Publications at Department of Econometrics and Business Statistics<BR> Faculty of Business and Economics<BR> Monash University<BR> Clayton, Australia

This file is part of IDEAS, which uses RePEc data

Publications

by members of

Department of Econometrics and Business Statistics
Faculty of Business and Economics
Monash University
Clayton, Australia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2009

Keith R. McLaren, 2009. "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers 1/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Keith R. McLaren & Xueyan Zhao, 2009. "The Econometric Specification of Input Demand Systems Implied by Cost Function Representations," Monash Econometrics and Business Statistics Working Papers 3/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Green, Kesten C & Armstrong, J. Scott & Soon, Willie, 2009. "Validity of Climate Change Forecasting for Public Policy Decision Making," MPRA Paper 12163, University Library of Munich, Germany. [Downloadable!]
Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany. [Downloadable!]
Max Gillman & Mark N. Harris, 2009. "The Effect of Inflation on Growth - Evidence from a Panel of Transition Countries," IEHAS Discussion Papers 0912, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
Weiping Kostenko & Mark Harris & Xueyan Zhao, 2009. "Occupational Transition and Country-of-Origin Effects in the Early Stage Occupational Assimilation of Immigrants: Some Evidence from Australia," Melbourne Institute Working Paper Series wp2009n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Han Lin Shang & Rob J Hyndman, 2009. "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers 8/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D. Snyder & J. Keith Ord, 2009. "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers 4/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers 6/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

2008

Keith R. McLaren & K. K. Gary Wong, 2008. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," Monash Econometrics and Business Statistics Working Papers 8/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Nguyen, Duong T. M. & McLaren, Keith & Zhao, Xueyan, 2008. "Multi-Output Broadacre Agricultural Production: Estimating A Cost Function Using Quasi-Micro Farm Level Data From Australia," 2008 Conference (52nd), February 5-8, 2008, Canberra, Australia 6009, Australian Agricultural and Resource Economics Society. [Downloadable!]
Green, Kesten C., 2008. "Assessing probabilistic forecasts about particular situations," MPRA Paper 8836, University Library of Munich, Germany. [Downloadable!]
Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm, 2008. "Predicting elections from politicians’ faces," MPRA Paper 9150, University Library of Munich, Germany. [Downloadable!]
Harris, Mark & Spencer, Christopher, 2008. "Decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," MPRA Paper 9100, University Library of Munich, Germany. [Downloadable!]
Gillman, Max & Harris, Mark N., 2008. "The Effect of Inflation on Growth: Evidence from a Panel of Transition Countries," Cardiff Economics Working Papers E2008/25, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
Sarah Brown & Lisa Farrell & Mark N Harris, 2008. "Modelling the Incidence of Self-Employment: Individual and Employment Type Heterogeneity," Working Papers 2008010, The University of Sheffield, Department of Economics, revised Sep 2008. [Downloadable!]
Srivastava, P & Zhao, X, 2008. "Impact of Private Health Insurance on the Choice of Public versus Private Hospital Services," Health, Econometrics and Data Group (HEDG) Working Papers 08/17, HEDG, c/o Department of Economics, University of York. [Downloadable!]
Mounter, Stuart & Griffith, Garry & Piggott, Roley & Fleming, Euan & Zhao, Xueyan, 2008. "An Equilibrium Displacement Model of the Australian Sheep and Wool Industries," Research Reports 37663, New South Wales Department of Primary Industries Research Economists. [Downloadable!]
J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J Hyndman & Shu Fan, 2008. "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers 6/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008. "Exponential smoothing and non-negative data," Working Papers 2008-003, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Ralph D. Snyder & Anne B. Koehler, 2008. "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers 7/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany. [Downloadable!]
Apostolos Serletis & Guohua Feng, 2008. "Semi-Nonparametric Estimates of Currency Substitution Between the Canadian Dollar and the U.S. Dollar," Working Papers 2008-32, Department of Economics, University of Calgary, revised 27 Oct 2008. [Downloadable!]
Katharina Hauck & Bruce Hollingsworth, 2008. "Do obese patients stay longer in hospital? Estimating the health care costs of obesity," Centre for Health Economics Research Papers 28/08, Monash University, Centre for Health Economics. [Downloadable!]

