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Newbold, Paul (b. 1945 d. 2016)

Author ID: newbold.paul Recent zbMATH articles by "Newbold, Paul"
Published as: Newbold, Paul; Newbold, P.
External Links: MGP · Wikidata · GND · IdRef
Documents Indexed: 56 Publications since 1971, including 2 Books
1 Contribution as Editor · 2 Further Contributions
Biographic References: 1 Publication
Co-Authors: 24 Co-Authors with 45 Joint Publications
223 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

50 Publications have been cited 739 times in 633 Documents Cited by Year
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
147
1974
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
105
1986
Unit root tests with a break in innovation variance. Zbl 1043.62107
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul
52
2002
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
50
1976
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null. Zbl 0944.62083
Leybourne, Stephen J.; Mills, Terence C.; Newbold, Paul
41
1998
Finite sample properties of estimators for autoregressive moving average models. Zbl 0432.62063
Ansley, Craig F.; Newbold, Paul
32
1980
The exact likelihood function for a mixed autoregressive-moving average process. Zbl 0292.62061
Newbold, Paul
30
1974
Unit roots and smooth transitions. Zbl 0902.62132
Leybourne, Stephen; Newbold, Paul; Vougas, Dimitrios
28
1998
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis. Zbl 0965.62074
Leybourne, Stephen J.; Newbold, Paul
24
2000
Significance levels of the Box-Pierce portmanteau statistic in finite samples. Zbl 0391.62066
Davies, N.; Triggs, C. M.; Newbold, P.
23
1977
Tests for a change in persistence against the null of difference-stationarity. Zbl 1065.91552
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; Newbold, Paul
22
2003
Bias in the sample autocorrelations of fractional noise. Zbl 0800.62519
Newbold, Paul; Agiakloglou, Christos
14
1993
Lagrange multiplier tests for fractional difference. Zbl 0800.62551
Agiakloglou, Christos; Newbold, Paul
14
1994
Estimation of some more powerful modifications of the Dickey-Fuller test. Zbl 1092.62090
Leybourne, Stephen; Kim, Tae-Hwan; Newbold, Paul
12
2005
Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis. Zbl 0967.62068
Leybourne, Stephen J.; Newbold, Paul
12
2000
The equivalence of two tests of time series model adequacy. Zbl 0455.62069
Newbold, Paul
11
1980
Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201
Godfrey, L. G.; Tremayne, A. R.
9
1988
Spurious regressions with stationary processes around linear trends. Zbl 1255.62257
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul
9
2004
Forecast combination and encompassing. Zbl 1180.91232
Newbold, Paul; Harvey, David I.
8
2004
Some recent developments in time series analysis. Zbl 0467.62077
Newbold, P.
7
1981
Statistics for business and economics. 2nd ed. Zbl 0663.62009
Newbold, Paul
6
1988
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective. Zbl 0966.62059
Marriott, John; Newbold, Paul
6
2000
Behaviour of Dickey-Fuller unit-root tests under trend misspecification. Zbl 1062.62187
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul
5
2004
On the size properties of Phillips-Perron tests. Zbl 0923.62096
Leybourne, Stephen; Newbold, Paul
5
1999
Bayesian estimation of Box-Jenkins transfer function-noise models. Zbl 0267.62041
Newbold, Paul
5
1973
Seasonal unit root tests with seasonal mean shifts. Zbl 1031.62072
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul
4
2002
Computation of the Beveridge–Nelson decomposition for multivariate economic time series. Zbl 0911.90084
Ariño, Miguel A.; Newbold, Paul
4
1998
Unit root and asymmetric smooth transitions. Zbl 0940.62081
Sollis, Robert; Leybourne, Stephen; Newbold, Paul
4
1999
Beveridge-Nelson-type trends for \(I(2)\) and some seasonal models. Zbl 0848.62048
Newbold, Paul; Vougas, Dimitrios
4
1996
Testing for linear trend with applications to relative primary commodity prices. Zbl 1036.62082
Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; Newbold, Paul
4
2003
Spurious number of breaks. Zbl 0875.62598
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming
4
1996
Spurious nonlinear regressions in econometrics. Zbl 1255.62368
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul
4
2005
Error mis-specification and spurious regressions. Zbl 0397.62089
Newbold, P.; Davies, N.
4
1978
Forecasting with misspecified models. Zbl 0432.62069
Davies, N.; Newbold, P.
4
1980
On the bias in estimates of forecast mean squared error. Zbl 0472.62094
Ansley, Craig F.; Newbold, Paul
4
1981
Estimating trend and growth rates in seasonal time series. Zbl 0634.62091
Box, George E. P.; Pierce, David A.; Newbold, Paul
4
1987
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis. Zbl 0935.91037
Leybourne, Stephen J.; Newbold, Paul
3
1999
Bayesian comparison of ARIMA and stationary ARMA models. Zbl 0911.62082
Marriott, John; Newbold, Paul
3
1998
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag. Zbl 0900.90186
Agiakloglou, Christos; Newbold, Paul
3
1996
Testing causality using efficiently parametrized vector ARMA models. Zbl 0609.62125
Newbold, Paul; Hotopp, Steven M.
3
1986
Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process. Zbl 1062.62214
Kim, Tae Hwan; Leybourne, Stephen J.; Newbold, Paul
2
2004
Analysis of a panel of UK macroeconomic forecasts. Zbl 0989.91541
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul
2
2001
Feedback induced by measurement errors. Zbl 0401.62086
Newbold, P.
2
1978
Sample moments of the autocorrelations of moving average processes and a modification to Bartlett’s asymptotic variance formula. Zbl 0443.62071
Davies, Neville; Newbold, Paul
2
1980
Some recent developments in time series analysis. III. Zbl 0638.62084
Newbold, P.
2
1988
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1
1977
Optimum allocation in stratified two phase sampling for proportions. Zbl 0226.62109
