Kenneth F. Wallis

Available identifiers

Publication	Date of Publication	Type
Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy	2016-08-04	Paper
The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries	2016-03-08	Paper
Revisiting Francis Galton's forecasting competition	2016-03-04	Paper
Decompositions of Pearson's chi-squared test	2015-12-29	Paper
`Time-series' versus `econometric' forecasts: a non-linear regression counterexample	2013-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q3645678	2009-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q5474883	2006-06-26	Paper
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data	2005-05-23	Paper
Prediction theory for autoregressivemoving average processes	1988-01-01	Paper
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3657734	1981-01-01	Paper
Econometric Implications of the Rational Expectations Hypothesis	1980-01-01	Paper
Multiple Time Series Analysis and the Final Form of Econometric Models	1977-01-01	Paper
Seasonal Adjustment and Relations Between Variables	1974-01-01	Paper
Testing for Fourth Order Autocorrelation in Quarterly Regression Equations	1972-01-01	Paper
The Efficiency of the Two-Step Estimator	1972-01-01	Paper

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