Gregory Mckee
2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Gregory Mckee trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Gregory Mckee overall
Papers from Gregory Mckee's perspective
Ordered by how strongly the researchers Gregory Mckee trusts endorse each paper. Same corpus, a different order for every researcher.
- Investigating causal relations by econometric models and cross-spectral methods
- Experience with Forecasting Univariate Time Series and the Combination of Forecasts
- Forecasting Volatility in Financial Markets: A Review
- Implications of Aggregation with Common Factors
- Mathematical Statistics
- Chi-Squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts (Social Science Research Network)
- Smoothing noisy data with spline functions
- Fitting autoregressive models for prediction
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- Asymptotic Inference about Predictive Ability
Their papers
- Data Aggregation and Information Loss (2007) — 120 citations