
0 |
0 |
7 |
2 |
3 |
8 |
36 |
| The impact of the use of forecasts in information sets |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
112 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
2 |
79 |
0 |
3 |
16 |
180 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
2 |
345 |
0 |
4 |
19 |
631 |
| Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
0 |
4 |
32 |
535 |
| What are we learning about the long-run? |
0 |
0 |
1 |
8 |
0 |
2 |
7 |
36 |
| 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 |
4 |
5 |
7 |
46 |
| Total Working Papers |
8 |
17 |
77 |
9,036 |
47 |
147 |
588 |
42,628 |
| 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 |
0 |
0 |
1 |
1 |
1 |
| A Cointegration Analysis of Treasury Bill Yields |
0 |
0 |
11 |
1,030 |
0 |
6 |
45 |
2,845 |
| A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
180 |
| A Dependence Metric for Possibly Nonlinear Processes |
0 |
1 |
7 |
104 |
1 |
3 |
14 |
316 |
| A Fresh Look at Wheat Prices and Markets in the Eighteenth Century |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
42 |
| A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
13 |
| A Review of Some Recent Textbooks of Econometrics |
0 |
1 |
2 |
136 |
0 |
2 |
12 |
406 |
| A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu |
1 |
11 |
30 |
631 |
5 |
26 |
77 |
1,722 |
| A long memory property of stock market returns and a new model |
1 |
3 |
38 |
2,650 |
8 |
23 |
138 |
5,365 |
| A simple nonlinear time series model with misleading linear properties |
2 |
2 |
6 |
253 |
2 |
3 |
11 |
510 |
| A time-distance criterion for evaluating forecasting models |
0 |
0 |
2 |
68 |
0 |
0 |
3 |
184 |
| ACRONYMS IN TIME SERIES ANALYSIS (ATSA) |
0 |
1 |
2 |
5 |
0 |
2 |
5 |
13 |
| AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING |
4 |
10 |
65 |
88 |
5 |
15 |
104 |
154 |
| Advertising and Aggregate Consumption: An Analysis of Causality |
0 |
0 |
6 |
410 |
3 |
5 |
15 |
1,338 |
| Aggregation of space-time processes |
0 |
0 |
3 |
261 |
3 |
6 |
15 |
632 |
| An introduction to stochastic unit-root processes |
0 |
1 |
3 |
376 |
1 |
4 |
12 |
836 |
| 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 |
0 |
0 |
0 |
0 |
2 |
11 |
| Can We Improve the Perceived Quality of Economic Forecasts? |
1 |
1 |
1 |
224 |
1 |
3 |
11 |
657 |
| Causality, cointegration, and control |
1 |
7 |
37 |
452 |
6 |
25 |
114 |
949 |
| Co-integration and Error Correction: Representation, Estimation, and Testing |
27 |
67 |
259 |
15,226 |
93 |
273 |
1,139 |
37,191 |
| Co-integration and error correction: Representation, estimation, and testing |
4 |
14 |
85 |
562 |
42 |
102 |
392 |
1,918 |
| Combining competing forecasts of inflation using a bivariate arch model |
1 |
1 |
7 |
172 |
2 |
3 |
21 |
411 |
| Comments on "Forecasting economic and financial variables with global VARs" |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
79 |
| Comments on testing economic theories and the use of model selection criteria |
0 |
0 |
2 |
216 |
2 |
2 |
6 |
573 |
| Comments on the evaluation of policy models |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
185 |
| Common factors in conditional distributions for bivariate time series |
0 |
0 |
0 |
108 |
0 |
1 |
3 |
284 |
| Comparing forecasts of inflation using time distance |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
184 |
| Comparing the methodologies used by statisticians and economists for research and modeling5 |
0 |
0 |
1 |
54 |
0 |
1 |
2 |
189 |
| Consideration of Trends in Time Series |
1 |
2 |
11 |
278 |
3 |
6 |
31 |
584 |
| Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets |
0 |
0 |
0 |
77 |
0 |
2 |
5 |
448 |
| Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
117 |
| Curriculum Vitae |
0 |
1 |
1 |
