Works by Newbold, Paul

Results: 91

THE RELATIVE EFFICIENCY OF COMMODITY FUTURES MARKETS.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 4, p. 413, doi. 10.1002/(SICI)1096-9934(199906)19:4<413::AID-FUT2>3.0.CO;2-F

By:

Kellard, Neil;
Newbold, Paul

Publication type:

Article

Impact of the Price Adjustment Process and Trading Noise on Return Patterns of Grain Futures.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 5, p. 575, doi. 10.1002/fut.3990120508

By:

Shi-Miin Liu;
Thompson, Sarahelen;
Newbold, Paul

Publication type:

Article

ON ACCOUNTING-BASED, MARKET-BASED AND COMPOSITE-BASED BETA PREDICTIONS: METHODS AND IMPLICATIONS.

Published in:

Financial Review, 1986, v. 21, n. 1, p. 51, doi. 10.1111/j.1540-6288.1986.tb01106.x

By:

Lee, Cheng F.;
Newbold, Paul;
Finnerty, Joseph E.;
Chu, Chen-Chin

Publication type:

Article

A Sputum Proteomic Signature That Associates with Increased IL-1β Levels and Bacterial Exacerbations of COPD.

Published in:

Lung (0341-2040), 2016, v. 194, n. 3, p. 363, doi. 10.1007/s00408-016-9877-0

By:

Damera, Gautam;
Pham, Tuyet-Hang;
Zhang, Jianchun;
Ward, Christine;
Newbold, Paul;
Ranade, Koustubh;
Sethi, Sanjay

Publication type:

Article

FUNDS FLOW COMPONENTS, FINANCIAL RATIOS, AND BANKRUPTCY.

Published in:

Journal of Business Finance & Accounting, 1987, v. 14, n. 4, p. 595, doi. 10.1111/j.1468-5957.1987.tb00114.x

By:

Gentry, James A.;
Newbold, Paul;
Whitford, David T.

Publication type:

Article

Ability of Serum IgE Concentration to Predict Exacerbation Risk and Benralizumab Efficacy for Patients with Severe Eosinophilic Asthma.

Published in:

2020

By:

Jackson, David J.;
Humbert, Marc;
Hirsch, Ian;
Newbold, Paul;
Garcia Gil, Esther

Publication type:

journal article

Forecast Encompassing and Parameter Estimation.

Published in:

Oxford Bulletin of Economics & Statistics, 2005, v. 67, p. 815, doi. 10.1111/j.1468-0084.2005.00142.x

By:

Harvey, David I.;
Newbold, Paul

Publication type:

Article

PRACTITIONERS’ CORNER Tests for a Break in Level when the Order of Integration is Unknown.

Published in:

Oxford Bulletin of Economics & Statistics, 2004, v. 66, n. 1, p. 133, doi. 10.1046/j.0305-9049.2003.00084.x

By:

Harvey, David I.;
Leybourne, Stephen J.;
Newbold, Paul

Publication type:

Article

Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level.

Published in:

Oxford Bulletin of Economics & Statistics, 2001, v. 63, n. 5, p. 559, doi. 10.1111/1468-0084.00235

By:

Harvey, David I.;
Leybourne, Stephen J.;
Newbold, Paul

Publication type:

Article

SPURIOUS REJECTIONS BY PERRON TESTS IN THE PRESENCE OF A BREAK.

Published in:

Oxford Bulletin of Economics & Statistics, 2000, v. 62, n. 3, p. 433, doi. 10.1111/1468-0084.00179

By:

Tae-Hwan Kim;
Leybourne, Stephen J.;
Newbold, Paul

Publication type:

Article

TESTING FOR UNIT ROOTS WITH BREAKS: EVIDENCE ON THE GREAT CRASH AND THE UNIT ROOT HYPOTHESIS RECONSIDERED.

Published in:

Oxford Bulletin of Economics & Statistics, 1997, v. 59, n. 4, p. 435, doi. 10.1111/1468-0084.00076

By:

Nunes, Luis C.;
Newbold, Paul;
Kuan, Chung-Ming

Publication type:

Article

The equivalence of two tests of time series model adequacy.

Published in:

Biometrika, 1980, v. 67, n. 2, p. 463

By:

NEWBOLD, PAUL

Publication type:

Article

On the finite sample distribution of residual autocorrelations in autoregressive-moving average models.

Published in:

Biometrika, 1979, v. 66, n. 3, p. 547, doi. 10.1093/biomet/66.3.547

By:

ANSLEY, CRAIG F.;
NEWBOLD, PAUL

Publication type:

Article

Some power studies of a portmanteau test of time series model specification.

Published in:

Biometrika, 1979, v. 66, n. 1, p. 153

By:

DAVIES, NEVILLE;
NEWBOLD, PAUL

Publication type:

Article

The exact likelihood function for a mixed autoregressive-moving average process.

