Bradford Smith: An Econometrician Decades Ahead of His Time

Oxford Bulletin of Economics and Statistics

Volumn 73, Issue 2, 2011, Pages 276-285

  Mills, Terence C ^a  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79951728608     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2010.00615.x     Document Type: Article

References (37)

1. Banzhaf, H. S. (2006). 'The other economics department: demand and value theory in early agricultural economics', History of Political Economy Vol. 38 (annual supplement), pp. 9-31.
2. Chan, K. H., Hayya, J. C. and Ord, J. K. (1977). 'A note on trend removal methods: the case of polynomial regression versus variate differencing', Econometrica, Vol. 45, pp. 737-744.
3. Davidson, J. E. H., Hendry, D. F. Srba, F. and Yeo, S. (1978). 'Econometric modelling of the aggregate time series relationship between consumers' expenditure and income in the United Kingdom', Economic Journal, Vol. 88, pp. 661-692.
4. Dickey, D. A. and Fuller, W. A. (1979). 'Distribution of the estimators for autoregressive time series with a unit root', Journal of the American Statistical Association, Vol. 74, pp. 427-431.
5. Durlauf, S. N. and Phillips, P. C. B. (1988). 'Trends versus random walks in time series analysis', Econometrica, Vol. 56, pp. 1333-1354.
6. Engle, R. F. and Granger, C. W. J. (1987). 'Co-integration and error correction: representation, estimation and testing', Econometrica, Vol. 55, pp. 251-276.
7. Ezekiel, M. (1930). Methods of Correlation Analysis, Wiley, New York.
8. Fox, K. A. (1986). 'Agricultural economists as world leaders in applied econometrics, 1917-1933', American Journal of Agricultural Economics, Vol. 68, pp. 381-386.
9. Fox, K. A. (1989). 'Agricultural economists in the econometric revolution: institutional background, literature and leading figures', Oxford Economic Papers, Vol. 41, pp. 53-70.
10. Friedman, M. and Meiselman, D. (1963). 'The relative stability of velocity and the investment multiplier', in Commission on Money and Credit Stabilization Policies, Englewood Cliffs, NJ: Prentice-Hall, pp. 165-208.
11. Frisch, R. (1933). 'Propagation problems and impulse problems in dynamic economics', in Economic Essays in Honour of Gustav Cassel, London: Allen & Unwin, pp. 171-205.
12. Frisch, R. and Waugh, F. V. (1933). 'Partial time regressions as compared with individual trends', Econometrica, Vol. 1, pp. 387-401.
13. Gordon, D. V. and Kerr, W. A. (1997). 'Was the Babson Prize deserved? An enquiry into an early forecasting model', Economic Modelling, Vol. 14, pp. 417-433.
14. Granger, C. W. J. (1981). 'Some properties of time series data and their use in econometric model specification', Journal of Econometrics, Vol. 16, pp. 121-130.
15. Granger, C. W. J. and Newbold, P. (1974). 'Spurious regression in econometrics', Journal of Econometrics, Vol. 2, pp. 111-120.
16. Hendry, D. F. (1993). Econometrics. Alchemy or Science? Blackwell, Oxford.
17. Hendry, D. F. and Mizon, G. E. (1978). 'Serial correlation as a convenient simplification, not a nuisance: a comment on a study of the demand for money function by the Bank of England', Economic Journal, Vol. 88, pp. 549-563.
18. Hoover, K. D. and Perez, S. J. (1999). 'Data mining reconsidered: encompassing and the general-to-specific approach to specification search', Econometrics Journal, Vol. 2, pp. 167-191.
19. Lovell, M. C. (1963). 'Seasonal adjustment of economic time series and multiple regression analysis', Journal of the American Statistical Association, Vol. 58, pp. 993-1010.
20. Mizon, G. E. and Hendry, D. F. (1980). 'An empirical application and Monte Carlo analysis of tests of dynamic specification', Review of Economic Studies, Vol. 49, pp. 21-45.
21. Morgan, M. S. (1990). The History of Econometric Ideas, Cambridge University Press, Cambridge.
22. Nelson, C. R. and Kang, H. (1981). 'Spurious periodicity in inappropriately detrended time series', Econometrica, Vol. 49, pp. 741-751.
23. Nelson, C. R. and Kang, H. (1984). 'Pitfalls in the use of time as an explanatory variable in regression', Journal of Business and Economic Statistics, Vol. 2, pp. 73-82.
24. Nelson, C. R. and Plosser, C. I. (1982). 'Trends and random walks in macroeconomic time series: some evidence and implications', Journal of Monetary Economics, Vol. 10, pp. 139-162.
25. Phillips, P. C. B. (1986). 'Understanding spurious regressions in econometrics', Journal of Econometrics, Vol. 33, pp. 311-340.
26. Plosser, C. I. and Schwert, G. W. (1977). 'Estimation of a non-invertible moving average process: the case of overdifferencing', Journal of Econometrics, Vol. 6, pp. 199-224.
27. Plosser, C. I. and Schwert, G. W. (1978). 'Money, income and sunspots: measuring economic relationships and the effects of differencing', Journal of Monetary Economics, Vol. 4, pp. 637-660.
28. Sargan, J. D. (1980). 'Some tests of dynamic specification for a single equation', Econometrica, Vol. 48, pp. 879-897.
29. Slutzky, E. E. (1937). 'The summation of random causes as a source of cyclical processes', Econometrica, Vol. 5, pp. 105-146.
30. Smith, B. B. (1925a). 'Forecasting the acreage of cotton', Journal of the American Statistical Association, Vol. 20, pp. 31-47.
31. Smith, B. B. (1925b). 'The error in eliminating secular trend and seasonal variation before correlating time series', Journal of the American Statistical Association, Vol. 20, pp. 543-545.
32. Smith, B. B. (1926). 'Combining the advantages of first-difference and deviation-from-trend methods of correlating time series', Journal of the American Statistical Association, Vol. 21, pp. 55-59.
33. Smith, B. B. (1927). 'Forecasting the volume and value of the cotton crop', Journal of the American Statistical Association, Vol. 22, pp. 442-459.
34. Smith, B. B. (1929a). 'Another attempt to explain multiple correlation in simple terms', Journal of the American Statistical Association, Vol. 24, pp. 61-65.
35. Smith, B. B. (1929b). 'Judging the forecast for 1929', Journal of the American Statistical Association, Vol. 24, pp. 94-98.
36. Smith, B. B. (1931). 'A forecasting index for business', Journal of the American Statistical Association, Vol. 26, pp. 115-127.
37. Yule, G. U. (1927). 'On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers', Philosophical Transactions of the Royal Society of London, Series A, Vol. 226, pp. 267-298.