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Disambiguation of "Newbold, Paul"

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Spurious number of breaks

, , and . Economics Letters, 50 (2): 175--178 (February 1996)

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Neil Newbold

Heidi Paul-Toebelmann

Volker Pauls

Hans Jürgen Paulsen

Heinz-Josef Paul

 

Other publications of authors with the same name

Spurious number of breaks, , and . Economics Letters, 50 (2): 175--178 (February 1996)A Direct Test for Cointegration Between a Pair of Time Series, , , and . Journal of Time Series Analysis, 23 (2): 173--191 (60 03 2002)doi: 10.1111/1467-9892.00261.The non-normality of some macroeconomic forecast errors, and . International Journal of Forecasting, 19 (4): 635--653 (00 2003)Forecasting economic time series, and . Economic theory and mathematical economics Academic Press, New York u.a., (1977)Forecasting economic time series, and . Economic theory, econometrics, and mathematical economics Acad. Press, San Diego u.a., 2. ed edition, (1986)Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis, and . Econometrics Journal, 3 (1): 1-15 (2000)available at http://ideas.repec.org/a/ect/emjrnl/v3y2000i1p1-15.html.Spurious nonlinear regressions in econometrics, , and . Economics Letters, 87 (3): 301--306 (June 2005)Spurious regressions with stationary processes around linear trends, , and . Economics Letters, 83 (2): 257--262 (May 2004)Unit root tests with a break in innovation variance, , and . Journal of Econometrics, 109 (2): 365--387 (August 2002)Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process, , and . Journal of Time Series Analysis, 25 (4): 583--602 (183 07 2004)doi: 10.1111/j.1467-9892.2004.01869.x.