Paul Newbold

发表

Long-term inference based on short-term forecasting models

Paul Newbold, Christos Agiakloglou, John H. Miller, 1993 .

BUILDING LINEAR TIME SERIES MODELS

Paul Newbold, Clive W. J. Granger, 1986 .

The Principles of the Box-Jenkins Approach

Paul Newbold, P. Newbold, 1975 .

Qualitative Analysis of Large Scale Dynamical Systems

Paul Newbold, 1979 .

ARIMA model building and the time series analysis approach to forecasting

Paul Newbold, P. Newbold, 1983 .

Adventures with ARIMA software

Paul Newbold, Christos Agiakloglou, John H. Miller, 1994 .

Forecast evaluation tests in the presence of ARCH

Paul Newbold, David I. Harvey, Stephen J. Leybourne, 1999 .

Forecasting Using Leading Indicators.

Paul Newbold, George E. P. Box, 1972 .

Spurious rejections by cointegration tests induced by structural breaks

Paul Newbold, Stephen J. Leybourne, 2003 .

Funds Flow Components, Financial Ratios, and Bankruptcy

Paul Newbold, David T. Whitford, James A. Gentry, 1987 .

On suboptimality of the Hodrick-Prescott filter at time series endpoints

Paul Newbold, Tae-Hwan Kim, Emi Mise, 2005 .

A Direct Test for Cointegration Between a Pair of Time Series

Paul Newbold, Tae-Hwan Kim, Dimitrios V. Vougas, 2002 .

Statistics for Business and Economics -6/E.

Paul Newbold, 2009 .

Tests for multiple forecast encompassing

Paul Newbold, David I. Harvey, P. Newbold, 2000 .

The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective

Paul Newbold, John Marriott, 2000 .

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE

Paul Newbold, Christos Agiakloglou, P. Newbold, 1994 .

The Hodrick-Prescott Filter at Time Series Endpoints

Paul Newbold, Tae-Hwan Kim, Emi Mise, 2003 .

Stochastic Parameter Regression Model

Paul Newbold, Gregory M. Duncan, P. Newbold, 1986 .

ON q‐CONDITIONED PARTIAL CORRELATIONS

Paul Newbold, T. Bos, 1983 .

The time series approach to econometric model building

Paul Newbold, Clive W. J. Granger, Paul Newbold, 2001 .

Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series

Paul Newbold, P. Newbold, 1990 .

Predicting Bankruptcy: If Cash Flow’s Not the Bottom Line, What Is?

Paul Newbold, David T. Whitford, James A. Gentry, 1985 .

Structural decomposition of time series with implications in economics, accounting, and finance research

Paul Newbold, P. Newbold, 1991 .

Testing the equality of prediction mean squared errors

Paul Newbold, David I. Harvey, Stephen J. Leybourne, 1997 .

On the finite sample distribution of residual autocorrelations in autoregressive-moving average models

Paul Newbold, Craig F. Ansley, C. Ansley, 1979 .

Bankruptcy, Working Capital and Funds Flow Components

Paul Newbold, David T. Whitford, James A. Gentry, 1984 .

Stochastic unit roots modelling of stock price indices

Paul Newbold, Robert Sollis, Stephen J. Leybourne, 2000 .

CLASSIFYING BANKRUPT FIRMS WITH FUNDS FLOW COMPONENTS

Paul Newbold, David T. Whitford, James A. Gentry, 1985 .

EMPIRICAL EVIDENCE ON DICKEY-FULLER-TYPE TESTS

Paul Newbold, Christos Agiakloglou, P. Newbold, 1992 .

Combining forecasts to improve earnings per share prediction: An examination of electric utilities

Paul Newbold, Srinivasan Kannan, J. Kenton Zumwalt, 1987 .

On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models

Paul Newbold, P. Newbold, T. Bos, 1989 .

Drift in the relative price of primary commodities: a case where we care about unit roots

Paul Newbold, Dimitrios V. Vougas, P. Newbold, 1996 .

The equivalence of two tests of time series model adequacy

Paul Newbold, 1980 .

Forecast Encompassing and Parameter Estimation

Paul Newbold, David I. Harvey, P. Newbold, 2005 .

