P. Newbold

Economics and Econometrics · 1974–2007

A researcher in the Science corpus: 17 papers; trusts 5 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 13 citations into it; #2,604 of 23,481 by trust here, #2,120 by citations
• Finance — 5 citations into it; #2,465 of 10,518 by trust here, #2,604 by citations

Whom P. Newbold trusts overall

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

1. S. Leybourne
2. P. Pedroni
3. Alan M. Taylor
4. M. Bleaney
5. Tae-Hwan Kim

Who trusts P. Newbold overall

1. Alexei Botchkarev
2. Giuseppe Cavaliere
3. Sven F. Crone
4. Huiyu Huang
5. Tomohiro Ando
6. George Athanasopoulos
7. Rob J Hyndman
8. Shujie Shen
9. P. R. Hansen
10. David I. Harvey

Papers from P. Newbold's perspective

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

1. Tests for Parameter Instability and Structural Change with Unknown Change Point
2. The Econometric Modelling of Financial Time Series
3. Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
4. recursive Mean Adjustment for Unit Root Tests
5. Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis
6. The impact of terms of trade and real exchange rate volatility on investment and growth in sub-Saharan Africa
7. Testing for Linear Trend with Application to Relative Primary Commodity Prices
8. The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (Social Science Research Network)
9. Time series analysis, forecasting and control
10. Tests of stationarity against a change in persistence

Their papers

• More powerful panel data unit root tests with an application to mean reversion in real exchange rates (2004) — 315 citations
• Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level (2001) — 59 citations
• Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005) — 100 citations
• Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis (2000) — 60 citations
• Tests for multiple forecast encompassing (2000) — 111 citations
• Unit root tests with a break in innovation variance (2002) — 142 citations
• Testing for Linear Trend with Application to Relative Primary Commodity Prices (2003) — 66 citations
• Tests for a change in persistence against the null of difference-stationarity (2003) — 96 citations
• Analysis of a panel of UK macroeconomic forecasts (2001) — 48 citations
• Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates (2002) — 127 citations
• Spurious rejections by cointegration tests induced by structural breaks (2003) — 167 citations
• A Short Note on Updating the Grilli and Yang Commodity Price Index (2007) — 168 citations
• On suboptimality of the Hodrick-Prescott filter at time series endpoints (2005) — 192 citations
• A Direct Test for Cointegration Between a Pair of Time Series (2002) — 53 citations
• Essays in Econometrics: Spurious Regression in Econometrics (2001) — 610 citations
• BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS (2000) — 49 citations
• Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)