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Fomby, Thomas B.

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Author ID: fomby.thomas-b Recent zbMATH articles by "Fomby, Thomas B."
Published as: Fomby, Thomas B.
Documents Indexed: 22 Publications since 1977, including 10 Books
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 145 times in 141 Documents Cited by Year
Threshold cointegration. Zbl 0885.90029
Balke, Nathan S.; Fomby, Thomas B.
66
1997
Advanced econometric methods. Zbl 0599.62135
Fomby, Thomas B.; Hill, R. Carter; Johnson, Stanley R.
27
1984
On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative. Zbl 0394.62065
Fomby, Thomas B.; Guilkey, David K.
16
1978
Nonstationary panels, panel cointegration, and dynamic panels. Zbl 0972.00021
Baltagi, Badi H. (ed.); Fomby, Thomas B. (ed.); Hill, R. Carter (ed.)
10
2000
An optimal property of principal components in the context of restricted least squares. Zbl 0381.62049
Fomby, Thomas B.; Hill, Carter R.; Johnson, Stan R.
7
1978
Maximum likelihood estimation of misspecified models: twenty years later. Zbl 1136.62410
Fomby, Thomas B.; Carter Hill, Rufus
3
2003
Infrequent permanent shocks and the finite-sample performance of unit root tests. Zbl 0850.62873
Balke, Nathan S.; Fomby, Thomas B.
3
1991
Advanced econometric methods. Corr. 2nd printing. Zbl 0668.62075
Fomby, Thomas B.; Hill, R. Carter; Johnson, Stanley R.
3
1988
Multicollinearity and the minimax conditions of the Bock Stein-like estimator. Zbl 0396.62050
Fomby, Thomas B.; Hill, R. Carter
3
1979
Component selection norms for principal components regression. Zbl 0361.62041
Hill, R. Carter; Fomby, Thomas B.; Johnson, S. R.
3
1977
On testing the adequacy of a regression model. Zbl 0397.62036
Hill, R. Carter; Judge, George G.; Fomby, Thomas B.
2
1978
The effects of extrapolation on minimax Stein-rule prediction. Zbl 0805.62066
Hill, R. Carter; Fomby, Thomas B.
1
1992
Standard errors in the multinomial logit model. Zbl 0606.62135
Fomby, Thomas B.; Pearce, James E.
1
1986
Maximum likelihood estimation of misspecified models: twenty years later. Zbl 1136.62410
Fomby, Thomas B.; Carter Hill, Rufus
3
2003
Nonstationary panels, panel cointegration, and dynamic panels. Zbl 0972.00021
Baltagi, Badi H. (ed.); Fomby, Thomas B. (ed.); Hill, R. Carter (ed.)
10
2000
Threshold cointegration. Zbl 0885.90029
Balke, Nathan S.; Fomby, Thomas B.
66
1997
The effects of extrapolation on minimax Stein-rule prediction. Zbl 0805.62066
Hill, R. Carter; Fomby, Thomas B.
1
1992
Infrequent permanent shocks and the finite-sample performance of unit root tests. Zbl 0850.62873
Balke, Nathan S.; Fomby, Thomas B.
3
1991
Advanced econometric methods. Corr. 2nd printing. Zbl 0668.62075
Fomby, Thomas B.; Hill, R. Carter; Johnson, Stanley R.
3
1988
Standard errors in the multinomial logit model. Zbl 0606.62135
Fomby, Thomas B.; Pearce, James E.
1
1986
Advanced econometric methods. Zbl 0599.62135
Fomby, Thomas B.; Hill, R. Carter; Johnson, Stanley R.
27
1984
Multicollinearity and the minimax conditions of the Bock Stein-like estimator. Zbl 0396.62050
Fomby, Thomas B.; Hill, R. Carter
3
1979
On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative. Zbl 0394.62065
Fomby, Thomas B.; Guilkey, David K.
16
1978
An optimal property of principal components in the context of restricted least squares. Zbl 0381.62049
Fomby, Thomas B.; Hill, Carter R.; Johnson, Stan R.
7
1978
On testing the adequacy of a regression model. Zbl 0397.62036
Hill, R. Carter; Judge, George G.; Fomby, Thomas B.
2
1978
Component selection norms for principal components regression. Zbl 0361.62041
Hill, R. Carter; Fomby, Thomas B.; Johnson, S. R.
3
1977
all top 5

