-
1
-
-
85011455355
-
-
With Princeton, New Jersey: Princeton University Press. (French translation, Analyze spectrale des series temporelles en economie, Dunod, Paris, 1969.) Designated a “Citation Classic” by the publishers of Citation Review 1964
-
With M. Hatanaka. Spectral Analysis of Economic Time Series. Princeton, New Jersey: Princeton University Press. (French translation, Analyze spectrale des series temporelles en economie, Dunod, Paris, 1969.) Designated a “Citation Classic” by the publishers of Citation Review, 1986.1964
-
(1986)
Spectral Analysis of Economic Time Series
-
-
Hatanaka, M.1
-
4
-
-
85011515186
-
in association with Investors Chronicle
-
Editor and author of three chapters. Trading in Commodities. Cambridge, England London third edition, 1980; fourth edition, 1983). 1974
-
Editor and author of three chapters. Trading in Commodities. Cambridge, England: Woodhead-Faulkner, in association with Investors Chronicle. (Republished in Getting Started in London Commodities, Investor Publications, London, 1975; third edition, 1980; fourth edition, 1983). 1974
-
(1975)
Republished in Getting Started in London Commodities, Investor Publications
-
-
-
5
-
-
85011130169
-
-
With San Diego: Academic Press. (Second edition 1977
-
With P. Newbold. Forecasting Economic Time Series. San Diego: Academic Press. (Second edition, 1986.) 1977
-
(1986)
Forecasting Economic Time Series
-
-
Newbold, P.1
-
7
-
-
0007871392
-
-
New York: Academic Press. (Second edition Chinese translation, 1993; Japanese translation, 1994.)1980
-
Forecasting in Business and Economics. New York: Academic Press. (Second edition, 1989; Chinese translation, 1993; Japanese translation, 1994.)1980
-
(1989)
Forecasting in Business and Economics
-
-
-
10
-
-
14644419123
-
A statistical model for sunspot activity
-
A statistical model for sunspot activity. Astrophysical Journal 126, 152–158. 1957
-
(1957)
Astrophysical Journal
, vol.126
, pp. 152-158
-
-
-
12
-
-
0001805137
-
Economic processes involving feedback
-
Economic processes involving feedback. Information and Control 6, 28–48. 1963
-
(1963)
Information and Control
, vol.6
, pp. 28-48
-
-
-
14
-
-
11644324965
-
A quick test for serial correlation suitable for use with non-stationary time series
-
A quick test for serial correlation suitable for use with non-stationary time series. Journal of the American Statistical Association 58, 728–736. 1963
-
(1963)
Journal of the American Statistical Association
, vol.58
, pp. 728-736
-
-
-
15
-
-
0001019644
-
The typical spectral shape of an economic variable
-
The typical spectral shape of an economic variable. Econometrica 34, 150–161. 1966
-
(1966)
Econometrica
, vol.34
, pp. 150-161
-
-
-
16
-
-
85011455374
-
New techniques for analyzing economic time series and their place in econometrics
-
In M. Shubik (ed.) Princeton, New Jersey: Princeton University Press
-
New techniques for analyzing economic time series and their place in econometrics. In M. Shubik (ed.). Essays in Mathematical Economics (in Honor of Oskar Morgenstern). Princeton, New Jersey: Princeton University Press. 1967
-
(1967)
Essays in Mathematical Economics (in Honor of Oskar Morgenstern)
-
-
-
17
-
-
85011455372
-
Simple trend-fitting for long-range forecasting
-
Simple trend-fitting for long-range forecasting. Management Decision Spring, 29–34. 1967
-
(1967)
Management Decision Spring
, pp. 29-34
-
-
-
18
-
-
84979185570
-
A fresh look at wheat prices and markets in the eighteenth century
-
With
-
With CM. Elliott. A fresh look at wheat prices and markets in the eighteenth century. Economic History Review 20, 357–365. 1967
-
(1967)
Economic History Review
, vol.20
, pp. 357-365
-
-
Elliott, C.M.1
-
20
-
-
84954669782
-
Spectral analysis of the term structure of interest rates
-
With
-
With H. Rees. Spectral analysis of the term structure of interest rates. Review of Economic Studies 35, 67–76. 1968
-
(1968)
Review of Economic Studies
, vol.35
, pp. 67-76
-
-
Rees, H.1
-
21
-
-
0014629731
-
The combination of forecasts
-
With
-
With J. Bates. The combination of forecasts. Operational Research Quarterly 20, 451–468. 1969
-
(1969)
Operational Research Quarterly
, vol.20
, pp. 451-468
-
-
Bates, J.1
-
22
-
-
0348242861
-
Prediction with a generalized cost of error function
-
Prediction with a generalized cost of error function. Operational Research Quarterly 20, 199–207. 1969
-
(1969)
Operational Research Quarterly
, vol.20
, pp. 199-207
-
-
-
23
-
-
0011016551
-
Spatial data and time series analysis
-
In A.J. Scott (ed.) London: Pion
-
Spatial data and time series analysis. In A.J. Scott (ed.). Studies in Regional Science. London: Pion. 1969
-
(1969)
Studies in Regional Science
-
-
-
24
-
-
0000351727
-
Testing for causality and feedback
-
Testing for causality and feedback. Econometrica 37, 424–438.
-
Econometrica
, vol.37
, pp. 424-438
-
-
-
25
-
-
0004126103
-
-
Reprinted in University of Minnesota Press, Minneapolis 1969
-
Reprinted in Rational Expectations, R.E. Lucas & T. Sargent (eds.), University of Minnesota Press, Minneapolis, 1981.) 1969
-
(1981)
Rational Expectations
-
-
Lucas, R.E.1
Sargent, T.2
-
26
-
-
1542666559
-
A new look at some old data: The Beveridge wheat price series
-
With Series A
-
With A.O. Hughes. A new look at some old data: The Beveridge wheat price series. Journal of the Royal Statistical Society, Series A 19, 413–428. 1971
-
(1971)
Journal of the Royal Statistical Society
, vol.19
, pp. 413-428
-
-
Hughes, A.O.1
-
28
-
-
84944979041
-
Infinite variance and research strategy in time series analysis
-
With
-
With D. Orr. Infinite variance and research strategy in time series analysis. Journal of the American Statistical Association 67, 275–285. 1972
-
(1972)
Journal of the American Statistical Association
, vol.67
, pp. 275-285
-
-
Orr, D.1
-
30
-
-
85011515126
-
Evaluation of forecasts
-
With
-
With P. Newbold. Evaluation of forecasts. Applied Economics 5, 35–47. 1973
-
(1973)
Applied Economics
, vol.5
, pp. 35-47
-
-
Newbold, P.1
-
31
-
-
85011527010
-
Statistical forecasting—A survey
-
January 1973
-
Statistical forecasting—A survey. Surrey Paper in Economics, No. 9, January 1973. 1973
-
(1973)
Surrey Paper in Economics
, Issue.9
-
-
-
32
-
-
0000209313
-
Experience with statistical forecasting and with combining forecasts
-
With
-
With P. Newbold. Experience with statistical forecasting and with combining forecasts. Journal of the Royal Statistical Society 137, 131–165. 1974
-
(1974)
Journal of the Royal Statistical Society
, vol.137
, pp. 131-165
-
-
Newbold, P.1
-
33
-
-
49549164766
-
On the properties of forecasts used in optimal economic policy decision
-
On the properties of forecasts used in optimal economic policy decision. Journal of Public Economics 2, 347–356. 1974
-
(1974)
Journal of Public Economics
, vol.2
, pp. 347-356
-
-
-
34
-
-
33748065484
-
Spurious regressions in econometrics
-
With
-
With P. Newbold. Spurious regressions in econometrics. Journal of Econometrics 2, 111–120. 1974
-
(1974)
Journal of Econometrics
, vol.2
, pp. 111-120
-
-
Newbold, P.1
-
35
-
-
85011515115
-
Aspects of the analysis and interpretation of temporal and spatial data
-
Aspects of the analysis and interpretation of temporal and spatial data. The Statistician 24, 189–203. 1975
-
(1975)
The Statistician
, vol.24
, pp. 189-203
-
-
-
36
-
-
85011511459
-
Forecasting economic series—The Atheists viewpoint
-
In G.A. Renton (ed.) With London: Heinemann
-
With P. Newbold. Forecasting economic series—The Atheists viewpoint. In G.A. Renton (ed.), Modelling the Economy, pp. 131–147. London: Heinemann. 1975
-
(1975)
Modelling the Economy
, pp. 131-147
-
-
Newbold, P.1
-
39
-
-
49549130409
-
The use of R2 to determine the appropriate transformation of regression variables
-
With
-
With P. Newbold. The use of R2 to determine the appropriate transformation of regression variables. Journal of Econometrics 4, 205–210. 1976
-
(1976)
Journal of Econometrics
, vol.4
, pp. 205-210
-
-
Newbold, P.1
-
40
-
-
84950607413
-
-
Comment on “Relationship—and the Lack Thereof—between Economic Time Series, with Special Reference to Money and Interest Rates,” by
-
Comment on “Relationship—and the Lack Thereof—between Economic Time Series, with Special Reference to Money and Interest Rates,” by David A. Pierce. Journal of the American Statistical Association 22–23. 1977
-
(1977)
Journal of the American Statistical Association
, pp. 22-23
-
-
Pierce, D.A.1
-
41
-
-
84915683190
-
Identification of two-way causal models
-
In M. Intriligator (ed.) With Amsterdam: North-Holland
-
With P. Newbold. Identification of two-way causal models. In M. Intriligator (ed.), Frontiers of Quantitative Economics, vol. III, pp. 337–360. Amsterdam: North-Holland. 1977
-
(1977)
Frontiers of Quantitative Economics
, vol.III
, pp. 337-360
-
-
Newbold, P.1
-
42
-
-
4444318610
-
The time-series approach to econometric model building
-
With Minneapolis: Federal Reserve Bank
-
With P. Newbold. The time-series approach to econometric model building. In New Methods in Business Cycle Research, pp. 7–22. Minneapolis: Federal Reserve Bank. 1977
-
(1977)
New Methods in Business Cycle Research
, pp. 7-22
-
-
Newbold, P.1
-
43
-
-
85011441172
-
Forecasting Input-Output Tables Using Matrix Time Series Analysis
-
Statistics Department, Australian National University, Canberra
-
Forecasting Input-Output Tables Using Matrix Time Series Analysis. Working paper, Statistics Department, Australian National University, Canberra. 1978
-
(1978)
Working paper
-
-
-
45
-
-
84910532229
-
On the synthesis of time series and econometric models
-
In D. Brillinger & G. Tiao (eds.) Ames, Iowa: Institute of Mathematical Statistics
-
On the synthesis of time series and econometric models. In D. Brillinger & G. Tiao (eds.), Directions in Time Series, pp. 149–167. Ames, Iowa: Institute of Mathematical Statistics. 1978
-
(1978)
Directions in Time Series
, pp. 149-167
-
-
-
47
-
-
61849136856
-
Non-linear time series modelling
-
In D.F. Findley (ed.) With New York: Academic Press
-
With A. Andersen. Non-linear time series modelling. In D.F. Findley (ed.), Applied Time Series Analysis, pp. 25–38. New York: Academic Press. 1978
-
(1978)
Applied Time Series Analysis
, pp. 25-38
-
-
Andersen, A.1
-
48
-
-
26844516990
-
Nearer normality and some econometric models
-
Nearer normality and some econometric models. Econometrica 47, 781–784. 1979
-
(1979)
Econometrica
, vol.47
, pp. 781-784
-
-
-
49
-
-
0343853307
-
New classes of time-series models
-
New classes of time-series models. The Statistician 27, 237–253. 1979
-
(1979)
The Statistician
, vol.27
, pp. 237-253
-
-
-
50
-
-
0002811368
-
Seasonality: Causation, interpretation and implications
-
In A. Zellner (ed.) Economic Research Report ER-1, Bureau of the Census
-
Seasonality: Causation, interpretation and implications. In A. Zellner (ed.), Seasonal Analysis of Economic Time Series, pp. 33–40. Economic Research Report ER-1, Bureau of the Census. 1979
-
(1979)
Seasonal Analysis of Economic Time Series
, pp. 33-40
-
-
-
52
-
-
49249142636
-
Time series analysis of residuals from the St. Louis model
-
With
-
With R. Ashley. Time series analysis of residuals from the St. Louis model. Journal of Macroeconomics 1, 373–394. 1979
-
(1979)
Journal of Macroeconomics
, vol.1
, pp. 373-394
-
-
Ashley, R.1
-
55
-
-
0002143168
-
Experience with using the Box-Cox transformation when forecasting economic time series
-
With
-
With H.L. Nelson. Experience with using the Box-Cox transformation when forecasting economic time series. Journal of Econometrics 9, 57–69. 1979
-
(1979)
Journal of Econometrics
, vol.9
, pp. 57-69
-
-
Nelson, H.L.1
-
56
-
-
0018872157
-
Long-memory relationships and the aggregation of dynamic models
-
Long-memory relationships and the aggregation of dynamic models. Journal of Econometrics 14, 227–238. 1980
-
(1980)
Journal of Econometrics
, vol.14
, pp. 227-238
-
-
-
57
-
-
84986759736
-
The Role of Time Series Analysis in Econometrics
-
Some comments on In J. Kmenta & J.B. Ramsey (eds.) New York: Academic Press
-
Some comments on “The Role of Time Series Analysis in Econometrics.” In J. Kmenta & J.B. Ramsey (eds.), Evaluation of Econometric Models, pp. 339–341. New York: Academic Press. 1980
-
(1980)
Evaluation of Econometric Models
, pp. 339-341
-
-
-
58
-
-
85011470498
-
“Spectral Analysis” entry
-
Berlin: Gabler. Wirt-shaftswissenschaften In German
-
“Spectral Analysis” entry. In Handworterbuch derMathematischen. Berlin: Gabler. Wirt-shaftswissenschaften, vol. II. (In German.) 1980
-
(1980)
Handworterbuch derMathematischen
, vol.II
-
-
-
59
-
-
0011046885
-
Testing for causality, a personal viewpoint
-
Testing for causality, a personal viewpoint. Journal of Economic Dynamics and Control 2, 329–352. 1980
-
(1980)
Journal of Economic Dynamics and Control
, vol.2
, pp. 329-352
-
-
-
60
-
-
0000428582
-
Advertising and aggregate consumption: An analysis of causality
-
With
-
With R. Ashley & R. Schmalensee. Advertising and aggregate consumption: An analysis of causality. Econometrica 48, 1149–1168. 1980
-
(1980)
Econometrica
, vol.48
, pp. 1149-1168
-
-
Ashley, R.1
Schmalensee, R.2
-
61
-
-
84986792205
-
An introduction to long-memory time series
-
With
-
With R. Joyeux. An introduction to long-memory time series. Journal of Time Series Analysis 1, 15–30. 1980
-
(1980)
Journal of Time Series Analysis
, vol.1
, pp. 15-30
-
-
Joyeux, R.1
-
62
-
-
85011492783
-
The comparison of time series and econometric forecasting strategies
-
In J. Kmenta & J.B. Ramsey (eds.) Amsterdam: North-Holland
-
The comparison of time series and econometric forecasting strategies. In J. Kmenta & J.B. Ramsey (eds.), Large Scale Macro-Econometric Models, Theory and Practice, pp. 123–128. Amsterdam: North-Holland. 1981
-
(1981)
Large Scale Macro-Econometric Models, Theory and Practice
, pp. 123-128
-
-
-
63
-
-
49149136839
-
Some properties of time series data and their use in econometric model specification
-
supplement, Annals of Econometrics, edited by G.S. Maddala
-
Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16 (supplement, Annals of Econometrics, edited by G.S. Maddala), 121–130. 1981
-
(1981)
Journal of Econometrics
, vol.16
, pp. 121-130
-
-
-
64
-
-
84986791780
-
-
Acronyms in time series analysis (ATSA). Journal of Time Series Analysis 3, 103–107. 1982
-
(1982)
Journal of Time Series Analysis
, vol.3
, pp. 103-107
-
-
-
65
-
-
85011486378
-
The Econometric Analysis of Economic Time Series
-
Comments on by Hendry and Richard
-
Comments on “The Econometric Analysis of Economic Time Series,” by Hendry and Richard. International Statistical Review 51, 151–153. 1983
-
(1983)
International Statistical Review
, vol.51
, pp. 151-153
-
-
-
66
-
-
0004397272
-
Forecasting white noise
-
In A. Zellner (ed.) Washington, D.C.: U.S. Government Printing Office
-
Forecasting white noise. In A. Zellner (ed.), Applied Time Series Analysis of Economic Data, pp. 308–314. Washington, D.C.: U.S. Government Printing Office. 1983
-
(1983)
Applied Time Series Analysis of Economic Data
, pp. 308-314
-
-
-
67
-
-
0006024441
-
Generating mechanisms, models and causality
-
In W. Hildenbrand (ed.) New York: Cambridge University Press
-
Generating mechanisms, models and causality. In W. Hildenbrand (ed.), Advances in Econometrics. New York: Cambridge University Press. 1983
-
(1983)
Advances in Econometrics
-
-
-
68
-
-
0003164094
-
Time series analysis of error-correction model
-
in honor of T.W. Anderson In S. Karlin, T. Amemiya, & L.A. Goodman (eds.) With New York: Academic Press
-
With A. Weiss. Time series analysis of error-correction model. In S. Karlin, T. Amemiya, & L.A. Goodman (eds.), Studies in Econometrics, Time Series and Multivariate Statistics, in honor of T.W. Anderson, pp. 255–278. New York: Academic Press. 1983
-
(1983)
Studies in Econometrics, Time Series and Multivariate Statistics
, pp. 255-278
-
-
Weiss, A.1
-
69
-
-
0001928175
-
Applications of spectral analysis in econometrics
-
Time Series and Frequency Domain In D. Brillinger & P.R. Krishnaiah (eds.) With Amsterdam: North-Holland
-
With R. Engle. Applications of spectral analysis in econometrics. In D. Brillinger & P.R. Krishnaiah (eds.), Handbook of Statistics, vol. 3: Time Series and Frequency Domain, pp. 93–109. Amsterdam: North-Holland. 1984
-
(1984)
Handbook of Statistics
, vol.3
, pp. 93-109
-
-
Engle, R.1
-
70
-
-
0000350633
-
Combining competing forecasts of inflation using a bivariate ARCH model
-
With
-
With R. Engle & D. Kraft. Combining competing forecasts of inflation using a bivariate ARCH model. Journal of Economic Dynamics and Control 8, 151–165. 1984
-
(1984)
Journal of Economic Dynamics and Control
, vol.8
, pp. 151-165
-
-
Engle, R.1
Kraft, D.2
-
72
-
-
84984442855
-
Improved methods of combining forecasting
-
Edited with
-
Edited with R. Ramanathan. Improved methods of combining forecasting. Journal of Forecasting 3, 197–204. 1984
-
(1984)
Journal of Forecasting
, vol.3
, pp. 197-204
-
-
Ramanathan, R.1
-
73
-
-
0021521188
-
The billing cycle and weather variables in models of electricity sales
-
With
-
With K. Train, P. Ignelzi, R. Engle, & R. Ramanathan. The billing cycle and weather variables in models of electricity sales. Energy 9, 1061–1067. 1984
-
(1984)
Energy
, vol.9
, pp. 1061-1067
-
-
Train, K.1
Ignelzi, P.2
Engle, R.3
Ramanathan, R.4
-
74
-
-
70350147724
-
Time series and spectral methods in econometrics
-
In Z. Griliches & M.D. Intriligator (eds.) With Amsterdam: North-Holland
-
With M. Watson. Time series and spectral methods in econometrics. In Z. Griliches & M.D. Intriligator (eds.), Handbook of Econometrics, vol. 2, pp. 980–1022. Amsterdam: North-Holland. 1984
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 980-1022
-
-
Watson, M.1
-
75
-
-
85011464361
-
Rational Autoregressive Models
-
With University of California at San Diego
-
With A. Weiss. Rational Autoregressive Models. Working paper, University of California at San Diego. 1984
-
(1984)
Working paper
-
-
Weiss, A.1
-
76
-
-
0022183142
-
Two-step modelling for short term forecasting
-
In D.W. Bunn & E.D. Farmer (eds.) With New York: Wiley and Sons. (Russian translation, 1988
-
With R. Ramanathan & R. Engle. Two-step modelling for short term forecasting. In D.W. Bunn & E.D. Farmer (eds.), Comparative Models for Electrical Load Forecasting, pp. 131–158. New York: Wiley and Sons. (Russian translation, 1988). 1985
-
(1985)
Comparative Models for Electrical Load Forecasting
, pp. 131-158
-
-
Ramanathan, R.1
Engle, R.2
-
77
-
-
85011526950
-
Weather normalization of electricity sales
-
With
-
With R. Ramanathan, R. Engle, J. Price, P. Ignelzi, & K. Train. Weather normalization of electricity sales. In Proceedings of the EPRI Dallas Conference, “Short-Run Load Forecasting.”EPRI publication FA-4080. 1985
-
(1985)
In Proceedings of the EPRI Dallas Conference, “Short-Run Load Forecasting.”EPRI publication FA-4080
-
-
Ramanathan, R.1
Engle, R.2
Price, J.3
Ignelzi, P.4
Train, K.5
-
78
-
-
0346208190
-
Wholesale and retail prices: Bivariate time series modelling with forecastable error variances
-
In E. Kuh & R. Belsley (eds.) With Cambridge, Massachusetts: MIT Press
-
With R. Robins & R. Engle. Wholesale and retail prices: Bivariate time series modelling with forecastable error variances. In E. Kuh & R. Belsley (eds.), Model Reliability, pp. 1–16. Cambridge, Massachusetts: MIT Press. 1985
-
(1985)
Model Reliability
, pp. 1-16
-
-
Robins, R.1
Engle, R.2
-
79
-
-
84981566273
-
Developments in the study of co-integrated economic variables
-
Special issue on economic modelling with co-integrated variables.
-
Developments in the study of co-integrated economic variables. Oxford Bulletin of Economics and Statistics 48,213–228. (Special issue on economic modelling with co-integrated variables.) 1986
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, pp. 213-228
-
-
-
80
-
-
0012921755
-
Semi-parametric estimates of the relation between weather and electricity demand
-
With
-
With R. Engle, J. Rice, & A. Weiss. Semi-parametric estimates of the relation between weather and electricity demand. Journal of the American Statistical Association 81, 310–320. 1986
-
(1986)
Journal of the American Statistical Association
, vol.81
, pp. 310-320
-
-
Engle, R.1
Rice, J.2
Weiss, A.3
-
82
-
-
12144284837
-
Are economic variables really integrated of order one?
-
In I.B. MacNeill & G.J. Umphrey (eds.) Dordrecht: D. Reidel Publishing
-
Are economic variables really integrated of order one? In I.B. MacNeill & G.J. Umphrey (eds.), Time Series and Econometric Modelling, pp. 207–218. Dordrecht: D. Reidel Publishing. 1987
-
(1987)
Time Series and Econometric Modelling
, pp. 207-218
-
-
-
83
-
-
85011443219
-
Four essays for the New Palgrave Dictionary of Economics
-
J. Eat well, M. Milgate, & P. Newman (eds.) London: Macmillan Forecasting, vol. 2, pp. 396–398; Spectral analysis, vol. 4, pp. 435–437; Spurious regressions, vol. 4, pp. 444–445
-
Four essays for the New Palgrave Dictionary of Economics, J. Eat well, M. Milgate, & P. Newman (eds.). London: Macmillan (Causal inference, vol. 1, pp. 380–382; Forecasting, vol. 2, pp. 396–398; Spectral analysis, vol. 4, pp. 435–437; Spurious regressions, vol. 4, pp. 444–445). 1987
-
(1987)
Causal inference
, vol.1
, pp. 380-382
-
-
-
84
-
-
84974307326
-
Implications of aggregation with common factors
-
Implications of aggregation with common factors. Econometric Theory 3, 208–222. 1987
-
(1987)
Econometric Theory
, vol.3
, pp. 208-222
-
-
-
85
-
-
0000013567
-
Dynamic model specification with equilibrium constraints: Co-integration and error-correction
-
With
-
With R. Engle. Dynamic model specification with equilibrium constraints: Co-integration and error-correction. Econometrica 55, 251–276. 1987
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.1
-
86
-
-
0024779071
-
Trends in unit energy consumption: The performance of end-use models
-
With
-
With C.-M. Kuan, M. Mattson, & H. White. Trends in unit energy consumption: The performance of end-use models. Energy 14, 943–960. 1987
-
(1987)
Energy
, vol.14
, pp. 943-960
-
-
Kuan, C.-M.1
Mattson, M.2
White, H.3
-
87
-
-
84972437575
-
Predictive consequences of using conditioning on causal variables
-
With
-
With P. Thomson. Predictive consequences of using conditioning on causal variables. Economic Theory 3, 150–152. 1987
-
(1987)
Economic Theory
, vol.3
, pp. 150-152
-
-
Thomson, P.1
-
88
-
-
0003297017
-
Causality, cointegration and control
-
Causality, cointegration and control. Journal of Economic Dynamics and Control 12 (2/3), 551–560. 1988
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, Issue.2-3
, pp. 551-560
-
-
-
89
-
-
84884121336
-
Causality testing in a decision science
-
In B. Skyrms & W.K. Harper (eds.) Dordrecht: Kluwer Publishers
-
Causality testing in a decision science. In B. Skyrms & W.K. Harper (eds.), Causation, Change and Credence, pp. 3–22. Dordrecht: Kluwer Publishers. 1988
-
(1988)
Causation, Change and Credence
, pp. 3-22
-
-
-
90
-
-
84980305365
-
Comments on econometric methodology
-
Comments on econometric methodology. Economic Record 64, 327–330. 1988
-
(1988)
Economic Record
, vol.64
, pp. 327-330
-
-
-
91
-
-
85011434801
-
Introduction to Stochastic Process Having Equilibria as Simple Attractors: The Markov Case
-
University of California at San Diego, Economics Department
-
Introduction to Stochastic Process Having Equilibria as Simple Attractors: The Markov Case. Working paper 86–20, University of California at San Diego, Economics Department. 1988
-
(1988)
Working paper
-
-
-
92
-
-
84981467389
-
Models that generate trends
-
Models that generate trends. Journal of Time Series Analysis 9, 329–343. 1988
-
(1988)
Journal of Time Series Analysis
, vol.9
, pp. 329-343
-
-
-
93
-
-
28144459550
-
Some recent developments in a concept of causality
-
Some recent developments in a concept of causality. Journal of Econometrics 39, 199–212. 1988
-
(1988)
Journal of Econometrics
, vol.39
, pp. 199-212
-
-
-
94
-
-
85011462288
-
Where are the controversies in econometric methodology? In Modeling Economic Series, introductory chapter
-
Camp Arrowhead 1988
-
Where are the controversies in econometric methodology? In Modeling Economic Series, introductory chapter. Summary given at the Econometrics Workshop, Camp Arrowhead, 1988. 1988
-
(1988)
Summary given at the Econometrics Workshop
-
-
-
95
-
-
85011531374
-
Econometric forecasting —A brief survey of current and future techniques
-
In K. Land & S. Schneider (eds.) With Dordrecht: D. Reidel Publishing
-
With R. Engle. Econometric forecasting —A brief survey of current and future techniques. In K. Land & S. Schneider (eds.), Forecasting in the Social and Natural Sciences, pp. 117–140. Dordrecht: D. Reidel Publishing. 1988
-
(1988)
Forecasting in the Social and Natural Sciences
, pp. 117-140
-
-
Engle, R.1
-
96
-
-
84984516669
-
Combining forecasts-Twenty years later
-
Special issue on combining forecasts
-
Combining forecasts-Twenty years later. Journal of Forecasting 8, 167–174. (Special issue on combining forecasts.) 1989
-
(1989)
Journal of Forecasting
, vol.8
, pp. 167-174
-
-
-
97
-
-
38249025912
-
Combining short and long-run forecasts: An application of seasoned co-integration to monthly electricity sales forecasting
-
With
-
With R. Engle & J. Hallman. Combining short and long-run forecasts: An application of seasoned co-integration to monthly electricity sales forecasting. Journal of Econometrics 40, 45–62. 1989
-
(1989)
Journal of Econometrics
, vol.40
, pp. 45-62
-
-
Engle, R.1
Hallman, J.2
-
98
-
-
84986349431
-
Investigation of production, sales and inventory relationship using multicointegration and nonsymmetric error correction models
-
With
-
With T.-H. Lee. Investigation of production, sales and inventory relationship using multicointegration and nonsymmetric error correction models. Journal of Applied Econometrics 4, S145-S159. 1989
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. S145-S159
-
-
Lee, T.-H.1
-
99
-
-
38249026075
-
Interval forecasting: An analysis based upon ARCH-quantile estimators
-
With
-
With H. White & M. Kamstra. Interval forecasting: An analysis based upon ARCH-quantile estimators. Journal of Econometrics 40, 87–96. 1989
-
(1989)
Journal of Econometrics
