Sergio Koreisha

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Degree History:

DBA, Harvard University, 1980
M Eng, University of California Berkeley, 1975
BS, University of California Berkeley, 1974

Bio:

Sergio Koreisha is a professor emerit of operations and business analytics at the University of Oregon's Lundquist College of Business. He 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.

What's in a Name?

Our Department of Decision Sciences is now the Department of Operations and Business Analytics, better conveying the value and importance of our course offerings and research in this area.

Season of Appreciation

We hope the season finds you in good cheer, honoring fond traditions and creating new memories.

Applied Econometrics
Forecasting

Journal Articles

Koreisha, Sergio, and Yongli Zhang. "Adaptive Order Determination for Constructing Time Series Forecasting Models." Communications in Statistics: Theory and Methods 44, no. 22: 4826-4847. https://dx.doi.org/10.1080/03610926.2013.800881.
October 2013
Koreisha, Sergio, and Yue Fang. "Using Least Squares to Generate Forecasts in Regressions with Serial Correlation." Journal of Time Series Analysis 29, no. 3: 555-580. https://dx.doi.org/10.1111/j.1467-9892.2007.00569.x.
September 2008
Koreisha, Sergio, and Yue Fang. "Forecasting with Serially Correlated Regression Models." Journal of Statistical Computation and Simulation 74, no. 9: 625-649. https://dx.doi.org/10.1080/00949650310001620112.
September 2004
Koreisha, Sergio, and Yue Fang. "Updating ARMA Predictions for Temporal Aggregates." Journal of Forecasting 23, no. 4: 275-296. https://dx.doi.org/10.1002/for.913.
July 2004
Koreisha, Sergio, and Tarmo Pukkila. "The Specification of Vector Autoregressive Moving Average Models." Journal of Statistical Computation & Simulation 74, no. 8: 547-565.
August 2003
Koreisha, Sergio, and Yue Fang. "Generalized Least Squares With Misspecified Serial Correlation Structures." Journal of Royal Statistical Society B 63, no. 3: 515-531. https://dx.doi.org/10.1111/1467-9868.00296.
December 2001
Koreisha, Sergio, and Tarmo Pukkila. "Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models." Communications in Statistics: Simulation & Computation 29, no. 1: 259-293. https://dx.doi.org/10.1080/03610910008813613.
December 2000

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