Edit Profile (opens in new tab) Peel, David A. Co-Author Distance Author ID: peel.david-a Published as: Peel, David A.; Peel, D. A.; Peel, David; Peel, D. more...less Documents Indexed: 44 Publications since 1978, including 3 Books Co-Authors: 33 Co-Authors with 35 Joint Publications 550 Co-Co-Authors all top 5 Co-Authors 6 single-authored 10 Paya, Ivan 6 Pavlidis, Efthymios G. 3 Davidson, James E. H. 2 Aretz, Kevin 2 Ioannidis, Christos 2 Minford, Patrick 2 Ñíguez, Trino-Manuel 2 Nobay, A. R. 2 Perote, Javier 2 Taylor, Mark P. 2 Zhang, Jie 1 Basford, Kaye Enid 1 Batchelor, Roy 1 Bean, Richard Winston 1 Bravington, Mark V. 1 Buraimo, Babatunde 1 Byers, J. David 1 Ceuppens, P. R. 1 de Cogan, Donard 1 Georgalos, Konstantinos 1 Greenway, D. R. 1 Kelly, N. 1 Knuckey, I. 1 Lane, John A. 1 McLachlan, C. J. 1 McLachlan, Geoffrey John 1 Monticini, Andrea 1 Nguyen, Anh D. M. 1 Sant, V. 1 Simmons, Rob 1 Speight, Alan E. H. 1 Venetis, Ioannis A. 1 Wood, Simon N. all top 5 Serials 20 Economics Letters 4 Studies in Nonlinear Dynamics and Econometrics 3 International Economic Review 2 Journal of Forecasting 1 International Journal of Systems Science 1 Journal A 1 Management Science 1 Theory and Decision 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Open Economies Review 1 International Journal of Numerical Modelling 1 Quantitative Finance 1 Bulletin of Economic Research 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Decision Analysis 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 3 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 25 Publications have been cited 1,293 times in 1,222 Documents Cited by ▼ Year ▼ Finite mixture models. Zbl 0963.62061McLachlan, Geoffrey; Peel, David 1,105 2000 Modelling high-dimensional data by mixtures of factor analyzers. Zbl 1256.62036McLachlan, G. J.; Peel, D.; Bean, R. W. 87 2003 Standard errors of fitted component means of normal mixture. Zbl 0924.62055Basford, K. E.; Greenway, D. R.; McLachlan, C. J.; Peel, D. 41 1997 Optimal monetary policy with a nonlinear Phillips curve. Zbl 0945.91046Nobay, A. R.; Peel, D. A. 7 2000 A non-linear error correction mechanism based on the bilinear model. Zbl 0907.90061Peel, David; Davidson, James 7 1998 Economic forecasting: an introduction. Zbl 1074.91596Holden, K.; Peel, D. A.; Thompson, J. L. 6 1990 Rationality testing under asymmetric loss. Zbl 0911.90085Batchelor, Roy; Peel, David A. 6 1998 Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form. Zbl 1194.62105Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 4 2010 Advanced macroeconomics. A primer. Zbl 1284.91003Minford, Patrick; Peel, David 4 2002 Implementing the wild bootstrap using a two-point distribution. Zbl 1255.62127Davidson, James; Monticini, Andrea; Peel, David 4 2007 Flexible distribution functions, higher-order preferences and optimal portfolio allocation. Zbl 1420.91429Ñíguez, Trino-Manuel; Paya, Ivan; Peel, David; Perote, Javier 3 2019 Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap. Zbl 1254.91596Ioannidis, Christos; Peel, David A. 3 2005 Periodically collapsing stock price bubbles: A robust test. Zbl 0911.90083Taylor, Mark P.; Peel, David A. 2 1998 On the speed of adjustment in ESTAR models when allowance is made for bias in estimation. Zbl 1255.62320Paya, Ivan; Peel, David A. 2 2006 A model-based approach to designing a fishery-independent survey. Zbl 1302.62274Peel, D.; Bravington, M. V.; Kelly, N.; Wood, S. N.; Knuckey, I. 2 2013 Testing for speculative bubbles using spot and forward prices. Zbl 