Thomas B. Fomby

Available identifiers

Publication	Date of Publication	Type
Prediction‐based adaptive compositional model for seasonal time series analysis	2018-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q4671922	2005-04-27	Paper
Threshold Cointegration	1997-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q5287466	1993-07-19	Paper
Infrequent permanent shocks and the finite-sample performance of unit root tests	1992-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3994921	1992-09-17	Paper
Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model	1987-01-01	Paper
Standard errors in the multinomial logit model	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3734953	1984-01-01	Paper
Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator	1979-01-01	Paper
MSE Evaluation of Shiller's Smoothness Priors	1979-01-01	Paper
An Optimal Property of Principal Components in the Context of Restricted Least Squares	1978-01-01	Paper
On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative	1978-01-01	Paper
On Testing the Adequacy of a Regression Model	1978-01-01	Paper
Component selection norms for principal components regression	1977-01-01	Paper

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