Newbold, Paul
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Incoming Resources
- Contributor of10
- Spurious break
- Spurious break
- Forecasting economic time series, C.W.J. Granger, Paul Newbold
- Testing for unit-roots with breaks, evidence on the Great Crash and the unit-root hypothesis reconsidered
- Spurious rejections by Perron tests in the presence of a misplaced or second break under the null
- A direct test for cointegration between a pair of time series
- Asymptotic mean squared forecast error when an autoregression with linear trend is fitted to data generated with an I(0) or I(1) process
- Unit root tests with a break in variance
- Consistent estimation of the number of breaks with dependent errors
- Unit root tests based on inequality-restricted estimators
- Creator of5
- Statistics for business and economics, Paul Newbold, William L. Carlson, Betty M. Thorne
- Testing seasonality and efficiency in commodity futures markets
- Futures markets efficiency, evidence from unevenly spaced contracts
- Statistics for business and economics /, Paul Newbold, William L. Carlson, Betty M. Thorne
- Stochastic parameter regression models, Paul Newbold, Theodore Bos