Cited by 216 Authors

4 Maki, Daiki
4 Saikkonen, Pentti
4 Shin, Dongwan
3 Cavaliere, Giuseppe
3 Fuertes, Ana-María
3 Georgiev, Iliyan
3 Lee, Oesook
3 Liu, Shuangzhe
3 Seo, Myunghwan
3 Zhang, Lingxiang
2 Chen, Linan
2 Chung, Ray S. W.
2 Coakley, Jerry
2 Dagenais, Marcel G.
2 Demetrescu, Matei
2 D’Urso, Pierpaolo
2 Granger, Clive William John
2 Hadri, Kaddour
2 Heyde, Christopher Charles
2 Hill, R. Carter
2 Judge, George G.
2 Kapetanios, George
2 Kelejian, Harry H.
2 Kiliç, Rehim
2 King, Maxwell Leslie
2 Kruse, Robinson
2 Lai, Yi-Hsuan
2 Lee, Junsoo
2 Li, Jing
2 Mason, Charles F.
2 Neto, David
2 Ohtani, Kazuhiro
2 Pantelous, Athanasios A.
2 Portugal, Luis F.
2 Santoro, Adriana
2 Seo, Byeongseon
2 Shin, Yongcheol
2 Snell, Andy
2 So, Mike K. P.
2 Teräsvirta, Timo
2 Tian, Zheng
2 White, Halbert Lynn jun.
2 Yang, Zheng
2 Yuan, Zixia
1 Addo, Peter Martey
1 Ahmad, Yamin S.
1 Ahmed, Syed Ejaz
1 Assa, Hirbod
1 Baltagi, Badi H.
1 Basmann, Robert L.
1 Bec, Frédérique
1 Becheri, I. Gaia
1 Beckers, Dominique E.
1 Bierens, Herman J.
1 Billio, Monica
1 Brooks, Robert Darren
1 Bu, Ruijun
1 Camacho, Maximo
1 Chan, Wai-Sum
1 Chandra, Ramesh
1 Chen, Haiqiang
1 Chen, Rong
1 Chib, Siddhartha
1 Chlibi, Souhir
1 Choi, Chi-Young
1 Choi, In-Chan
1 Cipra, Tomáš
1 Clarke, Judith A.
1 Clegg, Matthew
1 Coppi, Renato
1 Corradi, Valentina
1 Dagenais, Denyse L.
1 Dao, Dan
1 Davidson, James W.
1 de Blander, Rembert
1 Demetriou, Ioannis C.
1 DeSilva, Sirilath J.
1 Dhaene, Geert
1 Diebold, Francis X.
1 Dielman, Terry E.
1 Diepold, Francis X.
1 Dorfman, Jeffrey H.
1 Douc, Randal
1 Drost, Feike C.
1 Elliott, Graham
1 Ervin, Vincent J.
1 Falocci, Nicola
1 Franses, Philip Hans
1 Gargano, Antonio
1 Giles, David E. A.
1 Giordani, Paolo E.
1 Gourieroux, Christian
1 Griffiths, William E.
1 Griffiths, William George
1 Guay, Alain
1 Guégan, Dominique
1 Guerre, Emmanuel
1 Gulati, Chandra M.
1 Guo, Wenxing
1 Hammond, Christopher J.
...and 116 more Authors
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Cited in 45 Serials

32 Journal of Econometrics
10 Econometric Theory
9 Economics Letters
7 Computational Statistics and Data Analysis
7 Statistical Papers
6 Journal of Economic Dynamics & Control
6 Communications in Statistics. Theory and Methods
5 The Econometrics Journal
4 Mathematics and Computers in Simulation
4 Econometric Reviews
4 Communications in Statistics. Simulation and Computation
3 Journal of Multivariate Analysis
3 Journal of Statistical Planning and Inference
3 Statistics & Probability Letters
3 Journal of Time Series Analysis
3 Journal of Applied Statistics
2 Test
2 North American Actuarial Journal
1 The Canadian Journal of Statistics
1 Metrika
1 Physica A
1 Psychometrika
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Aplikace Matematiky
1 Fuzzy Sets and Systems
1 International Economic Review
1 Insurance Mathematics & Economics
1 Annals of Operations Research
1 Journal of Risk and Uncertainty
1 Journal of Statistical Computation and Simulation
1 Statistische Hefte
1 ZOR. Zeitschrift für Operations Research
1 Computational Economics
1 Studies in Nonlinear Dynamics and Econometrics
1 Macroeconomic Dynamics
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Statistical Methodology
1 Journal of Statistical Theory and Practice
1 European Journal of Pure and Applied Mathematics
1 AStA. Advances in Statistical Analysis
1 Bulletin of Economic Research
1 Statistics and Computing
1 Journal of Time Series Econometrics

Citations by Year