71 |
4 |
6 |
8 |
175 |
| Data mining with local model specification uncertainty: a discussion of Hoover and Perez |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
480 |
| Developments in the Study of Cointegrated Economic Variables |
0 |
0 |
0 |
26 |
8 |
18 |
68 |
3,075 |
| Dynamics of Model Overfitting Measured in terms of Autoregressive Roots |
0 |
0 |
0 |
41 |
0 |
1 |
6 |
206 |
| Efficient market hypothesis and forecasting |
0 |
1 |
5 |
384 |
3 |
7 |
22 |
1,007 |
| Estimation of Common Long-Memory Components in Cointegrated Systems |
0 |
0 |
0 |
0 |
2 |
6 |
39 |
2,237 |
| Evaluating significance: comments on "size matters" |
0 |
0 |
1 |
73 |
0 |
2 |
4 |
210 |
| Evaluation of global models |
1 |
2 |
6 |
112 |
3 |
5 |
13 |
250 |
| Exchange rates and fundamentals - comments |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
214 |
| Experience with using the Box-Cox transformation when forecasting economic time series |
0 |
1 |
3 |
183 |
1 |
3 |
10 |
565 |
| Extracting information from mega‐panels and high‐frequency data |
0 |
1 |
2 |
3 |
0 |
5 |
9 |
21 |
| FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
107 |
| Fellow's opinion: Evaluating economic theory |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
185 |
| Fisheries Management Under Cyclical Population Dynamics |
0 |
0 |
0 |
35 |
0 |
4 |
6 |
150 |
| Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
265 |
| Forecasting Performance of Information Criteria with Many Macro Series |
0 |
1 |
3 |
102 |
1 |
6 |
16 |
364 |
| Forecasting Volatility in Financial Markets: A Review |
2 |
5 |
32 |
371 |
6 |
15 |
103 |
5,213 |
| Forecasting stock market prices: Lessons for forecasters |
0 |
0 |
3 |
305 |
0 |
1 |
8 |
614 |
| Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam |
1 |
1 |
3 |
63 |
1 |
1 |
3 |
217 |
| Future Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
396 |
| Implications of Aggregation with Common Factors |
1 |
1 |
1 |
54 |
1 |
2 |
4 |
112 |
| Implications of seeing economic variables through an aggregation window |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
90 |
| Interactions between large macro models and time series analysis |
0 |
0 |
0 |
97 |
0 |
0 |
2 |
344 |
| Interval forecasting: An analysis based upon ARCH-quantile estimators |
0 |
0 |
3 |
208 |
0 |
4 |
9 |
469 |
| Introducing Non-Linearity Into Cointegration |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
21 |
| Introduction to m-m processes |
0 |
0 |
2 |
47 |
1 |
4 |
7 |
188 |
| Investigating Causal Relations by Econometric Models and Cross-Spectral Methods |
19 |
50 |
198 |
4,426 |
56 |
171 |
750 |
13,332 |
| Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models |
2 |
2 |
4 |
516 |
2 |
4 |
17 |
1,247 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
584 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
187 |
| Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
134 |
| 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 |
3 |
47 |
0 |
0 |
5 |
158 |
| Large returns, conditional correlation and portfolio diversification: a value-at-risk approach |
1 |
1 |
1 |
24 |
3 |
5 |
9 |
110 |
| 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 |
0 |
75 |
0 |
3 |
5 |
213 |
| Long Memory Series with Attractors |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
232 |
| Long memory relationships and the aggregation of dynamic models |
0 |
0 |
7 |
471 |
3 |
5 |
26 |
935 |
| Long-term forecasting and evaluation |
0 |
0 |
6 |
110 |
1 |
4 |
16 |
288 |
| MODELS THAT GENERATE TRENDS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| Macroeconometrics - Past and future |
0 |
0 |
2 |
165 |
1 |
6 |
12 |
301 |
| Management of supply chain: an alternative modelling technique for forecasting |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