Published in:

Biometrika, 1974, v. 61, n. 3, p. 423

By:

NEWBOLD, PAUL

Publication type:

Article

Optimum allocation in stratified two-phase sampling for proportions.

Published in:

Biometrika, 1971, v. 58, n. 3, p. 681, doi. 10.1093/biomet/58.3.681

By:

NEWBOLD, PAUL

Publication type:

Article

Time series techniques for economists.

Published in:

1991

By:

Newbold, Paul

Publication type:

Book Review

Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment.

Published in:

Econometric Reviews, 1998, v. 7, n. 1, p. 43, doi. 10.1080/07474938808800139

By:

Bera, Anil K.;
Newbold, Paul

Publication type:

Article

Comment.

Published in:

Econometric Reviews, 1984, v. 3, n. 1, p. 125, doi. 10.1080/07474938408800058

By:

Newbold, Paul

Publication type:

Article

A more powerful modification of Johansen's cointegration tests.

Published in:

Applied Economics, 2008, v. 40, n. 6, p. 725, doi. 10.1080/00036840600749714

By:

Leybourne, Steve;
Kim, Tae-Hwan;
Newbold, Paul

Publication type:

Article

Spurious rejections by cointegration tests induced by structural breaks.

Published in:

Applied Economics, 2003, v. 35, n. 9, p. 1117, doi. 10.1080/0203684032000082068

By:

Leybourne, Stephen J.;
Newbold, Paul

Publication type:

Article

How great are the great ratios?

Published in:

Applied Economics, 2003, v. 35, n. 2, p. 163, doi. 10.1080/0003684022000015865

By:

Harvey, David I.;
Leybourne, Stephen J.;
Newbold, Paul

Publication type:

Article

U.S. Common Stock Prices, 1871-1970: Playing with Dummies.

Published in:

Review of Quantitative Finance & Accounting, 1992, v. 2, n. 2, p. 215, doi. 10.1007/BF00243804

By:

Newbold, Paul;
Agiakloglou, Christos

Publication type:

Article

Structural Decomposition of Time Series with Implications in Economics, Accounting, and Finance Research.

Published in:

Review of Quantitative Finance & Accounting, 1991, v. 1, n. 3, p. 259, doi. 10.1007/BF02408380

By:

Newbold, Paul

Publication type:

Article

THE EFFECT OF POPULATION GROWTH UPON THE QUANTITY OF EDUCATION CHILDREN RECEIVE: A REPLY.

Published in:

Review of Economics & Statistics, 1982, v. 64, n. 2, p. 352, doi. 10.2307/1924320

By:

Miyashita, Hiroshi;
Newbold, Paul;
Pilarski, Adam M.;
Simon, Julian L.

Publication type:

Article

Profiling of Sputum Inflammatory Mediators in Asthma and Chronic Obstructive Pulmonary Disease.

Published in:

Respiration, 2012, v. 83, n. 1, p. 36, doi. 10.1159/000330667

By:

Bafadhel, M.;
McCormick, M.;
Saha, S.;
McKenna, S.;
Shelley, M.;
Hargadon, B.;
Mistry, V.;
Reid, C.;
Parker, D.;
Dodson, P.;
Jenkins, M.;
Lloyd, A.;
Rugman, P.;
Newbold, Paul;
Brightling, C.E.

Publication type:

Article

Introduction to Multiple Time-Series Analysis (Book).

Published in:

1992

By:

Newbold, Paul

Publication type:

Book Review

Estimating Trend and Growth Rates in Seasonal Time Series.

Published in:

Journal of the American Statistical Association, 1987, v. 82, n. 397, p. 276, doi. 10.1080/01621459.1987.10478430

By:

Box, George E. P.;
Pierce, David A.;
Newbold, Paul

Publication type:

Article

A Practical Guide to Box/Applied Time Series and Box (Book Reviews).

Published in:

1984

By:

Newbold, Paul

Publication type:

Book Review

On the Bias in Estimates of Forecast Mean Squared Error.

Published in:

Journal of the American Statistical Association, 1981, v. 76, n. 375, p. 569, doi. 10.1080/01621459.1981.10477688

By:

Ansley, Craig F.;
Newbold, Paul

Publication type:

Article

Embedded Invariants: A Contribution to Forecasting (Book).

Published in:

1979

By:

Newbold, Paul

Publication type:

Book Review

Design and Analysis of Time-Series Experiments (Book).

Published in:

1976

By:

Newbold, Paul

Publication type:

Book Review

The relationship between airway immunoglobulin activity and eosinophils in COPD.

