Paul Newbold

Paul Newbold's AcademicInfluence.com Rankings

Paul Newbold

Economics

#2305

World Rank

#2635

Historical Rank

Econometrics

#56

World Rank

#58

Historical Rank

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Economics

Paul Newbold's Degrees

PhD Economics University of Nottingham
Masters Economics University of Nottingham
Bachelors Economics University of Nottingham

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Paul Newbold's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Spurious regressions in econometrics (1974) (6124)
Testing the equality of prediction mean squared errors (1997) (1631)
Forecasting Economic Time Series. (1988) (1452)
Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974) (847)
Tests for Forecast Encompassing (1998) (733)
Essays in Econometrics: Spurious Regression in Econometrics (2001) (617)
Statistics for Business and Economics. (1973) (483)
Unit roots and smooth transitions (1998) (422)
CLASSIFYING BANKRUPT FIRMS WITH FUNDS FLOW COMPONENTS (1985) (346)
An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model (1984) (312)
Forecasting transformed series (1976) (276)
More powerful panel data unit root tests with an application to mean reversion in real exchange rates (2004) (267)
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered (1997) (267)
Some comments on the evaluation of economic forecasts (1973) (257)
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (1998) (253)
BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (1993) (250)
On suboptimality of the Hodrick-Prescott filter at time series endpoints (2005) (175)
Spurious rejections by cointegration tests induced by structural breaks (2003) (164)
A Short Note on Updating the Grilli and Yang Commodity Price Index (2007) (162)
Finite sample properties of estimators for autoregressive moving average models (1980) (151)
The relative efficiency of commodity futures markets (1999) (143)
Significance levels of the Box-Pierce portmanteau statistic in finite samples (1977) (142)
The exact likelihood function for a mixed autoregressive-moving average process (1974) (142)
Unit root tests with a break in innovation variance (2002) (141)
EMPIRICAL EVIDENCE ON DICKEY-FULLER-TYPE TESTS (1992) (131)
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates (2002) (131)
Tests for multiple forecast encompassing (2000) (115)
Funds Flow Components, Financial Ratios, and Bankruptcy (1987) (110)
Some Comments on a Paper of Coen, Gomme and Kendall (1971) (104)
Tests for a change in persistence against the null of difference-stationarity (2003) (100)
Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005) (100)
Estimation and Prediction (1985) (98)
ARIMA model building and the time series analysis approach to forecasting (1983) (95)
Statistics for Business & Economics (1991) (94)
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series (1990) (89)
Predicting Bankruptcy: If Cash Flow’s Not the Bottom Line, What Is? (1985) (87)
Some power studies of a portmanteau test of time series model specification (1979) (75)
PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS (1988) (72)
LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (1994) (71)
Testing for Linear Trend with Application to Relative Primary Commodity Prices (2003) (65)
The time series approach to econometric model building (2001) (64)
Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis (2000) (62)
On the finite sample distribution of residual autocorrelations in autoregressive-moving average models (1979) (57)
Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level (2001) (56)
A Direct Test for Cointegration Between a Pair of Time Series (2002) (53)
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS (2000) (51)
Two puzzles in the analysis of foreign exchange market efficiency (1998) (49)
Bias in the sample autocorrelations of fractional noise (1993) (47)
Futures Markets Efficiency: evidence from unevenly spaced contracts (1999) (47)
Unit root tests based on inequality-restricted estimators (2001) (46)
Analysis of a panel of UK macroeconomic forecasts (2001) (46)
Testing seasonality and efficiency in commodity futures markets (1999) (45)
Statistics for Business and Economics -6/E. (2009) (43)
Spurious regressions with stationary processes around linear trends (2004) (42)
Drift in the relative price of primary commodities: a case where we care about unit roots (1996) (41)
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (2004) (40)