16 |
| Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting |
1 |
1 |
3 |
273 |
2 |
4 |
12 |
658 |
| Model evaluation based on residual analysis of two similar models |
0 |
0 |
0 |
53 |
0 |
1 |
1 |
227 |
| Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development |
0 |
0 |
0 |
5 |
0 |
0 |
5 |
44 |
| Modeling volatility persistence of speculative returns: A new approach |
3 |
6 |
19 |
486 |
3 |
11 |
39 |
963 |
| Modeling, Evaluation, and Methodology in the New Century |
0 |
0 |
0 |
85 |
0 |
1 |
2 |
328 |
| Modelling Nonlinear Relationships between Extended-Memory Variables |
0 |
0 |
1 |
97 |
0 |
2 |
13 |
562 |
| 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 |
5 |
13 |
1 |
4 |
20 |
39 |
| NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES |
1 |
1 |
3 |
4 |
2 |
5 |
7 |
9 |
| Nearer-Normality and Some Econometric Models |
0 |
0 |
1 |
21 |
0 |
1 |
3 |
140 |
| Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? |
3 |
5 |
20 |
395 |
3 |
9 |
37 |
712 |
| Nonlinear stochastic trends |
0 |
0 |
4 |
65 |
0 |
0 |
7 |
196 |
| Nonstationarities in Stock Returns |
0 |
0 |
0 |
330 |
0 |
3 |
13 |
709 |
| OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS |
0 |
0 |
2 |
36 |
0 |
1 |
6 |
92 |
| Occasional Structural Breaks and Long Memory |
0 |
0 |
1 |
62 |
1 |
4 |
7 |
241 |
| Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns |
0 |
0 |
8 |
267 |
1 |
4 |
28 |
562 |
| On Model Approximation for Long-Memory Processes: A Cautionary Result |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
152 |
| On Modelling the Long Run in Applied Economics |
0 |
0 |
1 |
113 |
0 |
0 |
3 |
351 |
| On the Price Consciousness of Consumers |
0 |
3 |
10 |
22 |
4 |
10 |
29 |
57 |
| On the invertibility of time series models |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
136 |
| On the properties of forecasts used in optimal economic policy decisions |
1 |
1 |
2 |
21 |
1 |
1 |
2 |
71 |
| Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
134 |
| Outline of forecast theory using generalized cost functions |
0 |
1 |
3 |
350 |
0 |
4 |
9 |
1,181 |
| POWER OF THE NEURAL NETWORK LINEARITY TEST |
0 |
0 |
5 |
8 |
1 |
3 |
18 |
32 |
| Predictive Consequences of Using Conditioning or Causal Variables |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
84 |
| Preface: Some Thoughts on the Future of Forecasting |
1 |
2 |
2 |
2 |
1 |
2 |
2 |
3 |
| Properties of nonlinear transformations of fractionally integrated processes |
0 |
1 |
3 |
79 |
1 |
2 |
7 |
254 |
| REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY |
1 |
1 |
3 |
80 |
1 |
3 |
11 |
227 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
193 |
| Reasonable extreme-bounds analysis |
0 |
0 |
0 |
219 |
0 |
2 |
6 |
591 |
| Residential load curves and time-of-day pricing: An econometric analysis |
0 |
0 |
0 |
241 |
5 |
5 |
6 |
902 |
| Seasonal integration and cointegration |
2 |
8 |
42 |
1,576 |
10 |
25 |
133 |
3,309 |
| Separation in Cointegrated Systems and Persistent-Transitory Decompositions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
167 |
| Shorte-run forecasts of electricity loads and peaks |
0 |
0 |
3 |
215 |
0 |
0 |
8 |
482 |
| Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
73 |
| Some Properties of Absolute Return: An Alternative Measure of Risk |
1 |
3 |
11 |
58 |
2 |
5 |
26 |
140 |
| Some aspects of causal relationships |
3 |
9 |
16 |
296 |
6 |
15 |
36 |
622 |
| Some comments on risk |
0 |
0 |
0 |
219 |
2 |
4 |
6 |
496 |
| Some generalizations on the algebra of I(1) processes |
0 |
0 |
3 |
78 |
0 |
1 |
6 |
216 |
| Some properties of time series data and their use in econometric model specification |
6 |
25 |
137 |
2,598 |
13 |