Newbold, Paul
1
1971
The principles of the Box-Jenkins approach. Zbl 0316.62036
Newbold, Paul
1
1975
The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1
1976
Some recent developments in time series analysis. II. Zbl 0561.62076
Newbold, P.
1
1984
Estimation of some more powerful modifications of the Dickey-Fuller test. Zbl 1092.62090
Leybourne, Stephen; Kim, Tae-Hwan; Newbold, Paul
12
2005
Spurious nonlinear regressions in econometrics. Zbl 1255.62368
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul
4
2005
Spurious regressions with stationary processes around linear trends. Zbl 1255.62257
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul
9
2004
Forecast combination and encompassing. Zbl 1180.91232
Newbold, Paul; Harvey, David I.
8
2004
Behaviour of Dickey-Fuller unit-root tests under trend misspecification. Zbl 1062.62187
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul
5
2004
Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process. Zbl 1062.62214
Kim, Tae Hwan; Leybourne, Stephen J.; Newbold, Paul
2
2004
Tests for a change in persistence against the null of difference-stationarity. Zbl 1065.91552
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; Newbold, Paul
22
2003
Testing for linear trend with applications to relative primary commodity prices. Zbl 1036.62082
Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; Newbold, Paul
4
2003
Unit root tests with a break in innovation variance. Zbl 1043.62107
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul
52
2002
Seasonal unit root tests with seasonal mean shifts. Zbl 1031.62072
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul
4
2002
Analysis of a panel of UK macroeconomic forecasts. Zbl 0989.91541
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul
2
2001
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis. Zbl 0965.62074
Leybourne, Stephen J.; Newbold, Paul
24
2000
Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis. Zbl 0967.62068
Leybourne, Stephen J.; Newbold, Paul
12
2000
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective. Zbl 0966.62059
Marriott, John; Newbold, Paul
6
2000
On the size properties of Phillips-Perron tests. Zbl 0923.62096
Leybourne, Stephen; Newbold, Paul
5
1999
Unit root and asymmetric smooth transitions. Zbl 0940.62081
Sollis, Robert; Leybourne, Stephen; Newbold, Paul
4
1999
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis. Zbl 0935.91037
Leybourne, Stephen J.; Newbold, Paul
3
1999
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null. Zbl 0944.62083
Leybourne, Stephen J.; Mills, Terence C.; Newbold, Paul
41
1998
Unit roots and smooth transitions. Zbl 0902.62132
Leybourne, Stephen; Newbold, Paul; Vougas, Dimitrios
28
1998
Computation of the Beveridge–Nelson decomposition for multivariate economic time series. Zbl 0911.90084
Ariño, Miguel A.; Newbold, Paul
4
1998
Bayesian comparison of ARIMA and stationary ARMA models. Zbl 0911.62082
Marriott, John; Newbold, Paul
3
1998
Beveridge-Nelson-type trends for \(I(2)\) and some seasonal models. Zbl 0848.62048
Newbold, Paul; Vougas, Dimitrios
4
1996
Spurious number of breaks. Zbl 0875.62598
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming
4
1996
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag. Zbl 0900.90186
Agiakloglou, Christos; Newbold, Paul
3
1996
Lagrange multiplier tests for fractional difference. Zbl 0800.62551
Agiakloglou, Christos; Newbold, Paul
14
1994
Bias in the sample autocorrelations of fractional noise. Zbl 0800.62519
Newbold, Paul; Agiakloglou, Christos
14
1993
Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201
Godfrey, L. G.; Tremayne, A. R.
9
1988
Statistics for business and economics. 2nd ed. Zbl 0663.62009
Newbold, Paul
6
1988
Some recent developments in time series analysis. III. Zbl 0638.62084
Newbold, P.
2
1988
Estimating trend and growth rates in seasonal time series. Zbl 0634.62091
Box, George E. P.; Pierce, David A.; Newbold, Paul
4
1987
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
105
1986
Testing causality using efficiently parametrized vector ARMA models. Zbl 0609.62125
Newbold, Paul; Hotopp, Steven M.
3
1986
Some recent developments in time series analysis. II. Zbl 0561.62076
Newbold, P.
1
1984
Some recent developments in time series analysis. Zbl 0467.62077
Newbold, P.
7
1981
On the bias in estimates of forecast mean squared error. Zbl 0472.62094
Ansley, Craig F.; Newbold, Paul
4
1981
Finite sample properties of estimators for autoregressive moving average models. Zbl 0432.62063
Ansley, Craig F.; Newbold, Paul
32
1980
The equivalence of two tests of time series model adequacy. Zbl 0455.62069
Newbold, Paul
11
1980
Forecasting with misspecified models. Zbl 0432.62069
Davies, N.; Newbold, P.
4
1980
Sample moments of the autocorrelations of moving average processes and a modification to Bartlett’s asymptotic variance formula. Zbl 0443.62071
Davies, Neville; Newbold, Paul
2
1980
Error mis-specification and spurious regressions. Zbl 0397.62089
Newbold, P.; Davies, N.
4
1978
Feedback induced by measurement errors. Zbl 0401.62086
Newbold, P.
2
1978
Significance levels of the Box-Pierce portmanteau statistic in finite samples. Zbl 0391.62066
Davies, N.; Triggs, C. M.; Newbold, P.
23
1977
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1
1977
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
50
1976
The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1
1976
The principles of the Box-Jenkins approach. Zbl 0316.62036
Newbold, Paul
1
1975
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
147
1974
The exact likelihood function for a mixed autoregressive-moving average process. Zbl 0292.62061
Newbold, Paul
30
1974
Bayesian estimation of Box-Jenkins transfer function-noise models. Zbl 0267.62041
Newbold, Paul
5
1973
Optimum allocation in stratified two phase sampling for proportions. Zbl 0226.62109
Newbold, Paul
1
1971
all top 5