2007

Keith R. McLaren & K.K. Gary Wong, 2007. "Effective global regularity and empirical modeling of direct, inverse and mixed demand systems," Monash Econometrics and Business Statistics Working Papers 2/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007. "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers 818, University of Tasmania, Department of Economics and Finance. [Downloadable!]
Green, Kesten C. & Armstrong, J. Scott, 2007. "Global warming: Forecasts by scientists versus scientific forecasts," MPRA Paper 4361, University Library of Munich, Germany. [Downloadable!]
Green, Kesten C. & Armstrong, J. Scott & Graefe, Andreas, 2007. "Methods to Elicit Forecasts from Groups: Delphi and Prediction Markets Compared," MPRA Paper 4663, University Library of Munich, Germany, revised 22 Sep 2007. [Downloadable!]
Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007. "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper 6317, University Library of Munich, Germany. [Downloadable!]
Max Gillman & Mark N Harris & Michal Kejak, 2007. "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006 29, Money Macro and Finance Research Group. [Downloadable!]
Adam Bialowas & Lisa Farrell & Mark N. Harris & Cain Polidano, 2007. "Long-Run Effects of BSE on Meat Consumption," Monash Econometrics and Business Statistics Working Papers 13/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Brooks, Robert & Harris, Mark & Spencer, Christopher, 2007. "An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data," MPRA Paper 8509, University Library of Munich, Germany. [Downloadable!]
Mounter, Stuart & Griffith, Garry & Piggott, Roley & Fleming, Euan & Zhao, Xueyan, 2007. "Economic Evaluation of New Technologies and Promotions in the Australian Sheep and Wool Industries," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand 10415, Australian Agricultural and Resource Economics Society. [Downloadable!]
Mounter, Stuart & Griffith, Garry & Piggott, Roley & Fleming, Euan & Zhao, Xueyan, 2007. "Composition of the National Sheep Flock and Specification of Equilibrium Prices and Quantities for the Australian Sheep and Wool Industries, 2002-03 to 2004-05," Research Reports 37664, New South Wales Department of Primary Industries Research Economists. [Downloadable!]
Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007. "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers 3/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007. "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers 7/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007. [Downloadable!]
Muhammad Akram & Rob J. Hyndman & J. Keith Ord, 2007. "Non-linear exponential smoothing and positive data," Monash Econometrics and Business Statistics Working Papers 14/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009. [Downloadable!]
Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D. Snyder & Adrian Beaumont, 2007. "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers 15/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Gael M. Martin & Andrew Reidy & Jill Wright, 2007. "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers 5/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Iqbal, Javed & Rawish, Abbas, 2007. "Market for statisticians in developing economies: The case study of Pakistan’s corporate sector," MPRA Paper 3266, University Library of Munich, Germany, revised 2006. [Downloadable!]
Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers 8/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers 1/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Guohua Feng & Apostolos Serletis, 2007. "Productivity Trends in U.S. Manufacturing: Evidence from the NQ and AIM Cost Fucntions," Working Papers 2007-12, Department of Economics, University of Calgary, revised 11 Dec 2007. [Downloadable!]
Guohua Feng & Apostolos Serletis, 2007. "Efficiency and Productivity of the US Banking Industry, 1998-2005: Evidence from the Fourier Cost Function Satisfying Global Reg," Working Papers 2007-13, Department of Economics, University of Calgary, revised 11 Dec 2007. [Downloadable!]