, vol.40
, pp. 87-96
-
-
White, H.1
Kamstra, M.2
-
100
-
-
84925744932
-
Aggregation of time series variables—A survey
-
In T. Barker & H. Pesaran (eds.) London: Routledge
-
Aggregation of time series variables—A survey. In T. Barker & H. Pesaran (eds.), Disaggregation in Econometric Modelling, pp. 17–34. London: Routledge. 1990
-
(1990)
Disaggregation in Econometric Modelling
, pp. 17-34
-
-
-
101
-
-
85011515461
-
Some recent generalizations of cointegration and the analysis of long-run relationship
-
Translated into Spanish
-
Some recent generalizations of cointegration and the analysis of long-run relationship. Caudernos Economics (Madrid) 44, 43–52. (Translated into Spanish.) 1990
-
(1990)
Caudernos Economics (Madrid)
, vol.44
, pp. 43-52
-
-
-
103
-
-
0001975872
-
Multicointegration
-
In T. Fomby (ed.) With Greenwich, Connecticut: JAI Press
-
With T.H. Lee. Multicointegration. In T. Fomby (ed.), Advances in Econometrics, vol. 8, pp. 17–84. Greenwich, Connecticut: JAI Press. 1990
-
(1990)
Advances in Econometrics
, vol.8
, pp. 17-84
-
-
Lee, T.H.1
-
104
-
-
0000342989
-
Reasonable extreme bounds
-
With
-
With H. Urlig. Reasonable extreme bounds. Journal of Econometrics 44, 159–170. 1990
-
(1990)
Journal of Econometrics
, vol.44
, pp. 159-170
-
-
Urlig, H.1
-
105
-
-
0000726126
-
Developments in the nonlinear analysis of economic series
-
Developments in the nonlinear analysis of economic series. Scandinavian Journal of Economics 93, 263–276. 1991
-
(1991)
Scandinavian Journal of Economics
, vol.93
, pp. 263-276
-
-
-
106
-
-
85011455636
-
Reducing self-interest and improving the relevance of economics research
-
Uppsala, Sweden In D. Prawitz, E. Skyms, & P. Westershal (eds.) Amsterdam: Elsevier
-
Reducing self-interest and improving the relevance of economics research. In D. Prawitz, E. Skyms, & P. Westershal (eds.), Proceedings of the 9th International Conference of Logic, Methodology and Philosophy of Science, Uppsala, Sweden, pp. 763–788. Amsterdam: Elsevier. 1991
-
(1991)
Proceedings of the 9th International Conference of Logic, Methodology and Philosophy of Science
, pp. 763-788
-
-
-
107
-
-
20444402896
-
Time series econometrics
-
In D. Greenaway et al. (eds.) London: Routledge
-
Time series econometrics. In D. Greenaway et al. (eds.), Companion to Contemporary Economic Thought, pp. 559–573. London: Routledge. 1991
-
(1991)
Companion to Contemporary Economic Thought
, pp. 559-573
-
-
-
109
-
-
84981435684
-
Nonlinear transformations of integrated time series
-
With
-
With J. Hallman. Nonlinear transformations of integrated time series. Journal of Time Series Analysis 12, 207–224. 1991
-
(1991)
Journal of Time Series Analysis
, vol.12
, pp. 207-224
-
-
Hallman, J.1
-
110
-
-
0039604885
-
An introduction to time-varying parameter cointegration
-
In P. Hackl & A. Westlund (eds.) With New York: Springer-Verlag
-
With H.S. Lee. An introduction to time-varying parameter cointegration. In P. Hackl & A. Westlund (eds.) Economic Structural Changes, pp. 139–158. New York: Springer-Verlag. 1991
-
(1991)
Economic Structural Changes
, pp. 139-158
-
-
Lee, H.S.1
-
111
-
-
44049123716
-
Evaluating economic theory
-
Guest editorial
-
Evaluating economic theory. Journal of Econometrics 51, 3–5. (Guest editorial.) 1992
-
(1992)
Journal of Econometrics
, vol.51
, pp. 3-5
-
-
-
112
-
-
38249013419
-
Forecasting stock market prices—Lessons for forecasters
-
Forecasting stock market prices—Lessons for forecasters. International Journal of Forecasting 8, 3–13. 1992
-
(1992)
International Journal of Forecasting
, vol.8
, pp. 3-13
-
-
-
113
-
-
85011522062
-
Comments on two papers concerning Chaos and Statistics by Chatterjee and Yilmarz and by Berliner
-
Comments on two papers concerning Chaos and Statistics by Chatterjee and Yilmarz and by Berliner. Statistical Science 7, 69–122. 1992
-
(1992)
Statistical Science
, vol.7
, pp. 69-122
-
-
-
114
-
-
38249010733
-
Comments on the evaluation of policy models
-
With Reprinted in Testing Exogeneity, edited by N.R. Ericsson & J.S. Irons, Oxford University Press, Oxford, 1995
-
With M. Deutsch. Comments on the evaluation of policy models. Journal of Policy Modelling 14, 497–516. (Reprinted in Testing Exogeneity, edited by N.R. Ericsson & J.S. Irons, Oxford University Press, Oxford, 1995.) 1992
-
(1992)
Journal of Policy Modelling
, vol.14
, pp. 497-516
-
-
Deutsch, M.1
-
115
-
-
85011488971
-
Experiments in modelling relationships between nonlinear time series
-
In M. Casdagli & S. Eubank (eds.) With Redwood City, California: Addison-Wesley
-
With T. TerSsvirta. Experiments in modelling relationships between nonlinear time series. In M. Casdagli & S. Eubank (eds.), Nonlinear Modelling and Forecasting, pp. 189–198. Redwood City, California: Addison-Wesley. 1992
-
(1992)
Nonlinear Modelling and Forecasting
, pp. 189-198
-
-
TerSsvirta, T.1
-
117
-
-
85011522063
-
Using the correlation exponent to decide if an economic series is chaotic
-
With Reprinted in Nonlinear Dynamics, Chaos, and Econometrics, edited by M.H. Peseran & S.M. Potter, J. Wiley, Chichester, 1993
-
With T. Liu & W. Heller. Using the correlation exponent to decide if an economic series is chaotic. Journal of Applied Econometrics 7S, 525–540. (Reprinted in Nonlinear Dynamics, Chaos, and Econometrics, edited by M.H. Peseran & S.M. Potter, J. Wiley, Chichester, 1993.) 1992
-
(1992)
Journal of Applied Econometrics
, vol.7S
, pp. 525-540
-
-
Liu, T.1
Heller, W.2
-
118
-
-
84979400200
-
The Limitations of Comparing Mean Square Forecast Errors
-
Comment on by M.P. Clements and D.F. Hendry
-
Comment on “The Limitations of Comparing Mean Square Forecast Errors,” by M.P. Clements and D.F. Hendry. Journal of Forecasting 12, 651–652. 1993
-
(1993)
Journal of Forecasting
, vol.12
, pp. 651-652
-
-
-
119
-
-
84952227394
-
Testing for Common Features
-
Comment on by R.F. Engle & Sharon Kozicki
-
Comment on “Testing for Common Features” by R.F. Engle & Sharon Kozicki. Journal of Business and Economic Statistics II, 384–385. 1993
-
(1993)
Journal of Business and Economic Statistics
, vol.II
, pp. 384-385
-
-
-
120
-
-
0040209672
-
Implications of seeing economic variables through an aggregation window
-
Implications of seeing economic variables through an aggregation window. Ricerche Economiche 47, 269–279. 1993
-
(1993)
Ricerche Economiche
, vol.47
, pp. 269-279
-
-
-
123
-
-
84984416383
-
Strategies for modelling nonlinear time series relationships
-
Strategies for modelling nonlinear time series relationships. Economic Record 60, 233–238. 1993
-
(1993)
Economic Record
, vol.60
, pp. 233-238
-
-
-
124
-
-
0005684469
-
What are we learning about the long-run?