1403.91247Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 1 2017 The German hyperinflation and the demand for money revisited. Zbl 0800.90292Michael, P.; Nobay, A. R.; Peel, D. A. 1 1994 Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets. Zbl 1283.91043Peel, D. A. 1 2013 Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. Zbl 1037.91565Peel, David A.; Ioannidis, Christos 1 2003 Support for governments and leaders: fractional cointegration analysis of poll evidence from the UK, 1960–2004. Zbl 1225.62121Davidson, James E. H.; Peel, David A.; Byers, J. David 1 2006 Deterministic impulse response in a nonlinear model. An analytical expression. Zbl 1255.62323Venetis, Ioannis A.; Paya, Ivan; Peel, David A. 1 2007 On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty. Zbl 1242.91067Ñíguez, Trino-Manuel; Paya, Ivan; Peel, David; Perote, Javier 1 2012 Adaptive control and artificial intelligence. Zbl 0623.93047Peel, David 1 1987 Critical bounds for MA(2) and MA(3) processes. Zbl 1328.91257Lane, J. A.; Ceuppens, P. R.; Peel, D. A. 1 1988 Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study. Zbl 1506.62526Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 1 2013 Flexible distribution functions, higher-order preferences and optimal portfolio allocation. Zbl 1420.91429Ñíguez, Trino-Manuel; Paya, Ivan; Peel, David; Perote, Javier 3 2019 Testing for speculative bubbles using spot and forward prices. Zbl 1403.91247Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 1 2017 A model-based approach to designing a fishery-independent survey. Zbl 1302.62274Peel, D.; Bravington, M. V.; Kelly, N.; Wood, S. N.; Knuckey, I. 2 2013 Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets. Zbl 1283.91043Peel, D. A. 1 2013 Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study. Zbl 1506.62526Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 1 2013 On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty. Zbl 1242.91067Ñíguez, Trino-Manuel; Paya, Ivan; Peel, David; Perote, Javier 1 2012 Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form. Zbl 1194.62105Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. 4 2010 Implementing the wild bootstrap using a two-point distribution. Zbl 1255.62127Davidson, James; Monticini, Andrea; Peel, David 4 2007 Deterministic impulse response in a nonlinear model. An analytical expression. Zbl 1255.62323Venetis, Ioannis A.; Paya, Ivan; Peel, David A. 1 2007 On the speed of adjustment in ESTAR models when allowance is made for bias in estimation. Zbl 1255.62320Paya, Ivan; Peel, David A. 2 2006 Support for governments and leaders: fractional cointegration analysis of poll evidence from the UK, 1960–2004. Zbl 1225.62121Davidson, James E. H.; Peel, David A.; Byers, J. David 1 2006 Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap. Zbl 1254.91596Ioannidis, Christos; Peel, David A. 3 2005 Modelling high-dimensional data by mixtures of factor analyzers. Zbl 1256.62036McLachlan, G. J.; Peel, D.; Bean, R. W. 87 2003 Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. Zbl 1037.91565Peel, David A.; Ioannidis, Christos 1 2003 Advanced macroeconomics. A primer. Zbl 1284.91003Minford, Patrick; Peel, David 4 2002 Finite mixture models. Zbl 0963.62061McLachlan, Geoffrey; Peel, David 1,105 2000 Optimal monetary policy with a nonlinear Phillips curve. Zbl 0945.91046Nobay, A. R.; Peel, D. A. 7 2000 A non-linear error correction mechanism based on the bilinear model. Zbl 0907.90061Peel, David; Davidson, James 7 1998 Rationality testing under asymmetric loss. Zbl 0911.90085Batchelor, Roy; Peel, David