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Galbraith, John W.

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Author ID: galbraith.john-w Recent zbMATH articles by "Galbraith, John W."
Published as: Galbraith, J. W.; Galbraith, John W.
Documents Indexed: 13 Publications since 1990, including 1 Book

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 128 times in 125 Documents Cited by Year
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
69
1993
A generalized asymmetric Student-\(t\) distribution with application to financial econometrics. Zbl 1431.62222
Zhu, Dongming; Galbraith, John W.
23
2010
Estimation of a linear regression model with stationary ARMA (p,q) errors. Zbl 0714.62089
Zinde-Walsh, Victoria; Galbraith, John W.
10
1991
On some simple, autoregression-based estimation and identification techniques for ARMA models. Zbl 0888.62090
Galbraith, John W.; Zinde-Walsh, Victoria
7
1997
A simple noniterative estimator for moving average models. Zbl 0800.62522
Galbraith, John W.; Zinde-Walsh, Victoria
7
1994
On the distributions of augmented Dickey-Fuller statistics in processes with moving average components. Zbl 0941.62100
Galbraith, John W.; Zinde-Walsh, Victoria
4
1999
Estimating intertemporal quadratic adjustment cost models with integrated series. Zbl 0729.90835
Dolado, Juan; Galbraith, John W.; Banerjee, Anindya
4
1991
Estimation of the vector moving average model by vector autoregression. Zbl 1034.62081
Galbraith, John W.; Ullah, Aman; Zinde-Walsh, Victoria
2
2002
Transforming the error-components model for estimation with general ARMA disturbances. Zbl 0925.62374
Galbraith, John W.; Zinde-Walsh, Victoria
1
1995
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions. Zbl 06804890
Banerjee, Anindya; Dolado, Juan; Galbraith, John W.
1
1990
A generalized asymmetric Student-\(t\) distribution with application to financial econometrics. Zbl 1431.62222
Zhu, Dongming; Galbraith, John W.
23
2010
Estimation of the vector moving average model by vector autoregression. Zbl 1034.62081
Galbraith, John W.; Ullah, Aman; Zinde-Walsh, Victoria
2
2002
On the distributions of augmented Dickey-Fuller statistics in processes with moving average components. Zbl 0941.62100
Galbraith, John W.; Zinde-Walsh, Victoria
4
1999
On some simple, autoregression-based estimation and identification techniques for ARMA models. Zbl 0888.62090
Galbraith, John W.; Zinde-Walsh, Victoria
7
1997
Transforming the error-components model for estimation with general ARMA disturbances. Zbl 0925.62374
Galbraith, John W.; Zinde-Walsh, Victoria
1
1995
A simple noniterative estimator for moving average models. Zbl 0800.62522
Galbraith, John W.; Zinde-Walsh, Victoria
7
1994
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
69
1993
Estimation of a linear regression model with stationary ARMA (p,q) errors. Zbl 0714.62089
Zinde-Walsh, Victoria; Galbraith, John W.
10
1991
Estimating intertemporal quadratic adjustment cost models with integrated series. Zbl 0729.90835
Dolado, Juan; Galbraith, John W.; Banerjee, Anindya
4
1991
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions. Zbl 06804890
Banerjee, Anindya; Dolado, Juan; Galbraith, John W.
1
1990
all top 5