-
What are we learning about the long-run? Economic Journal 103, 307–317. 1993
-
(1993)
Economic Journal
, vol.103
, pp. 307-317
-
-
-
125
-
-
0041059062
-
A long memory property of stock market returns and a new model
-
With Z. Ding & R. Engle. A long memory property of stock market returns and a new model. Journal of Empirical Finance 1, 83–106. 1993
-
(1993)
Journal of Empirical Finance
, vol.1
, pp. 83-106
-
-
Ding, W.Z.1
Engle, R.2
-
126
-
-
44949269299
-
Seasonal cointegration: The Japanese consumption function
-
With 1961.1–987.4
-
With R. Engle, S. Hylleberg, & H.S. Lee. Seasonal cointegration: The Japanese consumption function, 1961.1–987.4. Journal of Econometrics 55, 275–298. 1993
-
(1993)
Journal of Econometrics
, vol.55
, pp. 275-298
-
-
Engle, R.1
Hylleberg, S.2
Lee, H.S.3
-
127
-
-
38249003254
-
Some generalizations of the algebra of 1(1) processes
-
With
-
With L. Ermini. Some generalizations of the algebra of 1(1) processes. Journal of Econometrics 58, 369–384. 1993
-
(1993)
Journal of Econometrics
, vol.58
, pp. 369-384
-
-
Ermini, L.1
-
129
-
-
0040597143
-
The effect of aggregation on nonlinearity
-
In R. Mariano (ed.) With Greenwich, Connecticut: JAI Press
-
With T.-H. Lee. The effect of aggregation on nonlinearity. In R. Mariano (ed.), Advances in Statistical Analysis and Statistical Computing, vol. 3. Greenwich, Connecticut: JAI Press. 1993
-
(1993)
Advances in Statistical Analysis and Statistical Computing
, vol.3
-
-
Lee, T.-H.1
-
130
-
-
43949168783
-
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
-
With
-
With T.-H. Lee & H. White. Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests. Journal of Econometrics, 56, 269–290. 1993
-
(1993)
Journal of Econometrics
, vol.56
, pp. 269-290
-
-
Lee, T.-H.1
White, H.2
-
131
-
-
0000601538
-
Modelling non-linearity over the business cycle
-
In J. Stock & M. Watson (eds.) With National Bureau of Economic Research. Chicago: University of Chicago Press
-
WithT. Terasvirta&H. Anderson. Modelling non-linearity over the business cycle. In J. Stock & M. Watson (eds.), Business Cycles, Indicators, and Forecasting, pp. 311–325. National Bureau of Economic Research. Chicago: University of Chicago Press. 1993
-
(1993)
Business Cycles, Indicators, and Forecasting
, pp. 311-325
-
-
Terasvirta, T.1
Anderson, H.2
-
133
-
-
0010849287
-
Is chaotic economic theory relevant for economics? A review essay
-
Is chaotic economic theory relevant for economics? A review essay. Journal of International and Comparative Economics 3, 139–145. 1994
-
(1994)
Journal of International and Comparative Economics
, vol.3
, pp. 139-145
-
-
-
134
-
-
38349177976
-
Some comments on empirical investigations involving cointegration
-
Some comments on empirical investigations involving cointegration. Econometric Review 32, 345–350. 1994
-
(1994)
Econometric Review
, vol.32
, pp. 345-350
-
-
-
135
-
-
1542457300
-
Some recent textbooks in econometrics
-
Book review
-
Some recent textbooks in econometrics. Journal of Economic Literature 32, 115–122. (Book review.) 1994
-
(1994)
Journal of Economic Literature
, vol.32
, pp. 115-122
-
-
-
138
-
-
84979347161
-
Forecasting from non-linear models in practice
-
With
-
With J.-L. Lin. Forecasting from non-linear models in practice. Journal of Forecasting 13, 1–10. 1994
-
(1994)
Journal of Forecasting
, vol.13
, pp. 1-10
-
-
Lin, J.-L.1
-
139
-
-
84981441535
-
Using the mutual information coefficient to identify lags in non-linear models
-
With
-
With J.-L. Lin. Using the mutual information coefficient to identify lags in non-linear models. Journal of Time Series Analysis 15, 371–384. 1994
-
(1994)
Journal of Time Series Analysis
, vol.15
, pp. 371-384
-
-
Lin, J.-L.1
-
140
-
-
0009249854
-
Non-linear relationships between extended memory series
-
Non-linear relationships between extended memory series. Econometrica 63, 265–279. 1995
-
(1995)
Econometrica
, vol.63
, pp. 265-279
-
-
-
141
-
-
84952524237
-
Estimation of common long-memory components in cointegrated systems
-
With
-
With J. Gonzalo. Estimation of common long-memory components in cointegrated systems. Journal of Business and Economic Statistics 13, 27–36. 1995
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 27-36
-
-
Gonzalo, J.1
-
142
-
-
0000600527
-
Comments on testing economic theories and the use of model selection criteria
-
With
-
With M. King & H. White. Comments on testing economic theories and the use of model selection criteria. Journal of Econometrics 67, 173–188. 1995
-
(1995)
Journal of Econometrics
, vol.67
, pp. 173-188
-
-
King, M.1
White, H.2
-
143
-
-
84974143133
-
Causality in the long-run
-
With
-
With J.-L. Lin. Causality in the long-run. Econometric Theory 11, 530–536. 1995
-
(1995)
Econometric Theory
, vol.11
, pp. 530-536
-
-
Lin, J.-L.1
-
144
-
-
0038378725
-
Systemic sampling, temporal aggregation, seasonal adjustment and cointegration
-
With
-
With P. Siklos. Systemic sampling, temporal aggregation, seasonal adjustment and cointegration. Journal of Econometrics 66, 357–369. 1995
-
(1995)
Journal of Econometrics
, vol.66
, pp. 357-369
-
-
Siklos, P.1
-
145
-
-
85011483026
-
Nonlinear time series
-
In R. Engle & D. McFadden (eds.) With Amsterdam: North-Holland
-
With T. Terasvirta & D. Tjostheim. Nonlinear time series. In R. Engle & D. McFadden (eds.), Handbook of Econometrics, vol. 4. Amsterdam: North-Holland. 1995
-
(1995)
Handbook of Econometrics
, vol.4
-
-
Terasvirta, T.1
Tjostheim, D.2
-
146
-
-
85011481172
-
Comments on Determining Causal Ordering in Economics”
-
by S. LeRoy. In K.D. Hooper (ed.) Boston: Kluwer Publisher
-
Comments on Determining Causal Ordering in Economics” by S. LeRoy. In K.D. Hooper (ed.), Macroeconomics: Developments, Tensions, and Prospects, pp. 229–233. Boston: Kluwer Publisher. 1996
-
(1996)
Macroeconomics: Developments, Tensions, and Prospects
, pp. 229-233
-
-
-
147
-
-
0001250871
-
Modeling volatility persistence of speculative returns
-
With
-
With Z. Ding. Modeling volatility persistence of speculative returns. Journal of Econometrics 73, 185–216. 1996
-
(1996)
Journal of Econometrics
, vol.73
, pp. 185-216
-
-
Ding, Z.1
-
148
-
-
0002626689
-
Varieties of long-memory models
-
With Special issue on long-memory models.
