Applied Time Series Modelling and Forecasting

By Richard Harris, Robert Sollis. 2003

1,095 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6b3d29c69ec8d5391d19e92d17d96a40195b5103

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Citations in the corpus

Electricity demand for Sri Lanka : A time series analysis (2008, unknown): “89 - 90) [15].”
The effects of electricity consumption, economic growth, financial development and foreign direct investment on CO2 emissions in Kuwait (2018, methodology): “In addition, the technique generally provides unbiased estimates of the long-run model and valid t-statistics, even in the presence of the problem of endogeneity (Harris and Sollis, 2003).”
Co2 emission and economic growth in Algeria (2016, methodology): “The ARDL technique also allows unbiased estimates of the long-run model to be obtained (Harris and Sollis, 2003).”
An Aggregate Import Demand Function for Sudan (2020, unknown): “According to Pesaran et al (2001), F-test has some new critical values, in this content, when tabulated (Bahmani-Oskooee & Fariditavana, 2015; Harris & Sollis, 2003; Constant & Yue, 2010).”
The Environmental Consequences of Globalization: A Country-Specific Time Series Analysis (2009, methodology): “exogenous to the system and can enter on the right-hand side of the VAR model (Harris and Sollis 2003).”
Determinants of Inbound Tourism to South Africa (2008, methodology): “The ADF test includes higher order lagged terms to the model, while the PP test makes a non-parametric to the t-test statistic to account for any autocorrelation that is still present in the error term (Harris and Sollis, 2003, p 50).”
Household energy consumption versus income and relative standard of living: A panel approach (2007, background): “The ADF-type tests have better power if the errors follow an autoregressive process (Harris and Sollis (2003)). Pedroni (2003) examines the small sample power properties of his seven tests statistics.”
Foreign Portfolio Investment Flows to India: Determinants and Analysis (2014, background): “The long-run coefficients are unbiased and the t-tests are also valid, even if the regressors included in the specification are endogenous (Harris and Sollis 2003) The following section discusses the trends in the portfolio flows to India.”