LCB Profile
Sergio Koreisha
Philip Knight Professor of Business & Dept Head, DSC
Office phone: 541-346-3375
E-mail: sergiok@lcbmail.uoregon.edu
Personal Web Page: http://darkwing.uoregon.edu/~sergiok/skres.html
Department: Decision Sciences
Office: 484 Lillis
Degree History
D.B.A., Harvard University, 1980
M.Eng, University of California, 1975
B.S., University of California, 1974
Recent Publications
"Using Least Squares to Generate Forecasts in Regressions with Serial Correlation," Journal of Time Series Analysis, 2007 (with Yue Fang)
Dealing with Serial Correlation in Regression. 2005 (with Yue Fang).
"Updating ARMA Predictions for Temporal Aggregates," Journal of Forecasting, 2004 (with Yue Fang)
"Forecasting with Serially Correlated Regression Models," Journal of Statistical Computation & Simulation, 2004 (with Yue Fang)
"The Specification of Vector ARMA Processes," Journal of Statistical Computation & Simulation, 2004 (with Tarmo Pukkila)
"GLS Estimation of Regression Models With Misspecified Serial Correlation Structures," Journal of Royal Statistical Society B, 2001 (with Yue Fang)
"Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models," Communications in Statistics: Simulation & Computation, 2000 (with T. Pukkila)
Biography
Professor Koreisha specializes in the areas of forecasting, mathematical model building, applied econometrics, energy modeling, production analysis, and manufacturing strategy. Some of his latest works in forecasting include articles on new fast estimation methods for large-scale, multiple-time series models, new approaches for identifying the mathematical structures governing the behavior of economic time series, and how causality among economic and business variables might be ascertained and used to formulate more accurate models. He has taught courses in Europe, South America, and the Pacific. He also provides consulting services for companies interested in doing business in Brazil.
Before obtaining his doctoral degree, Koreisha worked as an industrial engineer for Weyerhaeuser and as a planning and distribution analyst for Clorox. He has taught executive management programs and consulted for industry and the U.S. government.