Cited by 860 Authors

15 Cavaliere, Giuseppe
14 Newbold, Paul
14 Taylor, A. M. Robert
12 Cook, Steven C.
12 Phillips, Peter Charles Bonest
10 Granger, Clive William John
10 Hassler, Uwe
8 Ventosa-Santaulària, Daniel
7 Sen, Amit
6 Kim, Taehwan
6 Leybourne, Stephen J.
6 Rodrigues, Paulo M. M.
5 Anderson, Oliver D.
5 Demetrescu, Matei
5 Dufour, Jean-Marie
5 Georgiev, Iliyan
5 Perron, Pierre
5 Vougas, Dimitrios V.
4 Herwartz, Helmut
4 King, Maxwell Leslie
4 Lee, Junsoo
4 Mélard, Guy
4 Nielsen, Morten Ørregaard
4 Swanson, Norman Rasmus
4 Tu, Yundong
4 Varneskov, Rasmus T.
4 Xu, Keli
3 Abadir, Karim M.
3 Andersen, Torben G.
3 Ansley, Craig F.
3 Carrion-i-Silvestre, Josep Lluís
3 Chen, Cathy W. S.
3 Choi, Chi-Young
3 Costantini, Mauro
3 Duchesne, Pierre
3 Enders, Walter
3 Ermini, Luigi
3 Fukuda, Kosei
3 Harris, David C.
3 Harvey, David I.
3 Jin, Hao
3 Kew, Hsein
3 Kruse, Robinson
3 Lee, Sangyeol
3 Lütkepohl, Helmut
3 Maki, Daiki
3 Manning, Neil
3 Månsson, Kristofer
3 Mills, Terence C.
3 Noriega, Antonio E.
3 Östermark, Ralf
3 Pang, Tianxiao
3 Park, Joon Y.
3 Peña, Daniel
3 Pesavento, Elena
3 Poskitt, Donald Stephen
3 Proietti, Tommaso
3 Roy, Roch
3 Sandberg, Rickard
3 Söderström, Torsten
3 Stoica, Petre Gheorghe
3 Sun, Yixiao
3 Taamouti, Abderrahim
3 Teräsvirta, Timo
3 Timmermann, Allan G.
3 Walle, Yabibal M.
3 Westerlund, Joakim
3 Zhang, Si
2 Agiakloglou, Christos
2 Anderson, Brian David Outram
2 Ariño, Miguel A.
2 Aue, Alexander
2 Azrak, Rajae
2 Banerjee, Anindya
2 Baragona, Roberto
2 Battaglia, Francesco Paolo
2 Bayer, Fábio Mariano
2 Bhansali, Rajendra J.
2 Bosq, Denis
2 Bouezmarni, Taoufik
2 Busetti, Fabio
2 Bykhovskaya, Anna
2 Caldeira, João F.
2 Chan, Chi Kin
2 Chen, Pu
2 Chen, Zhanshou
2 Clark, Todd E.
2 Collomb, Gerard
2 Cordeiro, Gauss Moutinho
2 Corradi, Valentina
2 Cribari-Neto, Francisco
2 Cucina, Domenico
2 De Gooijer, Jan G.
2 de Menezes, Lilian M.
2 Deistler, Manfred
2 Delgado-Alvarez, Carlos A.
2 Drouiche, Karim
2 Elliott, Graham
2 Escribano, Alvaro
2 Gil-Alana, Luis Alberiko
...and 760 more Authors
all top 5