Combining forecasts to improve earnings per share prediction: An examination of electric utilities (1987) (40)
Spurious Rejections by Perron Tests in the Presence of a Break (2000) (39)
Unit Roots and Asymmetric Smooth Transitions (1999) (39)
Adventures with ARIMA software (1994) (38)
The equivalence of two tests of time series model adequacy (1980) (37)
Introductory Business Forecasting (1990) (37)
The Principles of the Box-Jenkins Approach (1975) (36)
The non-normality of some macroeconomic forecast errors (2003) (35)
Stochastic parameter regression models (1985) (34)
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (1996) (34)
The use of R2 to determine the appropriate transformation of regression variables (1976) (34)
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (2004) (32)
How great are the great ratios? (2003) (32)
How well are long-run commodity price series characterized by trend components? (2005) (30)
The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (1999) (30)
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875–1993 (2001) (29)
Error Mis-Specification and Spurious Regressions (1978) (29)
Time series forecasting models involving power transformations (1984) (29)
Stochastic unit roots modelling of stock price indices (2000) (28)
Bayesian Comparison of ARIMA and Stationary ARMA Models (1998) (28)
The Additional Information Content of Quarterly Earnings Reports: Intertemporal Disaggregation (1982) (28)
Estimating Trend and Growth Rates in Seasonal Time Series (1987) (28)
On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models (1989) (26)
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (2000) (26)
Forecast evaluation tests in the presence of ARCH (1999) (25)
Forecasting with Misspecified Models (1980) (25)
The Hodrick-Prescott Filter at Time Series Endpoints (2003) (25)
Profiles of Cash Flow Components (1990) (25)
Spurious number of breaks (1996) (25)
Principles of management science (1986) (24)
Bayesian Estimation of Box–Jenkins Transfer Function‐Noise Models (1973) (24)
On the Bias in Estimates of Forecast Mean Squared Error (1981) (22)
On Accounting-based, Market-based and Composite-based Beta Predictions: Methods and Implications (1986) (22)
General practitioners' choice of referral destination: A probit analysis (1996) (21)
Computation of the Beveridge–Nelson decomposition for multivariate economic time series (1998) (21)
Spurious Nonlinear Regressions In Econometrics (2005) (21)
Some recent developments in time series analysis. III (1988) (21)
Long-term inference based on short-term forecasting models (1993) (21)
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks (2001) (20)
Introductory Business & Economic Forecasting (1993) (19)
Some Recent Developments in Time Series Analysis. III, Correspondent Paper (1981) (18)
The Potential for Gains in Predictive Ability Through Disaggregation: Segmented Annual Earnings (1981) (18)
Is the dollar/ECU exchange rate a random walk? (1998) (18)
Forecast Encompassing and Parameter Estimation (2005) (17)
On the Size Properties of Phillips–Perron Tests (1999) (17)
Seasonal unit root tests with seasonal mean shifts (2002) (17)
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices (2008) (16)
Spurious Regressions with Processes Around Linear Trends or Drifts (2003) (16)
Predictors Projecting Linear Trend Plus Seasonal Dummies (1988) (14)
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? (1997) (14)
BEVERIDGE‐NELSON‐TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (1996) (14)
Spurious rejections by Perron tests in the presence of a misplaced or second break under the null (13)
Testing causality using efficiently parametrized vector ARMA models (1986) (13)
Looking for Evolving Growth Rates and Cycles in British Industrial Production, 1700-1913 (1991) (12)
Evaluating currency market efficiency: are cointegration tests appropriate? (2001) (11)
Stochastic Parameter Regression Model (1986) (11)
Power transformations in time series models of quarterly earnings per share / BEBR No. 684 (1980) (10)
Late forecasts and early revisions of United States GNP (1994) (9)
A NOTE ON RELATIONS BETWEEN SEASONALLY ADJUSTED VARIABLES (1980) (9)
[Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study]: Comment (1983) (9)
Bankruptcy, Working Capital and Funds Flow Components (1984) (9)
Examination of Some More Powerful Modifications of the Dickey-Fuller Test (2003) (8)
Some Recent Developments in Time Series (1988) (8)