-
With Z. Ding. Varieties of long-memory models. Journal of Econometrics 73, 61–78.\(Special issue on long-memory models.) 1996
-
(1996)
Journal of Econometrics
, vol.73
, pp. 61-78
-
-
Ding, Z.1
-
149
-
-
17644378128
-
Further developments in the study of cointegrated variables
-
With
-
With N. Swanson. Further developments in the study of cointegrated variables. Oxford Bulletin of Economics and Statistics 58, 537–554. 1996
-
(1996)
Oxford Bulletin of Economics and Statistics
, vol.58
, pp. 537-554
-
-
Swanson, N.1
-
150
-
-
0039197827
-
Can we improve the perceived quality of economic forecasts?
-
Can we improve the perceived quality of economic forecasts? Applied Econometrics II, 455–474. 1996
-
(1996)
Applied Econometrics
, vol.II
, pp. 455-474
-
-
-
151
-
-
0001790708
-
Some properties of absolute return. An alternative measure of risk
-
With
-
With Z. Ding. Some properties of absolute return. An alternative measure of risk. Annates d'Economie et de Statistique 40, 67–92. 1996
-
(1996)
Annates d'Economie et de Statistique
, vol.40
, pp. 67-92
-
-
Ding, Z.1
-
152
-
-
85011487037
-
“Granger Causality” entry
-
Dordrecht: Edward Elgar Publishers
-
“Granger Causality” entry. In Encyclopedia of Economic Methodology. Dordrecht: Edward Elgar Publishers.
-
Encyclopedia of Economic Methodology
-
-
-
155
-
-
85011520650
-
On modeling the long run in applied economics
-
On modeling the long run in applied economics. Economic Journal.
-
Economic Journal
-
-
-
158
-
-
85011511754
-
Stylized facts on the temporal and distributional properties of daily data from speculative markets
-
With
-
With Z. Ding. Stylized facts on the temporal and distributional properties of daily data from speculative markets. International Journal of Economics.
-
International Journal of Economics
-
-
Ding, Z.1
-
165
-
-
85011499387
-
Estimating and forecasting quantiles with asymmetric least squares
-
With
-
With C.-Y. Sin. Estimating and forecasting quantiles with asymmetric least squares. Journal of Econometrics.
-
Journal of Econometrics
-
-
Sin, C.-Y.1
-
168
-
-
0001209275
-
On the price consciousness of consumers
-
With
-
With A. Gabor. On the price consciousness of consumers. Applied Statistics 10, 170–188. 1961
-
(1961)
Applied Statistics
, vol.10
, pp. 170-188
-
-
Gabor, A.1
-
169
-
-
0002438485
-
Price sensitivity of the consumer
-
With Reprinted in Readings in Marketing Research, edited by K. Cox, New York, 1967
-
With A. Gabor. Price sensitivity of the consumer. Journal of Advertising Research 4, 40–44. (Reprinted in Readings in Marketing Research, edited by K. Cox, New York, 1967.) 1964
-
(1964)
Journal of Advertising Research
, vol.4
, pp. 40-44
-
-
Gabor, A.1
-
170
-
-
84909523382
-
Price as an indicator of quality
-
With
-
With A. Gabor. Price as an indicator of quality. Scientific Business August, 43–70. 1965
-
(1965)
Scientific Business August
, pp. 43-70
-
-
Gabor, A.1
-
171
-
-
0000024753
-
The pricing of new products
-
With
-
With A. Gabor. The pricing of new products. Scientific Business August, 3–12. 1965
-
(1965)
Scientific Business August
, pp. 3-12
-
-
Gabor, A.1
-
172
-
-
0142004108
-
The attitude of the consumer to prices
-
In B. Taylor & G. Wills (eds.) With London: Staples
-
With A. Gabor. The attitude of the consumer to prices. In B. Taylor & G. Wills (eds.) Pricing Strategy, pp. 132–151. London: Staples. 1969
-
(1969)
Pricing Strategy
, pp. 132-151
-
-
Gabor, A.1
-
173
-
-
84947013448
-
The influence of price differences on brand shares and switching
-
With
-
With A.P. Sowter & A. Gabor. The influence of price differences on brand shares and switching. British Journal of Marketing Winter, 223–230. 1969
-
(1969)
British Journal of Marketing Winter
, pp. 223-230
-
-
Sowter, A.P.1
Gabor, A.2
-
174
-
-
0347759269
-
Real and hypothetical shop situations in market research
-
With
-
With A. Gabor & A.P. Sowter. Real and hypothetical shop situations in market research. Journal of Marketing Research 7, 355–359. 1970
-
(1970)
Journal of Marketing Research
, vol.7
, pp. 355-359
-
-
Gabor, A.1
Sowter, A.P.2
-
176
-
-
84954738878
-
The effect of price on choice: A theoretical and empirical investigation
-
With
-
With A.P. Sowter & A. Gabor. The effect of price on choice: A theoretical and empirical investigation. Applied Economics 3, 167–182. 1971
-
(1971)
Applied Economics
, vol.3
, pp. 167-182
-
-
Sowter, A.P.1
Gabor, A.2
-
177
-
-
85011443893
-
Consumers' attitude to package size and price: Report on an experiment
-
With
-
With A. Billson. Consumers' attitude to package size and price: Report on an experiment. Journal of Marketing Research 9. 1972
-
(1972)
Journal of Marketing Research
, vol.9
-
-
Billson, A.1
-
178
-
-
0013217962
-
Ownership and acquisition of consumer durables
-
With
-
With A. Gabor. Ownership and acquisition of consumer durables. European Journal of Marketing 6 (4), 234–248. 1972
-
(1972)
European Journal of Marketing
, vol.6
, Issue.4
, pp. 234-248
-
-
Gabor, A.1
-
179
-
-
85011484884
-
Developing an effective pricing policy
-
In L.W. Rodger (ed.) With London: Cassell
-
With A. Gabor. Developing an effective pricing policy. In L.W. Rodger (ed.), Marketing Concepts and Strategies in the Next Decade, pp. 171–194. London: Cassell. 1973
-
(1973)
Marketing Concepts and Strategies in the Next Decade
, pp. 171-194
-
-
Gabor, A.1
-
180
-
-
85011508528
-
Technical appendix
-
In A. Gabor (ed.) London: Hcinneman Press. (French edition, 1981; second edition, 1985; Japanese edition, 1987
-
Technical appendix. In A. Gabor (ed.) Pricing—Principles and Practice, pp. 325–336. London: Hcinneman Press. (French edition, 1981; second edition, 1985; Japanese edition, 1987.) 1977
-
(1977)
Pricing—Principles and Practice
, pp. 325-336
-
-
-
182
-
-
84977315716
-
The random-walk hypothesis of stock market behavior
-
