J. Galbraith

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Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

Dongming Zhu, J. Galbraith, 2011 .

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics

Dongming Zhu, J. Galbraith, 2009 .

Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

J. Galbraith, S. Zernov, Victoria Zinde-Walsh, 2001 .

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

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

Testing for a Unit Root

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

A simple noniterative estimator for moving average models

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

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

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

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

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

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 .

Measurement of the Quality of Autoregressive Approximation, with Econometric Applications

J. Galbraith, Victoria Zinde-Walsh, 2022 .

Assessing GDP and Inflation Probability Forecasts Derived from the Bank of England Fan Charts

J. Galbraith, S. V. Norden, 2012 .

The Calibration of

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

The Resolution and Calibration of Probabilistic Economic Forecasts

J. Galbraith, S. V. Norden, 2007 .

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.

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

J. Galbraith, Jean-Marie Dufour, Huimin Zhang, 2015 .

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

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

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.

Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors

J. Galbraith, A. Banerjee, J. Dolado, 1987 .

Electronic Transactions as High-Frequency Indicators of Economic Activity

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

The Robustness of Economic Activity to Destructive Events

J. Galbraith, 2009 .

SUR Models with Integrated Regressors

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

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 .

Forecast Content and Content Horizons for Some Important Macroeconomic Time Series

J. Galbraith, Greg Tkacz, 2007 .

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

J. Galbraith, Victoria Zinde-Walsh, 2011 .

A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data

J. Galbraith, Greg Tkacz, 2009 .

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

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

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

J. Galbraith, Douglas J. Hodgson, 2014, Journal of Cultural Economics.

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

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

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 .

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

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

Statistical prediction of art prices at auction

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

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

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

Forecasting Expected Shortfall with a Generalized Asymmetric Student-T Distribution

Dongming Zhu, J. Galbraith, 2009 .

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.

Nonparametric Regression Estimation using Weak Separability

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

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.

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

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

Asymmetry in unemployment rate forecast errors

J. Galbraith, S. V. Norden, 2019, International Journal of Forecasting.

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..

The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors

J. Galbraith, Victoria Zinde-Walsh, 1992, Econometric Theory.

Estimation of a linear regression model with stationary ARMA(p, q) errors

J. Galbraith, Victoria Zinde-Walsh, 1991 .

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

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

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

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

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

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

GARCH Model Estimation Using Estimated Quadratic Variation

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

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

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

ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS

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

REDUCED-DIMENSION CONTROL REGRESSION

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

Content horizons for univariate time-series forecasts

John W. Galbraith, J. Galbraith, 2003 .

A test of singularity for distribution functions

J. Galbraith, Victoria Zinde-Walsh, Victoria Zinde�?Walsh, 2010 .

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

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

Forecasting Financial Volatility with Combined QML and LAD-ARCH Estimators of the GARCH Model

J. Galbraith, L. Cheung, 2013 .

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

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

Circuit Breakers and the Tail Index of Equity Returns

J. Galbraith, S. Zernov, 2004 .

Les organisations-partenaires / The Partner Organizations

J. Galbraith, 2022 .

Inference in expectations models of the term structure: A non-parametric approach

J. Galbraith, Bryan Campbell, 1993 .

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

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

A Test of Singularity for Distribution Functions

J. Galbraith, Victoria Zinde-Walsh, 2011 .

Série Scientifique Scientific Series 2011 s-06 A test of singularity for distribution functions

J. Galbraith, Victoria Zinde-Walsh, 2011 .