Structural decomposition of time series with implications in economics, accounting, and finance research (1991) (8)
ON q‐CONDITIONED PARTIAL CORRELATIONS (1983) (8)
Testing for Efficiency in Commodity Futures Markets (1996) (8)
Economies of scale and organization efficiency in banking (1986) (7)
TIME SERIES ANALYSIS IN ACCOUNTING: A SURVEY AND ANALYSIS OF RECENT ISSUES (1980) (7)
Optimum allocation in stratified two-phase sampling for proportions (1971) (7)
The time-series behavior of Brazilian real gross domestic product, 1947-87: An analysis of interventions (1992) (6)
On the limitations of comparing mean square forecast errors: Comment (1993) (6)
On the sensitivity to non-normality of a test for outliers in linear models (1983) (6)
Tests for a Break in Level When the Order of Integration is Unknown (2004) (5)
Forecasting in Econometrics: editors' introduction (2001) (5)
Revisiting the Martingale Hypothesis for Exchange Rates (2004) (5)
Recent Developments in Time Series (2003) (5)
U.S. Common stock prices, 1871–1970: playing with dummies (1992) (4)
Forecasting Using Leading Indicators. (1972) (4)
PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING (1986) (4)
The behaviour of unemployment and unfilled vacancies (1973) (4)
A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION (1995) (3)
Impact of the price adjustment process and trading noise on return patterns of grain futures (1992) (3)
Modeling the Distribution of Financial Returns by Functional Data Analysis (2002) (3)
Uncertainty about the Persistence of Economic Shocks (1995) (3)
A more powerful modification of Johansen's cointegration tests (2008) (3)
More powerful modifications of unit root tests allowing structural change (2005) (2)
Seasonal adjustment of Austrian labour force series (1984) (2)
FORECASTING FROM REGRESSION MODELS (1986) (2)
Tests for the existence of a dynamic daily market model : methods and implications (1983) (2)
Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment (1998) (2)
THE THEORY OF FORECASTING (1986) (1)
A Practical Guide to Box-Jenkins Forecasting.@@@Applied Time Series and Box-Jenkins Models. (1984) (1)
Linear Probability, Logit, and Probit Models.@@@Stochastic Parameter Regression Models. (1988) (1)
INTRODUCTION TO THE THEORY OF TIME SERIES (1986) (1)
Contracted management can improve productivity. (1975) (1)
BUILDING MULTIPLE TIME SERIES FORECASTING MODELS (1986) (1)
MULTIPLE SERIES MODELING AND FORECASTING (1986) (1)
Introduction and Preliminaries (1985) (0)
Spectral Methods in Econometrics (1969) (0)
Conditional vs. unconditional efficiency in beta forecasting : methods and evidence / BEBR No.885 (1982) (0)
THE COMBINATION AND EVALUATION OF FORECASTS (1986) (0)
Discussion of Paper by D.F. Hendry and J.-F. Richard (1983) (0)
Cash flows and market risk / BEBR No. 855 (1982) (0)
Business Forecasting Methods (2014) (0)
Some Tests of Hypotheses (1985) (0)
Statistics for Business -6/E (2009) (0)
Information in economics forecasting (2005) (0)
Time series analysis in accounting : a survey / BEBR No 689 (1980) (0)
BUILDING LINEAR TIME SERIES MODELS (1986) (0)
Targeting the physician market: a model. (1987) (0)
Time series models for corporate earnings: an illustration of the use of power transformations / BEBR No. 672 (1980) (0)
Cash flow -- if it's not the bottom line, what is? (1984) (0)
Loughborough University Institutional Repository Properties of macroeconomic forecast errors (2018) (0)
On the incremental benefits of using consolidated accounting data to predict conglomerate earnings / 963 (1983) (0)
Statistics for Business and Economics.@@@Introductory Statistics for Business and Economics. (1985) (0)
On the Existence of Alternative Dynamic Daily Market Models (1994) (0)
My kind of statistics (1977) (0)
Classifying bankruptcy of small firms with funds flow components and financial ratios / 974 (1983) (0)
U . K . Interest Rates 1890-1934 : New Evidence on Structural Breaks Trinity Economic Paper Series Paper No . 2001 / 1 JEL classification : E 42 , C 22 (2001) (0)
No . 00 / 2 Properties of Macroeconomic Forecast Errors (2000) (0)
Forecasting daily cash receipts and disbursements : a general statistical approach (1989) (0)
Properties of macroeconomic forecast errors (2000) (0)
Testing for Efficient Capital Markets (1985) (0)

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Paul Newbold is affiliated with the following schools:

University of Nottingham

Paul Newbold's Academic­Influence.com Rankings