2006

Kenneth W Clements & Yihui Lan & Xueyan Zhao, 2006. "The Demand for Vice: Inter-Commodity Interactions with Uncertainty," Economics Discussion / Working Papers 06-30, The University of Western Australia, Department of Economics. [Downloadable!]
Ramful, Preety & Zhao, Xueyan, 2006. "Heterogeneity in Alcohol Consumption: The Case of Beer, Wine and Spirits in Australia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25359, International Association of Agricultural Economists. [Downloadable!]
Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Giovanni Forchini, 2006. "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J Hyndman & Muhammad Akram, 2006. "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers 3/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Azhong Ye & Rob J Hyndman & Zinai Li, 2006. "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 8/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers 11/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers 13/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Farshid Vahid, 2006. "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers 2/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers 4/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series wp2006n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beverridge Nelson Decomposition With Markov Switching," CAMA Working Papers 2006-18, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers 17/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D. Snyder & Anne B. Koehler, 2006. "Incorporating a Tracking Signal into State Space Models for Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 16/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Gael M. Martin & Andrew Reidy & Jill Wright, 2006. "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers 10/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Chris M Strickland & Gael Martin & Catherine S Forbes, 2006. "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers 22/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Iqbal, Javed & Nadeem, Khurram, 2006. "Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan," MPRA Paper 3267, University Library of Munich, Germany. [Downloadable!]

2005

Kesten C. Green & J. Scott Armstrong, 2005. "Competitor-oriented Objectives: The Myth of Market Share," Monash Econometrics and Business Statistics Working Papers 17/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
J. Scott Armstrong & Kesten C. Green, 2005. "Demand Forecasting: Evidence-based Methods," Monash Econometrics and Business Statistics Working Papers 24/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Kesten C. Green & J. Scott Armstrong, 2005. "The war in Iraq: Should we have expected better forecasts?," Others 0511003, EconWPA. [Downloadable!]
Feeny, Simon & Gillman, Max & Harris, Mark N., 2005. "Econometric Accounting of the Australian Corporate Tax Rates: a Firm Panel Example," Cardiff Economics Working Papers E2005/16, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
Max Gillman & Mark Harris, 2005. "The Benefits of Low Inflation: Financial Development within an Endogenous Growth Economy," 2005 Meeting Papers 914, Society for Economic Dynamics.
Kenneth W. Clements & Xueyan Zhao, 2005. "Economic Aspects of Marijuana," Economics Discussion / Working Papers 05-28, The University of Western Australia, Department of Economics. [Downloadable!]
Kenneth W. Clements & Yihui Lan & Xueyan Zhao, 2005. "The Demand for Vice: Inter-Commodity Interactions with Uncertainty," Economics Discussion / Working Papers 05-30, The University of Western Australia, Department of Economics. [Downloadable!]
Zhao, Xueyan & Mullen, John & Griffith, Garry, 2005. "Economic Surplus Measurement in Multi-Market Models," Working Papers 12910, University of New England, School of Economics. [Downloadable!]
Giovanni Forchini, 2005. "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
Giovanni Forchini, 2005. "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
G. Forchini, 2005. "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers 21/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig, 2005. "Forecasting age-specific breast cancer mortality using functional data models," Monash Econometrics and Business Statistics Working Papers 3/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005. "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers 7/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute. [Downloadable!]
Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D Snyder, 2005. "A Pedant's Approach to Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 5/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler, 2005. "Exponential Smoothing Model Selection for Forecasting," Monash Econometrics and Business Statistics Working Papers 6/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Iqbal, Javed & Haider, Aziz, 2005. "Arbitrage pricing theory: evidence from an emerging stock market," MPRA Paper 8699, University Library of Munich, Germany. [Downloadable!]
Bruce Hollingsworth & Katharina Hauck, 2005. "Translational research in the area of inequalities in health related to obesity in Australia," Centre for Health Economics Research Papers 11/05, Monash University, Centre for Health Economics. [Downloadable!]

