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A Generalised Approach to the Treatment of Autocorrelation

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Cited by:

  1. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, University Library of Munich, Germany.
  2. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Other publications TiSEM 01f8dc96-8313-4917-b804-2, Tilburg University, School of Economics and Management.
  3. Beach, Charles M. & Yeo, Stephen, 1979. "Exact Maximum Likelihood Estimation of Regression Equations with a General Stationary Auto-Regressive Disturbance," Queen's Institute for Economic Research Discussion Papers 275148, Queen's University - Department of Economics.
  4. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum FEW 662, Tilburg University, School of Economics and Management.
  5. Michael G. Kirby, 1981. "An Investigation of the Specification and Stability of the Australian Aggregate Wage Equation," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 35-46, March.
  6. K.W. Clements & J. Broadbent & L.W. Johnson & J.C. Taylor, 1981. "Two Short Papers on Holdings of Financial Assets," Economics Discussion / Working Papers 81-17, The University of Western Australia, Department of Economics.
  7. Uk Heo, 1998. "Modeling the Defense-Growth Relationship around the Globe," Journal of Conflict Resolution, Peace Science Society (International), vol. 42(5), pages 637-657, October.
  8. vdr Leeuw, J.L., 1997. "Maximum Likelihood Estimation of Exact ARMA Models," Other publications TiSEM a1cdd9b8-93d9-460c-a0c9-1, Tilburg University, School of Economics and Management.
  9. Campbell, Rachel & Gardiner, B. & Haszler, Henry, 1980. "On The Hidden Revenue Effects Of Wool Price Stabilisation In Australia: Initial Results," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(1), pages 1-15, April.
  10. Allen, Roy E. & Perloff, Jeffrey M, 1985. "Alternate bearing in Californian pears and avocados," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9xf130p0, Department of Agricultural & Resource Economics, UC Berkeley.
  11. Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath, 2013. "Border Region Bridge and Air Transport Predictability," MPRA Paper 59583, University Library of Munich, Germany, revised 11 Jul 2013.
  12. Thomas M. Fullerton, Jr., 1999. "Inflationary pressure determinants in México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(1), pages 33-51.
  13. L. V. Defris & R. A. Williams, 1979. "The Formation of Consumer Inflationary Expectations in Australia," The Economic Record, The Economic Society of Australia, vol. 55(2), pages 136-148, June.
  14. Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE, 2015. "Inflationary Dynamics in Guatemala," Journal of Economics and Political Economy, KSP Journals, vol. 2(4), pages 436-444, December.
  15. Fisher, Brian S., 1975. "Supply Response In The Wheat-Belt Of South-Eastern Australia: The Impact Of Delivery Quotas On Wheat Plantings," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 19(2), pages 1-13, August.
  16. T. J. Valentine, 1977. "Price Expectations in Australia: An Alternative Analysis," The Economic Record, The Economic Society of Australia, vol. 53(3), pages 390-404, September.
  17. Thomas M. Fullerton & Ileana M. Resendez & Adam G. Walke, 2015. "Upward Sloping Demand for a Normal Good? Residential Electricity in Arkansas," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1065-1072.
  18. Thomas M Fullerton Jr, 2005. "Borderplex Bridge and Air Econometric Forecast Accuracy," Urban/Regional 0501005, University Library of Munich, Germany.
  19. V. B. Hall, 1980. "Excess Demand and ExDectations Influences on Price Changes in Australian Manufacturing Industry," The Economic Record, The Economic Society of Australia, vol. 56(152), pages 69-81, March.
  20. David F. Hendry & Ross Williams, 2000. "Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 113-115, June.
  21. Sevda Yaprakli & Fatih Kaplan, 2015. "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 402-407.
  22. T. J. Valentine, 1976. "The Demand for Deposits in the Australian Manufacturing Sector," The Economic Record, The Economic Society of Australia, vol. 52(1), pages 69-81, March.
  23. George Babich & John Goodhew, 1978. "Short Term Econometric Forecasting and Seasonal Adjustment," The Economic Record, The Economic Society of Australia, vol. 54(2), pages 229-236, August.
  24. D.A. Turkington, 1998. "Shifting Matrices and Their Application to Time Series Models in Econometrics," Economics Discussion / Working Papers 98-09, The University of Western Australia, Department of Economics.
  25. Thomas M Fullerton Jr & David A Schauer, 2004. "Regional Econometric Assessment of Aggregate Water Consumption Trends," Urban/Regional 0407006, University Library of Munich, Germany.
  26. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
  27. Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
  28. Thomas M. Fullerton Jr & Azucena González Monzón & Adam G. Walke, 2013. "Physical Infrastructure and Economic Growth in El Paso," Economic Development Quarterly, , vol. 27(4), pages 363-373, November.
  29. Fullerton, Thomas M. & Juarez, David A. & Walke, Adam G., 2012. "Residential electricity consumption in Seattle," Energy Economics, Elsevier, vol. 34(5), pages 1693-1699.
  30. Thomas M. Fullerton & Teodulo Soto, 2015. "Oil Shock Impacts on the Borderplex Regional Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 14-26.
  31. D. J. Carland & A. R. Pagan, 1979. "A Short‐Run Econometric Model of the Japanese Wool Textile Industry," The Economic Record, The Economic Society of Australia, vol. 55(4), pages 317-327, December.
  32. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
  33. Fullerton, Thomas M., Jr. & White, Katherine & Smith, Wm. Doyle & Walke, Adam G., 2012. "An Empirical Analysis of Halifax Municipal Water Consumption," MPRA Paper 54113, University Library of Munich, Germany, revised 14 Mar 2013.
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