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Emeritus Professor Raymond O'Brien

Connect with Raymond

Email: R.J.OBrien@soton.ac.uk

Tel: +000

Publications
Publications

Publications

24 publications
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Testing the exogeneity assumption in panel data models with "non classical" disturbances
Raymond O'Brien & Eleonora Patacchini, 2003
Type: workingPaper
The coastal-inland income gap in China from 1991 to 1999: the role of geography and policy
Z. Wang & R. O'Brien, 2003
Type: workingPaper
Monthly, annual and quarterly frequencies: a comparison of models for tourism in Sardinia and bounded rationality
M. Pulina & R.J. O'Brien, 2002
Type: workingPaper
Numerically stable cointegration analysis
A. Doornik Jurgen & R.J. O'Brien, 2002, Computational Statistics and Data Analysis, 41(1), 185-193
DOI: 10.1016/S0167-9473(02)00143-3
Type: article
Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach
G. Hillier & R. O'Brien, 2000
DOI: 10.2277/0521651166
Type: bookChapter
The Size and the power of the bootstrap tests for linear restrictions in misspecified cointegrating relationships
Alessandra Canepa & Raymond O'Brien, 2000
Type: conference
Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometry approach
G.H. Hillier & R.J. O'Brien, 1999
Type: workingPaper
Further curiosa in 'spurious' cointegration
R.J. O'Brien, 1997
Type: workingPaper
Seasonal unit roots in daily financial time series
I. C. Andrade, A. D. Clare, R. J. O'Brien & S. H. Thomas, 1996
Type: workingPaper
The curious case of spurious cointegration
R. J. O'Brien, 1996
Type: workingPaper
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