2004

Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004. "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings 152, Econometric Society.
Kesten C. Green & J. Scott Armstrong, 2004. "Structured analogies for forecasting," Monash Econometrics and Business Statistics Working Papers 17/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Kesten C. Green, 2004. "Further evidence on game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts," Monash Econometrics and Business Statistics Working Papers 18/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Kesten C. Green & J. Scott Armstrong, 2004. "Value of Expertise For Forecasting Decisions in Conflicts," Monash Econometrics and Business Statistics Working Papers 27/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Xueyan Zhao & Mark Harris, 2004. "Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model," Econometric Society 2004 Australasian Meetings 363, Econometric Society.
Xueyan Zhao & Mark Harris & Preety Ramful, 2004. "Alcohol Consumption in Australia: An Application of the Ordered Generalised Extreme Value Model," Econometric Society 2004 Australasian Meetings 301, Econometric Society. [Downloadable!]
Mark N. Harris & Xueyan Zhao, 2004. "Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model," Monash Econometrics and Business Statistics Working Papers 14/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Eyob Fissuh & Mark Harris, 2004. "Determinants of Poverty in Eritrea: A Household level Analysis," Econometric Society 2004 Australasian Meetings 364, Econometric Society. [Downloadable!]
Max Gillman & Mark N. Harris, 2004. "Inflation, Financial Development and Endogenous Growth," Monash Econometrics and Business Statistics Working Papers 24/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Max Gillman & Mark N. Harris, 2004. "Inflation, Financial Development and Growth in Transition Countries," Monash Econometrics and Business Statistics Working Papers 23/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Zhao, Xueyan & Ambarawati, I Gusti Agung Ayu & Piggott, Roley & Griffith, Garry, 2004. "The Distribution of Gains from Cattle Development in a Multi-Stage Production System: The Case of the Bali Beef Industry," Working Papers 12920, University of New England, School of Economics. [Downloadable!]
Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society. [Downloadable!]
Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004. "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers 9/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004. "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings 120, Econometric Society. [Downloadable!]
Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004. "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers 28/04, Monash University, Department of Econometrics and Business Statistics, revised Oct 2005. [Downloadable!]
Ralph D. Snyder, 2004. "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers 15/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Chin Nam Low & Heather Anderson & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings 242, Econometric Society. [Downloadable!]
Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers 21/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers 13/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Gael Martin & Chris Strickland & Catherine Forbes, 2004. "Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data," Econometric Society 2004 Australasian Meetings 324, Econometric Society.
Keith Freeland & Brendan McCabe & Gael Martin, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Econometric Society 2004 Australasian Meetings 313, Econometric Society. [Downloadable!]
Andrew D. Sanford & Gael Martin, 2004. "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers 11/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Don U.A. Galagedera, 2004. "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance 0406013, EconWPA. [Downloadable!]
Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance 0409056, EconWPA. [Downloadable!]
Don U.A. Galagedera & Piyadasa Edirisuriya, 2004. "Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index," Finance 0408006, EconWPA. [Downloadable!]
Don U.A. Galagedera & Roland G. Shami, 2004. "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings 126, Econometric Society. [Downloadable!]
Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, EconWPA. [Downloadable!]
Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data," Monash Econometrics and Business Statistics Working Papers 16/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Don U.A. Galagedera & Robert Faff, 2004. "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers 8/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Don U.A. Galagedera & Roland Shami, 2004. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance 0406011, EconWPA. [Downloadable!]
Roland Shami & Don U.A. Galagedera, 2004. "Beta Risk and Regime Shift in Market Volatility," Finance 0406012, EconWPA. [Downloadable!]
Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004. "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings 317, Econometric Society. [Downloadable!]
Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society. [Downloadable!]
Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance 0406006, EconWPA. [Downloadable!]
Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan," International Trade 0406006, EconWPA. [Downloadable!]