Cited in 117 Serials

117 Journal of Econometrics
62 Journal of Time Series Analysis
40 Economics Letters
30 Econometric Theory
23 Communications in Statistics. Simulation and Computation
21 Communications in Statistics. Theory and Methods
20 Econometric Reviews
20 Computational Statistics and Data Analysis
17 Statistics & Probability Letters
17 Journal of Statistical Computation and Simulation
14 Journal of Applied Statistics
12 European Journal of Operational Research
10 Journal of Statistical Planning and Inference
10 Journal of Economic Dynamics & Control
8 Studies in Nonlinear Dynamics and Econometrics
8 The Econometrics Journal
7 Quantitative Finance
6 Statistics
5 Metrika
5 Applied Mathematics and Computation
5 Journal of Multivariate Analysis
5 Computational Statistics
5 Statistical Papers
5 Journal of Forecasting
4 The Canadian Journal of Statistics
4 Mathematics and Computers in Simulation
4 Annals of Operations Research
4 Statistical Methods and Applications
4 AStA. Advances in Statistical Analysis
3 International Journal of Control
3 Automatica
3 International Statistical Review
3 Statistische Hefte. Neue Folge
3 Mathematical and Computer Modelling
3 Stochastic Processes and their Applications
3 Open Economies Review
3 Bernoulli
3 Applied Stochastic Models in Business and Industry
3 AStA. Allgemeines Statistisches Archiv
3 European Journal of Pure and Applied Mathematics
3 Journal of Time Series Econometrics
3 Environmetrics
2 Annals of the Institute of Statistical Mathematics
2 Biometrical Journal
2 Kybernetika
2 Insurance Mathematics & Economics
2 International Journal of Adaptive Control and Signal Processing
2 Zeitschrift für Operations Research. Serie B: Praxis
2 Computational Economics
2 Macroeconomic Dynamics
2 Statistical Modelling
2 Asia-Pacific Financial Markets
2 Review of Derivatives Research
2 The Annals of Applied Statistics
2 Journal of Probability and Statistics
2 Statistics and Computing
2 Japanese Journal of Statistics and Data Science
1 The American Statistician
1 Computers & Mathematics with Applications
1 International Journal of Systems Science
1 Lithuanian Mathematical Journal
1 Physica A
1 The Annals of Statistics
1 Econometrica
1 Fuzzy Sets and Systems
1 International Economic Review
1 Journal of Computational and Applied Mathematics
1 Journal of Computer and System Sciences
1 Metroeconomica
1 Theoretical Population Biology
1 OR Spektrum
1 Operations Research Letters
1 Circuits, Systems, and Signal Processing
1 Revue de Statistique Appliquée
1 Statistical Science
1 Trabajos de Estadistica
1 Stochastic Hydrology and Hydraulics
1 Neural Computation
1 Journal of Risk and Uncertainty
1 Automation and Remote Control
1 Statistische Hefte
1 Mathematical Programming. Series A. Series B
1 Test
1 Applied Mathematical Finance
1 International Transactions in Operational Research
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Far East Journal of Applied Mathematics
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Journal of Economic Growth
1 CEJOR. Central European Journal of Operations Research
1 Lobachevskii Journal of Mathematics
1 Brazilian Journal of Probability and Statistics
1 Scandinavian Actuarial Journal
1 Concurrency and Computation: Practice & Experience
1 Advances and Applications in Statistics
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
...and 17 more Serials

Citations by Year

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