Cited by 204 Authors

4 Galbraith, John W.
4 Hendry, David F.
4 Zinde-Walsh, Victoria
3 Chan, Stephen Chi-fai
3 Nadarajah, Saralees
3 Zoia, Maria Grazia
2 Afuecheta, Emmanuel
2 Ericsson, Neil R.
2 Fanelli, Luca
2 Fang, Yue
2 Harvey, Andrew C.
2 Herwartz, Helmut
2 Höglund, Rune
2 Koreisha, Sergio G.
2 Lee, Jaechoul
2 Lee, Sangyeol
2 Lund, Robert B.
2 Martin, Vance L.
2 Osborn, Denise R.
2 Östermark, Ralf
2 Panopoulou, Ekaterini
2 Pittis, Nikitas
2 Rubio, Francisco Javier
2 Wallis, Kenneth F.
2 Wang, Gaowen
1 Adcock, C. J.
1 Alexander, Carol
1 Arestis, Philip
1 Athukorala, Prema-chandra
1 Baker, Rose D.
1 Baltagi, Badi H.
1 Barbieri, Laura
1 Bardet, Jean-Marc
1 Bass, Frank M.
1 Biefang-Frisancho Mariscal, Iris
1 Bollmann, Laslo
1 Boswijk, H. Peter
1 Boutabba, Mohamed Amine
1 Campbell, Bryan
1 Campos, Julia
1 Caporale, Guglielmo Maria
1 Carstensen, Kai-Uwe
1 Cédras, Lyne
1 Chaudhuri, Kausik
1 Chen, Bangtian
1 Chen, Peimin
1 Choy, S. T. Boris
1 Clarke, Bertrand S.
1 Clarke, Jennifer Lynn
1 Comte, Fabienne
1 Conlon, Thomas E.
1 Cordeiro, Gauss Moutinho
1 Cotter, John
1 Cubadda, Gianluca
1 Dahlhaus, Rainer
1 Daniel, Betty C.
1 Davidson, James W.
1 del Barrio Castro, Tomas
1 Dini, Anthony
1 Dods, Johannah L.
1 Dola, Béchir
1 Drton, Mathias
1 Dufour, Jean-Marie
1 Duggal, Vijaya G.
1 Dyer, James S.
1 El Bassiouni, Mohamed Y.
1 Ergen, Ibrahim
1 Estrada, Francisco
1 Faliva, Mario
1 Fan, Congyin
1 Flôres, Renato G. jun.
1 Frankel, Jeffrey A.
1 Franses, Philip Hans
1 Fuleky, Peter
1 Gencay, Ramazan
1 Gerlach, Richard H.
1 Ghose, Devajyoti
1 Ghosh, Suvankar
1 Giles, David E. A.
1 Granger, Clive William John
1 Greenslade, Jennifer V.
1 Gregory, Allan W.
1 Gulati, Chandra M.
1 Hahn, Warren J.
1 Hall, Stephen G. F.
1 Hassan, M. Y. M.
1 Hassler, Uwe
1 Hatanaka, Michio
1 Haug, Alfred A.
1 Henry, S. G. Brian
1 Heun Song, Seuck
1 Hubrich, Kirstin
1 Hutton, Jane L.
1 Jiang, Chunfu
1 Jung, Byoung-Cheol
1 Kao, Chihwa
1 Khan, Fahad Shahbaz
1 Kim, Jae-Young
1 Kim, Minjo
1 Kim, Moosup
...and 104 more Authors
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Cited in 51 Serials

18 Journal of Econometrics
11 Economics Letters
6 Computational Statistics and Data Analysis
5 Journal of Time Series Analysis
5 Econometric Reviews
5 The Econometrics Journal
4 Journal of Economic Dynamics & Control
4 European Journal of Operational Research
4 Journal of Statistical Computation and Simulation
4 Statistical Papers
4 Econometric Theory
3 Statistical Science
3 Communications in Statistics. Theory and Methods
2 The Canadian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Journal of Statistical Planning and Inference
2 Statistics & Probability Letters
2 Open Economies Review
2 Journal of Applied Statistics
2 Macroeconomic Dynamics
2 Quantitative Finance
2 Journal of Probability and Statistics
2 Journal of Time Series Econometrics
1 Linear and Multilinear Algebra
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Computation
1 International Statistical Review
1 Journal of Multivariate Analysis
1 Kybernetika
1 Insurance Mathematics & Economics
1 American Journal of Mathematical and Management Sciences
1 Statistics
1 Annals of Operations Research
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 Linear Algebra and its Applications
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Bernoulli
1 Australian & New Zealand Journal of Statistics
1 Discrete Dynamics in Nature and Society
1 Journal of Interdisciplinary Mathematics
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 North American Actuarial Journal
1 Review of Derivatives Research
1 Journal of Industrial and Management Optimization
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Statistics Surveys
1 Statistics and Computing

Citations by Year