A. 6 1998 Periodically collapsing stock price bubbles: A robust test. Zbl 0911.90083Taylor, Mark P.; Peel, David A. 2 1998 Standard errors of fitted component means of normal mixture. Zbl 0924.62055Basford, K. E.; Greenway, D. R.; McLachlan, C. J.; Peel, D. 41 1997 The German hyperinflation and the demand for money revisited. Zbl 0800.90292Michael, P.; Nobay, A. R.; Peel, D. A. 1 1994 Economic forecasting: an introduction. Zbl 1074.91596Holden, K.; Peel, D. A.; Thompson, J. L. 6 1990 Critical bounds for MA(2) and MA(3) processes. Zbl 1328.91257Lane, J. A.; Ceuppens, P. R.; Peel, D. A. 1 1988 Adaptive control and artificial intelligence. Zbl 0623.93047Peel, David 1 1987 all cited Publications top 5 cited Publications all top 5 Cited by 1,909 Authors 28 McNicholas, Paul D. 24 Lin, Tsung I. 24 McLachlan, Geoffrey John 23 Punzo, Antonio 21 Viroli, Cinzia 20 Yao, Weixin 19 Melnykov, Volodymyr 18 Mayo-Iscar, Agustin 17 García-Escudero, Luis Angel 16 Ingrassia, Salvatore 16 Wang, Wan-Lun 15 Murphy, Thomas Brendan 14 Biernacki, Christophe 14 Nguyen, Hien Duy 13 Bartolucci, Francesco 13 Lachos Dávila, Víctor Hugo 12 Bouguila, Nizar 12 Bouveyron, Charles 12 Browne, Ryan P. 11 Galimberti, Giuliano 11 Soffritti, Gabriele 11 Vermunt, Jeroen K. 10 Celeux, Gilles 10 Gordaliza, Alfonso 10 Montanari, Angela 9 Govaert, Gérard 8 Böhning, Dankmar 8 Cabral, Celso Rômulo Barbosa 8 Chamroukhi, Faicel 8 Hennig, Christian 8 Iannario, Maria 8 Rocci, Roberto 8 Zhu, Xuwen 7 Jamalizadeh, Ahad 7 Karlis, Dimitris 7 Lee, Sharon X. 7 Maĭboroda, Rostyslav Yevgenovych 7 Maleki, Mohsen 6 Al-Moisheer, A. S. 6 Bacci, Silvia 6 Bordes, Laurent 6 Gormley, Isobel Claire 6 Greselin, Francesca 6 Lee, Andy H. 6 Michael, Semhar 6 Nadif, Mohamed 6 Piccolo, Domenico 6 Wang, Yong 6 Wu, Liucang 5 Anderlucci, Laura 5 Andrews, Jeffrey L. 5 Badescu, Andrei L. 5 Balakrishnan, Narayanaswamy 5 Chen, Kun 5 Dean, Nema 5 Di Mari, Roberto 5 Forbes, Florence 5 Lin, X. Sheldon 5 Longford, Nicholas Tibor 5 Maitra, Ranjan 5 Marbac, Matthieu 5 Maruotti, Antonello 5 Matrán, Carlos 5 Miljkovic, Tatjana 5 Robin, Stéphane 5 Scrucca, Luca 5 Vandekerkhove, Pierre 5 Xiang, Sijia 5 Yau, Kelvin K. W. 5 Young, Derek Scott 4 Alfò, Marco 4 Brusco, Michael J. 4 Calò, Daniela Giovanna 4 Chen, Jiahua 4 De Boeck, Paul 4 Di Zio, Marco 4 Farcomeni, Alessio 4 Fung, Tsz Chai 4 Ganjali, Mojtaba 4 Guarnera, Ugo 4 Ho, Hsiu J. 4 Hunter, David R. 4 Jacques, Julien 4 Karunamuni, Rohana J. 4 Kim, Daeyoung 4 Lagona, Francesco 4 Lee, Taewook 4 Leiva, Víctor 4 Li, Wai Keung 4 Lindsay, Bruce G. 4 Liu, Guanfu 4 Masmoudi, Afif 4 Minotti, Simona Caterina 4 Naderi, Mehrdad 4 O’Hagan, Adrian 4 Pandolfi, Silvia 4 Papastamoulis, Panagiotis 4 Peel, David A. 4 Pennoni, Fulvia 4 Picone, Marco ...and 1,809 more Authors all top 5 Cited in 183 Serials 169 Computational Statistics and Data Analysis 70 Advances in Data Analysis and Classification. ADAC 60 Statistics and Computing 38 Journal of Classification 38 Computational Statistics 37 Journal of Applied Statistics 31 Journal of Statistical Computation and Simulation 29 Journal of Multivariate Analysis 28 Psychometrika 26 Communications in Statistics. Theory and Methods 24 Pattern Recognition 23 Journal of Statistical Planning and Inference 22 The Annals of Statistics 22 Biometrics 22 The Annals of Applied Statistics 20 Journal of Econometrics 18 Electronic Journal of Statistics 17 Communications in Statistics. Simulation and Computation 17 Statistical Methods and Applications 13 Annals of the Institute of Statistical Mathematics 13 