With Reprinted in Frontiers of Investment Analysis, 2nd ed., edited by E. Bruce Fredrikson, Intext Educational Publisher, 1971
-
With M.D. Godfrey & O. Morgenstern. The random-walk hypothesis of stock market behavior. Kyklos 17, 1–30. (Reprinted in Frontiers of Investment Analysis, 2nd ed., edited by E. Bruce Fredrikson, Intext Educational Publisher, 1971.) 1964
-
(1964)
Kyklos
, vol.17
, pp. 1-30
-
-
Godfrey, M.D.1
Morgenstern, O.2
-
183
-
-
84979319562
-
Spectral analysis of New York stock market prices
-
With Reprinted in Random Character of Stock Market Prices, edited by P.H. Cootner, MIT Press, Cambridge, Massachusetts, 1964
-
With O. Morgenstern. Spectral analysis of New York stock market prices. Kyklos 16, 1–27. (Reprinted in Random Character of Stock Market Prices, edited by P.H. Cootner, MIT Press, Cambridge, Massachusetts, 1964.) 1964
-
(1964)
Kyklos
, vol.16
, pp. 1-27
-
-
Morgenstern, O.1
-
184
-
-
0009029069
-
Some aspects of the random-walk model of stock market prices
-
Some aspects of the random-walk model of stock market prices. International Economic Review 9. 1968
-
(1968)
International Economic Review
, vol.9
-
-
-
185
-
-
85011484411
-
What the random walk model does NOT say. Financial Analysis Journal May-June
-
edited by B. Taylor, Elek Books, London, 1970
-
What the random walk model does NOT say. Financial Analysis Journal May-June. (Reprinted in Investment Analysis and Portfolio Management, edited by B. Taylor, Elek Books, London, 1970.) 1970
-
(1970)
Reprinted in Investment Analysis and Portfolio Management
-
-
-
186
-
-
85011508014
-
The interdependence of stock prices around the world: Is it a myth?
-
July-August
-
The interdependence of stock prices around the world: Is it a myth? Money Manager July-August, 25–27. 1971
-
(1971)
Money Manager
, pp. 25-27
-
-
-
187
-
-
85011481146
-
Empirical studies in capital markets: A survey
-
In G. Szego & K. Shell (eds.) Amsterdam: North-Holland
-
Empirical studies in capital markets: A survey. In G. Szego & K. Shell (eds.). Mathematical Methods in Investment and Finance. Amsterdam: North-Holland. 1972
-
(1972)
Mathematical Methods in Investment and Finance
-
-
-
189
-
-
85011484798
-
Random walk, market model and relative strength—A synthesis
-
Organized by the Institute of Mathematics and Its Applications
-
Random walk, market model and relative strength—A synthesis. In Proceedings of the Conference Mathematics in the Stock Market. Organized by the Institute of Mathematics and Its Applications. 1972
-
(1972)
Proceedings of the Conference Mathematics in the Stock Market
-
-
-
190
-
-
84993899467
-
The gold sovereign market in Greece—An unusual speculative market
-
With
-
With N.A. Niarchos. The gold sovereign market in Greece—An unusual speculative market. Journal of Finance 27, 1127–1135. 1972
-
(1972)
Journal of Finance
, vol.27
, pp. 1127-1135
-
-
Niarchos, N.A.1
-
191
-
-
84910224284
-
Some consequences of the valuation model when expectations are taken to be optimum forecasts
-
Some consequences of the valuation model when expectations are taken to be optimum forecasts. Journal of Finance 30, 135–145. 1975
-
(1975)
Journal of Finance
, vol.30
, pp. 135-145
-
-
-
192
-
-
0346491516
-
A survey of empirical studies in capital markets
-
In E.J. Elton & M. Gruber (eds.) North-Holland. (Updated version of Granger, in Mathematical Methods in Investment and Finance, edited by G. Szego & K. Shell, 1972
-
A survey of empirical studies in capital markets. In E.J. Elton & M. Gruber (eds.), International Capital Markets, pp. 3–36. North-Holland. (Updated version of Granger, in Mathematical Methods in Investment and Finance, edited by G. Szego & K. Shell, 1972). 1975
-
(1975)
International Capital Markets
, pp. 3-36
-
-
-
194
-
-
85011499366
-
Forecasting stock market prices
-
Madrid, Spain
-
Forecasting stock market prices. Public lecture, issued by Fundacion BBr, Madrid, Spain. 1993
-
(1993)
Public lecture, issued by Fundacion BBr
-
-
-
195
-
-
2142747579
-
Estimating the probability of flooding on a tidal river
-
Estimating the probability of flooding on a tidal river. Journal of the Institution of Water Engineers 13, 165–174. 1959
-
(1959)
Journal of the Institution of Water Engineers
, vol.13
, pp. 165-174
-
-
-
196
-
-
85011499355
-
The teaching of mathematics to students of economics both at school and university
-
The teaching of mathematics to students of economics both at school and university. Economics 3. 1963
-
(1963)
Economics
, vol.3
-
-
-
198
-
-
0000830793
-
A controlled trial of authoritarian and self-government regimes with adolescent psychopaths
-
With
-
With M. Craft & G. Stephenson. A controlled trial of authoritarian and self-government regimes with adolescent psychopaths. American Journal of Orthopsychiatry 34, 543–554. 1964
-
(1964)
American Journal of Orthopsychiatry
, vol.34
, pp. 543-554
-
-
Craft, M.1
Stephenson, G.2
-
199
-
-
0002739557
-
The relationship between severity of personality disorder and certain adverse childhood influences
-
With
-
With M. Craft & G. Stephenson. The relationship between severity of personality disorder and certain adverse childhood influences. British Journal of Psychiatry 110, 392–396. 1964
-
(1964)
British Journal of Psychiatry
, vol.110
, pp. 392-396
-
-
Craft, M.1
Stephenson, G.2
-
201
-
-
0041187734
-
Two-sample tests for differences in mean —Results of a simulation study
-
With
-
With H. Neave. Two-sample tests for differences in mean —Results of a simulation study. Technometrics 10, 509–522. 1968
-
(1968)
Technometrics
, vol.10
, pp. 509-522
-
-
Neave, H.1
-
202
-
-
0041113776
-
Tendency towards normality of linear combinations of random variables
-
Tendency towards normality of linear combinations of random variables. Metrika 23, 237–248. 1977
-
(1977)
Metrika
, vol.23
, pp. 237-248
-
-
|