T. S. Koh
2000
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom T. S. Koh trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts T. S. Koh overall
Papers from T. S. Koh's perspective
Ordered by how strongly the researchers T. S. Koh trusts endorse each paper. Same corpus, a different order for every researcher.
- Developments in the study of cointegrated economic variables
- Smoothing noisy data with spline functions
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Econometric Theory)
- Forecasting with difference‐stationary and trend‐stationary models
- A Note on Aggregation, Disaggregation and Forecasting Performance
- Noise
- Testing Models of Low‐Frequency Variability
- Blur‐generated non‐separable space–time models
- Fitting autoregressive models for prediction
- Market timing and return prediction under model instability
Their papers
- A vector error correction model of the Singapore stock market (2000) — 518 citations