John B. Guerard

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All published works

Action	Title	Year	Authors
+ PDF Chat	Improving Estimation of Portfolio Risk Using New Statistical Factors	2024	Xialu Liu John B. Guerard Rong Chen Ruey S. Tsay
+	Earnings to Price Analysis with mOpt Versus Bisquare Robust Regression	2024	R. Douglas Martin John B. Guerard Daniel Xia
+ PDF Chat	Earnings to Price Analysis with mOpt versus Bisquare Robust Regression	2024	Richard Douglas Martin John B. Guerard Daniel Xia
+	Regression Analysis and Estimating Regression Models	2022	John B. Guerard Anureet Saxena Mustafa Gültekin
+	Regression Analysis and Estimating Regression Models	2020	John B. Guerard Anureet Saxena Mustafa Gültekin
+	Regression Analysis and Multicollinearity: Two Case Studies	2012	John B. Guerard
+	Regression Analysis And Forecasting Models	2007	John B. Guerard Eli Schwartz
+	Collinearity and the use of latent root regression for combining GNP forecasts	1989	John B. Guerard Robert T. Clemen
+	Linear constraints, robust‐weighting and efficient composite modeling	1987	John B. Guerard
+	Composite forecasting using ridge regression	1987	John B. Guerard
+	Composite forecasting of annual earnings: an application of biased regression techniques	1986	John B. Guerard Carl R. Beidleman
+	The management of executive compensation in large, dynamic firms: A further look	1985	Raymond L. Horton John B. Guerard
+	The management of executive compensation in large, dynamic firms:a ridge regression estimation	1984	John B. Guerard Raymond L. Horton

Common Coauthors

Coauthor	Papers Together
Raymond L. Horton	2
Mustafa Gültekin	2
Anureet Saxena	2
Daniel Xia	2
Rong Chen	1
Xialu Liu	1
Robert T. Clemen	1
R. Douglas Martin	1
Carl R. Beidleman	1
Ruey S. Tsay	1
Eli Schwartz	1
Richard Douglas Martin	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Introduction to Linear Regression Analysis.	1993	Renato Assunção Paul D. Sampson Douglas C. Montgomery Elizabeth A. Peck	7
+	Experience with Forecasting Univariate Time Series and the Combination of Forecasts	1974	Paul Newbold Clive W. J. Granger	5
+	The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data	1974	Albert E. Beaton John W. Tukey	5
+	Improved methods of combining forecasts	1984	Clive W. J. Granger R. Ramanathan	5
+	A Comparison of Least Squares and Latent Root Regression Estimators	1976	Richard F. Gunst J. T. Webster Robert Mason	4
+	Latent Root Regression: An Alternate Procedure for Estimating Parameters in the Presence of Multicollinearity	1981	Subhash Sharma William L. James	4
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard	4
+	Recent Advances in Regression Methods.	1983	P. Sprent Hrishikesh D. Vinod Aman Ullah	4
+	A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares	1978	Hrishikesh D. Vinod	4
+	Recent Advances in Regression Methods.	1983	J. B. Copas Hrishikesh D. Vinod Aman Ullah	4
+	Latent Root Regression Analysis	1974	J. T. Webster Richard F. Gunst Robert Mason	4
+	A Bayesian Approach to the Linear Combination of Forecasts	1975	Derek W. Bunn	3
+	Regression analysis and problems of multicollinearity	1975	Richard F. Gunst J. T. Webster	3
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	3
+	A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression	1976	R. R. Hocking	3
+	Bayes Estimates for the Linear Model	1972	D. V. Lindley A. F. M. Smith	2
+	Testing for incremental information content in the presence of collinearity	1984	Andrew Christie Michael D. Kennelley J. William King Thomas F. Schaefer	2
+	Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise	1982	David A. Belsley	2
+	Ridge regression iterative estimation of the biasing parameter	1976	Arthur E. Hoerl Robert W. Kennard	2
+	Collinearity and forecasting	1984	David A. Belsley	2
+	Regression Diagnostics -- Identifying Influential Data and Sources of Collinearity	1981	Chris Beaumont D. A. Belsley E. Kuh R. E. Welsch	2
+ PDF Chat	Least angle regression	2004	Bradley Efron Trevor Hastie Iain M. Johnstone Robert Tibshirani	2
+ PDF Chat	Robust Regression: Asymptotics, Conjectures and Monte Carlo	1973	Peter J. Huber	2
+	Aggregating Subjective Forecasts: Some Empirical Results	1985	Alison Hubbard Ashton Robert H. Ashton	2
+	Introduction to Linear Regression Analysis.	1983	J. M. Cass D. C. Montgomery E. A. Peck	2
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	2
+	Developments in Linear Regression Methodology: 1959–l982	1983	R. R. Hocking	1
+	Outliers, level shifts, and variance changes in time series	1988	Ruey S. Tsay	1
+	Composite forecasting of annual earnings: an application of biased regression techniques	1986	John B. Guerard Carl R. Beidleman	1
+	Introduction to Linear Regression Analysis	1983	Paul Gibbs	1
+	Composite forecasting using ridge regression	1987	John B. Guerard	1
+	Robust Statistics	2006	Ricardo A. Maronna R. Douglas Martin Vı́ctor J. Yohai	1
+	Comment	1984	Richard F. Gunst	1
+	Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms	1949	Donald Cochrane Guy H. Orcutt	1
+	Comment	1984	Ronald D. Snee Donald W. Marquardt	1
+	Some Tests for Homoscedasticity	1965	Stephen M. Goldfeld Richard E. Quandt	1
+	The management of executive compensation in large, dynamic firms:a ridge regression estimation	1984	John B. Guerard Raymond L. Horton	1
+	Statistics for Business and Economics.	1988	R. P. Hope Paul Newbold	1
+	Detection of Influential Observation in Linear Regression	2000	R. Dennis Cook	1
+	Optimal locally robust M-estimates of regression	1997	Vı́ctor J. Yohai Ruben H. Zamar	1
+	U-Statistics: Theory and Practice.	1992	Deborah Nolan A. J. Lee	1
+	Statistics for Business and Economics	1987	Edwin Mansfield Shelton S. Schmidt	1
+	Demeaning Conditioning Diagnostics through Centering	1984	David A. Belsley	1
+ PDF Chat	The Properties of Automatic<i>Gets</i>Modelling	2005	David F. Hendry Hans‐Martin Krolzig	1
+	Collinearity and the use of latent root regression for combining GNP forecasts	1989	John B. Guerard Robert T. Clemen	1
+ PDF Chat	Efficient bias robust regression for time series factor models	2022	R. Douglas Martin Daniel Xia	1
+	Optimal Bias Robust Regression Psi and Rho Revisited	2021	Kjell Konis R. Douglas Martin	1
+	Robust Statistics for Portfolio Construction and Analysis	2023	R. Douglas Martin Stoyan V. Stoyanov Kirk Li Mahmoud Shammaa	1
+	Predictive Ability and Descriptive Validity of Earnings Forecasting Models	1980	Benoît Deschamps Dileep R. Mehta	1
+	Statistical model selection with “Big Data”	2015	Jurgen A. Doornik David F. Hendry	1