63 |
300 |
5,948 |
| Some recent development in a concept of causality |
4 |
9 |
51 |
1,862 |
6 |
19 |
119 |
3,724 |
| Some thoughts on the development of cointegration |
1 |
1 |
1 |
56 |
1 |
3 |
6 |
159 |
| Spectral Analysis of the Term Structure of Interest Rates |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
46 |
| Spurious Stochastics in a Short Time-Series Panel Data |
0 |
0 |
2 |
7 |
0 |
1 |
5 |
30 |
| Spurious regressions in econometrics |
2 |
10 |
114 |
2,686 |
13 |
64 |
368 |
6,558 |
| Spurious regressions with stationary series |
2 |
4 |
11 |
298 |
3 |
9 |
22 |
757 |
| Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 |
0 |
1 |
2 |
6 |
20 |
54 |
73 |
93 |
| Strategies for Modelling Nonlinear Time‐Series Relationships |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
3 |
| Structural attribution of observed volatility clustering |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
196 |
| Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence |
1 |
1 |
2 |
121 |
1 |
2 |
6 |
393 |
| THE RESEARCH INTERESTS OF PAUL NEWBOLD |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
134 |
| Tendency towards normality of linear combinations of random variables |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
100 |
| Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
115 |
| Testing for causality: A personal viewpoint |
6 |
22 |
81 |
1,699 |
13 |
47 |
155 |
3,112 |
| Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
0 |
1 |
16 |
584 |
5 |
10 |
49 |
1,306 |
| The Applied Economics journals: a personal reflection |
0 |
0 |
2 |
67 |
0 |
2 |
163 |
830 |
| The Evolution of the Phillips Curve: A Modern Time Series Viewpoint |
0 |
1 |
5 |
76 |
1 |
3 |
10 |
186 |
| The Gold Sovereign Market in Greece-An Unusual Speculative Market |
0 |
0 |
0 |
64 |
0 |
2 |
5 |
308 |
| The Japanese consumption function |
0 |
0 |
2 |
171 |
0 |
2 |
9 |
499 |
| The billing cycle and weather variables in models of electricity sales |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
37 |
| The combination of forecasts using changing weights |
0 |
0 |
5 |
366 |
0 |
1 |
8 |
730 |
| The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
176 |
| The effect of aggregation on nonlinearity |
0 |
0 |
0 |
50 |
0 |
1 |
3 |
157 |
| 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 |
0 |
4 |
8 |
| The past and future of empirical finance: some personal comments |
0 |
0 |
0 |
82 |
0 |
2 |
4 |
220 |
| The use of R2 to determine the appropriate transformation of regression variables |
0 |
0 |
1 |
86 |
0 |
2 |
6 |
245 |
| Thick modeling |
1 |
4 |
23 |
593 |
4 |
16 |
54 |
1,464 |
| Time Series Analysis, Cointegration, and Applications |
0 |
0 |
3 |
643 |
1 |
6 |
19 |
1,279 |
| Time Series Concepts for Conditional Distributions* |
1 |
1 |
4 |
95 |
1 |
1 |
6 |
246 |
| Time series analysis of residuals from the St. Louis model |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
139 |
| Trends in unit energy consumption: The performance of end-use models |
0 |
0 |
0 |
4 |
0 |
3 |
4 |
45 |
| USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS |
0 |
2 |
8 |
19 |
2 |
6 |
15 |
35 |
| Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
0 |
3 |
27 |
2,082 |
| Useful conclusions from surprising results |
0 |
0 |
2 |
65 |
0 |
1 |
6 |
137 |
| Using the Correlation Exponent to Decide whether an Economic Series is Chaotic |
0 |
0 |
1 |
132 |
0 |
1 |
7 |
501 |
| Varieties of long memory models |
0 |
1 |
3 |
414 |
0 |
4 |
16 |
894 |
| What Are We Learning about the Long-Run? |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
256 |
| Total Journal Articles |
111 |
314 |
1,513 |
50,731 |
407 |
1,282 |
5,399 |
141,756 |
LogEc is hosted by the
Örebro University School of Business.