Paul Newbold
Biographic Data
| ID | 6455477 |
|---|---|
| NAME | Paul Newbold |
| GIVEN NAMES | Paul |
| FAMILY NAME | Newbold |
| SIGNATURE | NEWBOLD P |
| AFFILIATIONS | University of Nottingham |
| VERIFIED | No |
| TOTAL WORKS | 7 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 7 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1974 |
| LATEST PUBLICATION YEAR | 1998 |
| H-INDEX | 0 |
Tests for Forecast Encompassing
We consider the situation in which two forecasts of the same variable are available. The possibility exists of forming a combined forecast as a weighted average of the individual ones and estimating the weights that should be optimally attached to each forecast. If the entire weight should optimally be associated with one forecast, that forecast is said to encompass the other. A natural test for forecast encompassing is based on least squares reg…
Testing the equality of prediction mean squared errors
Uncertainty About the Persistence of Economic Shocks
The behavior of time series of economic output has been characterized in terms of the persistence of shocks. For a series generated by an autoregressive integrated moving average model, persistence is a function of the model parameters. We demonstrate that a careful analysis, based on the likelihood, can lead to considerably more uncertainty about persistence than is implied by the confidence intervals that are usually calculated. We examine also…
The time-series behavior of Brazilian real gross domestic product, 1947–87
[Forecasting Economic Time Series with Structural and Box-Jenkins Models
The Effect of Population Growth upon the Quantity of Education Children Receive
Hiroshi Miyashita, Paul Newbold, Adam M. Pilarski, Julian L. Simon, The Effect of Population Growth upon the Quantity of Education Children Receive: A Reply, The Review of Economics and Statistics, Vol. 64, No. 2 (May, 1982), pp. 352-355
Spurious regressions in econometrics
No prominent works on this page.
Spurious regressions in econometrics
The Effect of Population Growth upon the Quantity of Education Children Receive
Hiroshi Miyashita, Paul Newbold, Adam M. Pilarski, Julian L. Simon, The Effect of Population Growth upon the Quantity of Education Children Receive: A Reply, The Review of Economics and Statistics, Vol. 64, No. 2 (May, 1982), pp. 352-355
[Forecasting Economic Time Series with Structural and Box-Jenkins Models
The time-series behavior of Brazilian real gross domestic product, 1947–87
Uncertainty About the Persistence of Economic Shocks
The behavior of time series of economic output has been characterized in terms of the persistence of shocks. For a series generated by an autoregressive integrated moving average model, persistence is a function of the model parameters. We demonstrate that a careful analysis, based on the likelihood, can lead to considerably more uncertainty about persistence than is implied by the confidence intervals that are usually calculated. We examine also…
Testing the equality of prediction mean squared errors
Tests for Forecast Encompassing
We consider the situation in which two forecasts of the same variable are available. The possibility exists of forming a combined forecast as a weighted average of the individual ones and estimating the weights that should be optimally attached to each forecast. If the entire weight should optimally be associated with one forecast, that forecast is said to encompass the other. A natural test for forecast encompassing is based on least squares reg…
Mathematics (6 works) · Econometrics (5 works) · Economics (5 works) · Statistics (5 works) · Forecasting Techniques and Applications (3 works) · Monetary Policy and Economic Impact (3 works) · Computer Science (2 works) · Engineering (2 works) · Advanced Statistical Methods and Models (1 work) · Autoregressive integrated moving average (1 work)