John W. Galbraith

发表

Linear Transformations, Error Correction, and the Long Run in Dynamic Regression

David F. Hendry, Juan J. Dolado, Anindya Banerjee, 1993 .

Modelling Expectations Formation with Measurement Errors

John W. Galbraith, 1988 .

Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids

John W. Galbraith, Luca Iuliani, J. Galbraith, 2019, Int. J. Crit. Infrastructure Prot..

Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes

John W. Galbraith, Serguei Zernov, Victoria Zinde-Walsh, 2009, J. Multivar. Anal..

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

David F. Hendry, Juan J. Dolado, Anindya Banerjee, 1993, Advanced texts in econometrics.

On some simple, autoregression-based estimation and identification techniques for ARMA models

John W. Galbraith, Victoria Zinde-Walsh, J. Galbraith, 1997 .

Recursive and sequential tests for unít roots and structural breaks in long annual GNP series

Anindya Banerjee, John W. Galbraith, A. Banerjee, 1990 .

Transforming the error-components model for estimation with general ARMA disturbances

John W. Galbraith, Victoria Zinde-Walsh, 1995 .

Nowcasting with payments system data

John W. Galbraith, Greg Tkacz, Greg Tkacz, 2017 .

Nowcasting GDP with electronic payments data

John W. Galbraith, Greg Tkacz, Greg Tkacz, 2015 .

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

Aman Ullah, John W. Galbraith, Victoria Zinde-Walsh, 2002 .

REDUCED-DIMENSION CONTROL REGRESSION

John W. Galbraith, Victoria Zinde-Walsh, J. Galbraith, 2006 .

Electronic Transactions as High-Frequency Indicators of Economic Activity

John W. Galbraith, Greg Tkacz, J. Galbraith, 2007 .

Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs

John W. Galbraith, J. Galbraith, Robert D. Cairns, 1990 .

Inference about trends in global temperature data

John W. Galbraith, C. Green, Christopher Green, 1992 .

Content horizons for univariate time-series forecasts

John W. Galbraith, J. Galbraith, 2003 .

Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

Anindya Banerjee, David F. Hendry, Juan J. Dolado, 1996 .

Content horizons for conditional variance forecasts

John W. Galbraith, Turgut Kıṣınbay, Turgut Kıṣınbay, 2005 .

Autoregression-Based Estimators for ARFIMA Models

John W. Galbraith, Victoria Zinde-Walsh, 2001 .

Nonparametric Regression Estimation using Weak Separability

Rosa L. Matzkin, John W. Galbraith, P. Robinson, 2001 .

Forecasting Some Low-Predictability Time Series Using Diffusion Indices

John W. Galbraith, Bryan Campbell, M. Brisson, 2003 .

Information Content of Volatility Forecasts at Medium-term Horizons

John W. Galbraith, Turgut Kıṣınbay, John W. Galbraith, 2002 .

Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations

John W. Galbraith, J. Galbraith, Victoria Zinde-Walsh, 2001 .

Série Scientifique Scientific Series Forecasting Some Low-predictability Time Series Using Diffusion Indices Forecasting Some Low-predictability Time Series Using Diffusion Indices *

John W. Galbraith, Bryan Campbell, M. Brisson, 2022 .

Credit Rationing and Threshold Effects in the Relation between Money and Output

John W. Galbraith, 1996 .

Three essays on trade, growth, and capital mobility across countries: evidence from panel data

John W. Galbraith, Victoria Zinde-Walsh, T. Rakovski, 2009 .

Série Scientifique Scientific Series Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

John W. Galbraith, S. Zernov, Victoria Zinde-Walsh, 2022 .

Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information

John W. Galbraith, J. Galbraith, Douglas J. Hodgson, 2018, Econometrics.

Statistical prediction of art prices at auction

John W. Galbraith, J. Galbraith, Douglas J. Hodgson, 2015 .

Testing for a Unit Root

John W. Galbraith, J. Galbraith, D. Hendry, 1993 .

Extreme dependence in the NASDAQ and S&P 500 composite indexes

John W. Galbraith, J. Galbraith, S. Zernov, 2009 .

Consumers' Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data

John W. Galbraith, J. Galbraith, D. Bounie, 2020, SSRN Electronic Journal.

Simple and Reliable Estimators of Coefficients of Interest in a Model With High-Dimensional Confounding Effects

John W. Galbraith, J. Galbraith, Victoria Zinde-Walsh, 2020 .

Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data

John W. Galbraith, J. Galbraith, Greg Tkacz, 2013 .

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

John W. Galbraith, J. Galbraith, Jean-Marie Dufour, 2015 .

Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters

John W. Galbraith, J. Galbraith, Douglas J. Hodgson, 2015 .

Série Scientifique Scientific Series Analyzing Economic Effects of Extreme Events Using Debit and Payments System Data

John W. Galbraith, J. Galbraith, Greg Tkacz, 2022 .

Série Scientifique Scientific Series Forecasting Some Low-predictability Time Series Using Diffusion Indices Forecasting Some Low-predictability Time Series Using Diffusion Indices *

John W. Galbraith, J. Galbraith, Bryan Campbell, 2022 .

Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts

Simon van Norden, John W. Galbraith, J. Galbraith, 2012 .

Nonparametric Tests of the Unbiasedness of Olympic Figure‐Skating Judgments

John W. Galbraith, Bryan Campbell, 1996 .

A Test of the Importance of Tactical Voting: Great Britain, 1987

John W. Galbraith, J. Galbraith, Nicol C. Rae, 1989, British Journal of Political Science.

SUR Models with Integrated Regressors

Alan T. K. Wan, John W. Galbraith, J. Galbraith, 2002 .

Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions

John W. Galbraith, J. Galbraith, A. Banerjee, 1990 .

On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components

John W. Galbraith, J. Galbraith, Victoria Zinde-Walsh, 1999 .

A simple noniterative estimator for moving average models

John W. Galbraith, J. Galbraith, Victoria Zinde-Walsh, 1994 .

Série Scientifique Scientific Series Dimension Reduction and Model Averaging for Estimation of Artists' Age- Valuation Profiles Dimension Reduction and Model Averaging for Estimation of Artists' Age-valuation Profiles

John W. Galbraith, J. Galbraith, Douglas J. Hodgson, 2022 .

GARCH Model Estimation Using Estimated Quadratic Variation

John W. Galbraith, J. Galbraith, Victoria Zinde-Walsh, 2015 .

ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS

John W. Galbraith, J. Galbraith, S. Zernov, 2006 .

How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables

John W. Galbraith, J. Galbraith, Greg Tkacz, 2007 .

Circuit Breakers and the Tail Index of Equity Returns

John W. Galbraith, S. Zernov, 2004 .

The Calibration of

John W. Galbraith, J. Galbraith, S. V. Norden, 2008 .

Taxation, smuggling and demand for cigarettes in Canada: evidence from time-series data.

John W. Galbraith, J. Galbraith, M. Kaiserman, 1997, Journal of health economics.

Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data

John W. Galbraith, D. Bounie, Camille Landais, 2020 .