Autoregressive model

Field
Subfield
Domain
OpenAlex	C159877910

Smeal faculty

• James McKeown - score 1.5
• Charles Whiteman - score 0.8
• Zhongyi Yuan - score 0.8
• Dennis P. Sheehan - score 0.7
• Terry P. Harrison - score 0.6

Papers

• The power problems of unit root test in time series with autoregressive errors (1992) - cites 418
• Quantifying the bullwhip effect in a supply chain with stochastic lead time (2005) - cites 161
• Time series forecasting models involving power transformations (1984) - cites 29
• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (2012) - cites 22
• A comparative examination of the time‐series properties and predictive ability of annual historical cost and general price level adjusted earnings* (1988) - cites 7
• Approximating estimators of the first-order autoregression (1983) - cites 2