Unit roots and smooth transitions

Paul Newbold, Dimitrios V. Vougas, Stephen J. Leybourne, 1998 .

Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis

Paul Newbold, Stephen J. Leybourne, 2000 .

Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered

Paul Newbold, Chung-Ming Kuan, Luís Catela Nunes, 1997 .

Unit Roots and Asymmetric Smooth Transitions

Paul Newbold, Robert Sollis, Stephen J. Leybourne, 1999 .

Power transformations in time series models of quarterly earnings per share / BEBR No. 684

Paul Newbold, William S. Hopwood, James C. McKeown, 1980 .

Unit root tests with a break in innovation variance

Paul Newbold, Tae-Hwan Kim, Stephen J. Leybourne, 2002 .

Bias in the sample autocorrelations of fractional noise

Paul Newbold, Christos Agiakloglou, 1993 .

Late forecasts and early revisions of United States GNP

Paul Newbold, P. Newbold, N. Brodsky, 1994 .

Examination of Some More Powerful Modifications of the Dickey–Fuller Test

Paul Newbold, Tae-Hwan Kim, Stephen J. Leybourne, 2005 .

Some power studies of a portmanteau test of time series model specification

Paul Newbold, Neville Davies, 1979 .

Time series forecasting models involving power transformations

Paul Newbold, William S. Hopwood, James C. Mckeown, 1984 .

Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level

Paul Newbold, David I. Harvey, Stephen J. Leybourne, 2001 .

Spurious Nonlinear Regressions In Econometrics

Paul Newbold, Tae-Hwan Kim, P. Newbold, 2005 .

Bayesian Comparison of ARIMA and Stationary ARMA Models

Paul Newbold, P. Newbold, J. Marriott, 1998 .

Profiles of Cash Flow Components

Paul Newbold, David T. Whitford, James A. Gentry, 1990 .

Some Comments on a Paper of Coen, Gomme and Kendall

Paul Newbold, George E. P. Box, G. Box, 1971 .

Predictors Projecting Linear Trend Plus Seasonal Dummies

Paul Newbold, P. Newbold, 1988 .

Statistics for Business & Economics

Paul Newbold, P. Newbold, 1991 .

Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process

Paul Newbold, Tae-Hwan Kim, P. Newbold, 2004 .

Finite sample properties of estimators for autoregressive moving average models

Paul Newbold, Craig F. Ansley, C. Ansley, 1980 .

Spurious number of breaks

Paul Newbold, Chung-Ming Kuan, Luís Catela Nunes, 1996 .

Optimum allocation in stratified two-phase sampling for proportions

Paul Newbold, 1971 .

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

Paul Newbold, Tae-Hwan Kim, Stephen J. Leybourne, 2004 .

Spurious rejections by Dickey-Fuller tests in the presence of a break under the null

Paul Newbold, Terence C. Mills, Stephen J. Leybourne, 1998 .

Spurious regressions in econometrics

Paul Newbold, Clive W. J. Granger, 2001 .

Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification

Paul Newbold, Tae-Hwan Kim, Stephen J. Leybourne, 2003 .

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Paul Newbold, Tae-Hwan Kim, Stephan Pfaffenzeller, 2003 .

Some comments on the evaluation of economic forecasts

Paul Newbold, Clive W. J. Granger, C. Granger, 1973 .

PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS

Paul Newbold, David T. Whitford, James A. Gentry, 1988 .

A Short Note on Updating the Grilli and Yang Commodity Price Index

Paul Newbold, Anthony J. Rayner, P. Newbold, 2007 .

General practitioners' choice of referral destination: A probit analysis

Paul Newbold, David K. Whynes, P. Newbold, 1996 .

Principles of management science

Paul Newbold, Paul Newbold, 1986 .

More powerful modifications of unit root tests allowing structural change

Paul Newbold, Tae-Hwan Kim, Stephen J. Leybourne, 2005 .

Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875–1993

Paul Newbold, Mark E. Wohar, Stephen J. Leybourne, 2001 .

The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag

Paul Newbold, Christos Agiakloglou, P. Newbold, 1996 .