Newbold Paul

Paul Newbold

Information about the author Paul Newbold will soon be added to the site.
Found 7 papers in total
The non-normality of some macroeconomic forecast errors
The non-normality of some macroeconomic forecast errors
2003
This paper investigates the distributional properties of individual and consensus time...
The non-normality of some macroeconomic forecast errors
The non-normality of some macroeconomic forecast errors
2003
This paper investigates the distributional properties of individual and consensus time...
Forecast evaluation tests in the presence of ARCH
Forecast evaluation tests in the presence of ARCH
1999
We consider tests for the equality of prediction mean squared errors and for forecast...
Testing the equality of prediction mean squared errors
Testing the equality of prediction mean squared errors
1997
Given two sources of forecasts of the same quantity, it is possible to compare...
Adventures with ARIMA software
Adventures with ARIMA software
1994
Many software packages are available for fitting autoregressive integrated moving...
Late forecasts and early revisions of United States GNP
Late forecasts and early revisions of United States GNP
1994
The authors consider a sequence of four-monthly predictions and estimates of quarterly...
On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models
On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models
1989
The purpose of this paper is to draw attention to a segment of the literature on...
Papers per page: