Edit Profile (opens in new tab) Penm, Jack H. W. Co-Author Distance Author ID: penm.jack-h-w Published as: Penm, Jack H. W.; Penm, Jack; Penm, J. H. W.; Penm, Jack H. more...less Documents Indexed: 18 Publications since 1982 Co-Authors: 8 Co-Authors with 16 Joint Publications 76 Co-Co-Authors all top 5 Co-Authors 2 single-authored 14 Terrell, Richard D. 5 Brailsford, Timothy J. 3 O’Neill, Terence J. 2 Penm, Jammie H. 1 Chen, Andrew H. Y. 1 Lim, Karen Yann Ching 1 Terell, Richard Deane 1 Wong, Wing-Keung all top 5 Serials 4 Journal of Time Series Analysis 3 International Journal of Theoretical and Applied Finance 2 Journal of Applied Mathematics and Decision Sciences 2 Applied Mathematical Sciences (Ruse) 2 Journal of Mathematical Sciences: Advances and Applications 1 IEEE Transactions on Automatic Control 1 Journal of Applied Probability 1 Journal of Econometrics 1 Econometric Reviews Fields 14 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 33 times in 23 Documents Cited by ▼ Year ▼ On the recursive fitting of subset autoregressions. Zbl 0514.62098 Penm, Jack H. W.; Terrell, R. D. 11 1982 Multivariate subset autoregressive modelling with zero constraints for detecting ’overall causality’. Zbl 0583.62097 Penm, J. H. W.; Terrell, R. D. 10 1984 A robust algorithm in sequentially selecting subset time series system using neural networks. Zbl 0974.62073 Penm, Jack H. W.; Brailsford, T. J.; Terrell, R. D. 3 2000 The recursive fitting of subset VARX models. Zbl 0779.62079 Penm, Jack H. W.; Penm, Jammie H.; Terrell, R. D. 3 1993 The “derived” moving-average model and its role in causality. Zbl 0659.62112 Penm, J. H. W.; Terrell, R. D. 1 1986 Selecting the forgetting factor in subset autoregressive modelling. Zbl 1115.62083 Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. 1 2002 A note on the recursions of multichannel complex subset autoregressions. Zbl 0505.94011 Penm, Jack H. W.; Terrell, R. D. 1 1983 The recursive fitting of multivariate complex subset ARX models. Zbl 1120.62073 Penm, Jack 1 2007 An analysis of Asian market integration pre- and post-crisis. Zbl 1184.91167 Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. 1 2006 The relationship between stock markets of major developed countries and Asian emerging markets. Zbl 1181.91353 Wong, Wing-Keung; Penm, Jack; Terell, Richard Deane; Lim, Karen Yann Ching 1 2004 The recursive fitting of multivariate complex subset ARX models. Zbl 1120.62073 Penm, Jack 1 2007 An analysis of Asian market integration pre- and post-crisis. Zbl 1184.91167 Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. 1 2006 The relationship between stock markets of major developed countries and Asian emerging markets. Zbl 1181.91353 Wong, Wing-Keung; Penm, Jack; Terell, Richard Deane; Lim, Karen Yann Ching 1 2004 Selecting the forgetting factor in subset autoregressive modelling. Zbl 1115.62083 Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. 1 2002 A robust algorithm in sequentially selecting subset time series system using neural networks. Zbl 0974.62073 Penm, Jack H. W.; Brailsford, T. J.; Terrell, R. D. 3 2000 The recursive fitting of subset VARX models. Zbl 0779.62079 Penm, Jack H. W.; Penm, Jammie H.; Terrell, R. D. 3 1993 The “derived” moving-average model and its role in causality. Zbl 0659.62112 Penm, J. H. W.; Terrell, R. D. 1 1986 Multivariate subset autoregressive modelling with zero constraints for detecting ’overall causality’. Zbl 0583.62097 Penm, J. H. W.; Terrell, R. D. 10 1984 A note on the recursions of multichannel complex subset autoregressions. Zbl 0505.94011 Penm, Jack H. W.; Terrell, R. D. 1 1983 On the recursive fitting of subset autoregressions. Zbl 0514.62098 Penm, Jack H. W.; Terrell, R. D. 11 1982 all cited Publications top 5 cited Publications all top 5 Cited by 39 Authors 8 Penm, Jack H. W. 8 Terrell, Richard D. 3 Brailsford, Timothy J. 2 Brockwell, Peter J. 2 Penm, Jammie H. 1 Backus, David K. 1 Baillie, Richard T. 1 Baumgartner, Christoph 1 Bertsche, Dominik 1 Brüggemann, Ralf 1 Chan, Raymond Hon-Fu 1 Chang, Ya-Mei 1 Chen, Andrew H. Y. 1 Dahlhaus, Rainer 1 Davis, Richard A. 1 Deistler, Manfred 1 Duchesne, Pierre 1 Flamm, Christoph 1 Glendinning, Richard H. 1 Graef, Andreas 1 Gregory, Allan W. 1 Hsu, Nan-Jung 1 Hung, Hung-Lin 1 Kanjilal, P. P. 1 Kascha, Christian 1 Kluge, Tino 1 Lütkepohl, Helmut 1 McElroy, Tucker S. 1 Mishkin, Frederic S. 1 O’Neill, Terence J. 1 Qian, Guoqi 1 Sharma, K. M. S. 1 Shiller, Robert James 1 Sparks, Ross Stewart 1 Trimbur, Thomas M. 1 Trindade, A. Alexandre 1 Wickens, Michael R. 1 Wong, Wing-Keung 1 Zhao, Xindong all top 5 Cited in 15 Serials 3 Journal of Econometrics 3 Journal of Time Series Analysis 3 International Journal of Theoretical and Applied Finance 2 Econometric Reviews 2 Computational Statistics and Data Analysis 1 Biological Cybernetics 1 Journal of Multivariate Analysis 1 International Journal of Production Research 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Test 1 Journal of Applied Mathematics and Decision Sciences 1 Journal of Applied Statistics 1 Quantitative Finance 1 European Journal of Pure and Applied Mathematics all top 5 Cited in 6 Fields 19 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year