Peter Macmillan

Economics and Econometrics · 2004–2009

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Peter Macmillan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Clive W. J. Granger

Papers from Peter Macmillan's perspective

Ordered by how strongly the researchers Peter Macmillan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimating the Dimension of a Model
  2. Developments in the study of cointegrated economic variables
  3. Forecasting Volatility in Financial Markets: A Review
  4. Noise
  5. Market timing and return prediction under model instability
  6. Predictability of Stock Returns: Robustness and Economic Significance
  7. Smoothing noisy data with spline functions
  8. Fitting autoregressive models for prediction
  9. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  10. Asymptotic Inference about Predictive Ability

Their papers