| Co-integration, error correction, and the econometric analysis of non-stationary data A Banerjee, JJ Dolado, JW Galbraith, D Hendry Oxford university press, 1993 | 4438 | 1993 |
| A generalized asymmetric Student-t distribution with application to financial econometrics D Zhu, JW Galbraith Journal of Econometrics 157 (2), 297-305, 2010 | 222 | 2010 |
| Consumers' mobility, expenditure and online-offline substitution response to COVID-19: evidence from French transaction data D Bounie, Y Camara, JW Galbraith Available at SSRN 3588373, 2022 | 138 | 2022 |
| Exchange rates and commodity prices: Measuring causality at multiple horizons HJ Zhang, JM Dufour, JW Galbraith Journal of Empirical Finance 36, 100-120, 2016 | 138 | 2016 |
| A test of the importance of tactical voting: Great Britain, 1987 JW Galbraith, NC Rae British Journal of Political Science 19 (1), 126-136, 1989 | 131 | 1989 |
| Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions D Zhu, JW Galbraith Journal of Empirical Finance 18 (4), 765-778, 2011 | 117 | 2011 |
| Testing for asymmetry in the link between the yield spread and output in the G-7 countries JW Galbraith, G Tkacz Journal of International Money and Finance 19 (5), 657-672, 2000 | 116 | 2000 |
| Taxation, smuggling and demand for cigarettes in Canada: evidence from time-series data JW Galbraith, M Kaiserman Journal of health economics 16 (3), 287-301, 1997 | 112 | 1997 |
| Artificial compatibility, barriers to entry, and frequent-flyer programs RD Cairns, JW Galbraith Canadian Journal of Economics, 807-816, 1990 | 88 | 1990 |
| Content horizons for univariate time-series forecasts JW Galbraith International Journal of Forecasting 19 (1), 43-55, 2003 | 75 | 2003 |
| A simple noniterative estimator for moving average models JW Galbraith, V Zinde-Walsh Biometrika 81 (1), 143-155, 1994 | 71 | 1994 |
| Forecasting some low‐predictability time series using diffusion indices M Brisson, B Campbell, JW Galbraith Journal of Forecasting 22 (6‐7), 515-531, 2003 | 65 | 2003 |
| Estimating intertemporal quadratic adjustment cost models with integrated series J Dolado, JW Galbraith, A Banerjee International Economic Review, 919-936, 1991 | 65 | 1991 |
| Credit rationing and threshold effects in the relation between money and output JW Galbraith Journal of Applied Econometrics 11 (4), 419-429, 1996 | 64 | 1996 |
| On some simple, autoregression-based estimation and identification techniques for ARMA models JW Galbraith, V Zinde-Walsh Biometrika 84 (3), 685-696, 1997 | 63 | 1997 |
| Nowcasting with payments system data JW Galbraith, G Tkacz International Journal of Forecasting 34 (2), 366-376, 2018 | 62 | 2018 |
| Consumption dynamics in the covid crisis: real time insights from French transaction bank data D Bounie, Y Camara, E Fize, J Galbraith, C Landais, C Lavest, T Pazem, ... Covid Economics 59, 1-39, 2020 | 58 | 2020 |
| Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. A Banerjee, JW Galbraith, J Dolado Oxford Bulletin of Economics & Statistics 52 (1), 1990 | 58 | 1990 |
| Circuit breakers and the tail index of equity returns JW Galbraith, S Zernov Journal of Financial Econometrics 2 (1), 109-129, 2004 | 54 | 2004 |
| Nonparametric Tests of the Unbiasedness of Olympic Figure‐Skating Judgments B Campbell, JW Galbraith Journal of the Royal Statistical Society: Series D (The Statistician) 45 (4 …, 1996 | 54 | 1996 |
Greg TkaczSt. Francis Xavier University在 stfx.ca 的电子邮件经过验证
Greg TkaczSt. Francis Xavier University在 stfx.ca 的电子邮件经过验证
Simon van NordenProfessor of Finance, HEC Montréal在 hec.ca 的电子邮件经过验证
Serguei Zernov在 mail.mcgill.ca 的电子邮件经过验证