Published in:

Journal of Cellular & Molecular Medicine, 2021, v. 25, n. 4, p. 2203, doi. 10.1111/jcmm.16206

By:

Southworth, Thomas;
Higham, Andrew;
Kolsum, Umme;
Li, Jian;
Scott, Thomas;
Dungwa, Josiah;
Sridhar, Sriram;
Pham, Tuyet‐Hang;
Newbold, Paul;
Singh, Dave

Publication type:

Article

Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula.

Published in:

Communications in Statistics: Theory & Methods, 1980, v. 9, n. 14, p. 1473, doi. 10.1080/03610928008827975

By:

Davies, Neville;
Newbold, Paul

Publication type:

Article

Predicting Bankruptcy: If Cash Flow's Not the Bottom Line, What Is?

Published in:

Financial Analysts Journal, 1985, v. 41, n. 5, p. 47, doi. 10.2469/faj.v41.n5.47

By:

Gentry, James A.;
Newbold, Paul;
Whitford, David T.

Publication type:

Article

Examination of Some More Powerful Modifications of the Dickey–Fuller Test.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 3, p. 355, doi. 10.1111/j.1467-9892.2004.00406.x

By:

Leybourne, Stephen;
Kim, Tae-Hwan;
Newbold, Paul

Publication type:

Article

Behaviour of Dickey–Fuller Unit-Root Tests Under Trend Misspecification.

Published in:

Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 755, doi. 10.1111/j.1467-9892.2004.02000.x

By:

Tae-Hwan Kim;
Leybourne, Stephen;
Newbold, Paul

Publication type:

Article

Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process.

Published in:

Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 583, doi. 10.1111/j.1467-9892.2004.01869.x

By:

Tae-Hwan Kim;
Stephen J. Leybourne;
Paul Newbold

Publication type:

Article

Testing for Linear Trend with Application to Relative Primary Commodity Prices.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 539, doi. 10.1111/1467-9892.00321

By:

Tae-Hwan Kim;
Pfaffenzeller, Stephan;
Rayner, Tony;
Newbold, Paul

Publication type:

Article

A Direct Test for Cointegration Between a Pair of Time Series.

Published in:

Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 173, doi. 10.1111/1467-9892.00261

By:

Leybourne, Stephen J.;
Newbold, Paul;
Vougas, Dimitrios;
Tae-Hwan Kim

Publication type:

Article

Unit Roots and Asymmetric Smooth Transitions.

Published in:

Journal of Time Series Analysis, 1999, v. 20, n. 6, p. 671, doi. 10.1111/1467-9892.00165

By:

Sollis, Robert;
Leybourne, Stephen;
Newbold, Paul

Publication type:

Article

On the Size Properties of Phillips–Perron Tests.

Published in:

Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 51, doi. 10.1111/1467-9892.00125

By:

Leybourne, Stephen;
Newbold, Paul

Publication type:

Article

Unit roots and smooth transitions.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 83, doi. 10.1111/1467-9892.00078

By:

Leybourne, Stephen;
Newbold, Paul;
Vougas, Dimitrios

Publication type:

Article

BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS.

Published in:

Journal of Time Series Analysis, 1996, v. 17, n. 2, p. 151, doi. 10.1111/j.1467-9892.1996.tb00270.x

By:

Newbold, Paul;
Vougas, Dimttrios

Publication type:

Article

A GENERALIZED VARIANCE RATIO TEST OF ARIMA ( p, 1, q) MODEL SPECIFICATION.

Published in:

Journal of Time Series Analysis, 1995, v. 16, n. 4, p. 403, doi. 10.1111/j.1467-9892.1995.tb00242.x

By:

Miller, John P.;
Newbold, Paul

Publication type:

Article

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE.

Published in:

Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 253, doi. 10.1111/j.1467-9892.1994.tb00190.x

By:

Agiakloglou, Christos;
Newbold, Paul

Publication type:

Article

BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER.

Published in:

Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 235, doi. 10.1111/j.1467-9892.1993.tb00141.x

By:

Agiakloglou, Christos;
Newbold, Paul;
Wohar, Mark

Publication type:

Article

A NOTE ON RELATIONS BETWEEN SEASONALLY ADJUSTED VARIABLES.

Published in:

Journal of Time Series Analysis, 1980, v. 1, n. 1, p. 31, doi. 10.1111/j.1467-9892.1980.tb00298.x

By:

Newbold, Paul

Publication type:

Article

Alternative Interim Reporting Techniques Within a Dynamic Framework: Comments and Extensions.

Published in:

Accounting Review, 1985, v. 60, n. 2, p. 289

By:

Hopwood, William S.;
Newbold, Paul

Publication type:

Article

More powerful modifications of unit root tests allowing structural change.

Published in:

Journal of Statistical Computation & Simulation, 2005, v. 75, n. 11, p. 869, doi. 10.1080/00949650412331321089

By:

Leybourne, Stephen J.;
Tae-Hwan Kim;
Newbold, Paul

Publication type:

Article