Statistical Papers 12 Scandinavian Journal of Statistics 11 Journal of the American Statistical Association 11 Statistics & Probability Letters 11 Economics Letters 11 Test 11 Statistical Modelling 10 The Canadian Journal of Statistics 8 Statistical Science 8 European Journal of Operational Research 8 AStA. Advances in Statistical Analysis 7 Neural Networks 7 Neural Computation 7 Theory of Probability and Mathematical Statistics 7 Bernoulli 7 Journal of the Korean Statistical Society 6 Biometrical Journal 6 Metron 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Journal of the Royal Statistical Society. Series C. Applied Statistics 6 Brazilian Journal of Probability and Statistics 6 ASTIN Bulletin 6 Statistical Methodology 6 Journal of Statistical Theory and Practice 5 Information Sciences 5 Journal of Computational and Applied Mathematics 5 Kybernetika 5 Insurance Mathematics & Economics 5 International Journal of Approximate Reasoning 5 Machine Learning 5 Mathematical Problems in Engineering 5 PAA. Pattern Analysis and Applications 5 Australian & New Zealand Journal of Statistics 5 Methodology and Computing in Applied Probability 5 Statistical Analysis and Data Mining 5 Journal of Agricultural, Biological, and Environmental Statistics 5 Sankhyā. Series B 5 Bayesian Analysis 4 Journal of Computational Physics 4 Metrika 4 Applied Mathematics and Computation 4 Automatica 4 Journal of Economic Dynamics & Control 4 Journal of Mathematical Imaging and Vision 4 Data Mining and Knowledge Discovery 4 Statistical Applications in Genetics and Molecular Biology 4 North American Actuarial Journal 4 Journal of Computational and Graphical Statistics 4 Journal of Statistical Distributions and Applications 3 British Journal of Mathematical & Statistical Psychology 3 Journal of Mathematical Psychology 3 Statistics 3 Econometric Reviews 3 Signal Processing 3 Annals of Operations Research 3 Games and Economic Behavior 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Applied Mathematics. Series B (English Edition) 3 Mathematical Methods of Statistics 3 Studies in Nonlinear Dynamics and Econometrics 3 Applied Stochastic Models in Business and Industry 3 Quantitative Finance 3 Computational & Mathematical Methods in Medicine 2 Mathematical Biosciences 2 Physica A 2 Fuzzy Sets and Systems 2 Statistica Neerlandica 2 Theory and Decision 2 Journal of Time Series Analysis 2 Mathematical and Computer Modelling 2 Journal of Global Optimization 2 Cybernetics and Systems Analysis 2 Filomat 2 Lifetime Data Analysis 2 Far East Journal of Theoretical Statistics 2 The Econometrics Journal 2 Econometric Theory 2 Journal of Machine Learning Research (JMLR) 2 Hacettepe Journal of Mathematics and Statistics 2 Inverse Problems and Imaging ...and 83 more Serials all top 5 Cited in 31 Fields 1,119 Statistics (62-XX) 155 Numerical analysis (65-XX) 94 Computer science (68-XX) 94 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Probability theory and stochastic processes (60-XX) 40 Biology and other natural sciences (92-XX) 28 Operations research, mathematical programming (90-XX) 15 Information and communication theory, circuits (94-XX) 8 Systems theory; control (93-XX) 6 Combinatorics (05-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Approximations and expansions (41-XX) 3 General and overarching topics; collections (00-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geophysics (86-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Special functions (33-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year