2003

Agbola, Frank W. & Maitra, Pushkar & McLaren, Keith, 2003. "On The Estimation Of Demand Systems With Large Number Of Goods: An Application To South Africa Household Food Demand," 2003 Annual Conference, October 2-3, 2003, Pretoria, South Africa 19097, Agricultural Economic Association of South Africa (AEASA). [Downloadable!]
Brown, Sarah & Lisa Farrell & Mark N Harris, 2003. "Who are the Self-employed? A New Approach," Royal Economic Society Annual Conference 2003 31, Royal Economic Society. [Downloadable!]
Ben Jensen & Mark N. Harris, 2003. "Neighbourhood Measures: Quantifying the Effects of Neighbourhood Externalities," Melbourne Institute Working Paper Series wp2003n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Sarah Brown & Lisa Farrell & Mark N. Harris, 2003. "Who are the Self-employed? A New Approach," Monash Econometrics and Business Statistics Working Papers 11/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Lisa Farrell & Tim R. L. Fry & Mark N. Harris, 2003. "“A Pack A Day For Twenty Years”:Smoking And Cigarette Pack Sizes," Department of Economics - Working Papers Series 887, The University of Melbourne. [Downloadable!]
Lydia Shenstone & Rob J. Hyndman, 2003. "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers 1/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003. "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers 12/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003. "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers 2/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003. "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers 3/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Catherine S. Forbes & Gael M. Martin & Jill Wright, 2003. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Monash Econometrics and Business Statistics Working Papers 17/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003. "Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms," Monash Econometrics and Business Statistics Working Papers 6/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Chris M. Strickland & Catherine S. Forbes & Gael M. Martin, 2003. "Bayesian Analysis of the Stochastic Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 14/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Andrew D. Sanford & Gael M. Martin, 2003. "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers 15/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
B.P.M. McCabe & G.M. Martin & A.R. Tremayne, 2003. "Persistence and Nonstationary Models," Monash Econometrics and Business Statistics Working Papers 16/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

2002

Robert E.J. Hibbard & Rob Brown & Keith R. McLaren, 2002. "Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence," Monash Econometrics and Business Statistics Working Papers 13/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen T.Rimmer, 2002. "Cobb-Douglas Utility - Eventually!," Centre of Policy Studies/IMPACT Centre Working Papers ip-80, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer, 2002. "Cobb-Douglas Utility - Eventually!," Monash Econometrics and Business Statistics Working Papers 12/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Max Gillman & Mark Harris & László Mátyás, 2002. "Inflation and Growth: Some Theory and Evidence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D5-1, International Conferences on Panel Data. [Downloadable!]
Mark N. Harris & Alan Duncan, 2002. "Intransigencies in the Labour Supply Choice," Melbourne Institute Working Paper Series wp2002n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & Kam-Ki Tang & Yi-Ping Tseng, 2002. "Optimal Employee Turnover Rate: Theory and Evidence," Melbourne Institute Working Paper Series wp2002n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Tim R.L. Fry & Mark N. Harris, 2002. "The DOGEV Model," Monash Econometrics and Business Statistics Working Papers 7/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Sarah Brown & Lisa Farrell & Mark N. Harris & John G. Sessions, 2002. "Risk Preference And Employment Contract Type," Department of Economics - Working Papers Series 845, The University of Melbourne. [Downloadable!]
Xueyan Zhao, 2002. "Who Bears the Burden and Who Receives the Gain? - The Case of GWRDC R&D Investments in the Australian Grape and Wine Industry," Monash Econometrics and Business Statistics Working Papers 15/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
X. Zhao & J.D. Mullen & G.R. Griffith & R.R. Piggott & W.E. Griffiths, 2002. "The Economic Incidence of R&D and Promotion Investments in the Australian Beef Industry," Monash Econometrics and Business Statistics Working Papers 16/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Peter Hall & Rob J. Hyndman, 2002. "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers 11/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord, 2002. "Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand," Monash Econometrics and Business Statistics Working Papers 3/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002. "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers 20/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Ralph D. Snyder & Catherine S. Forbes, 2002. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 14/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Y.K. Tse & Xibin Zhang & Jun Yu, 2002. "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers 18/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
C.S. Forbes & G.M. Martin & J. Wright, 2002. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers 2/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

2001

Alan Duncan & Mark N. Harris, 2001. "Simulating the Behavioural Effects of Welfare Reforms among Sole Parents in Australia," Melbourne Institute Working Paper Series wp2001n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & Max Gillman & László Mátyás, 2001. "The Negative Inflation-Growth Effect: Theory and Evidence," Melbourne Institute Working Paper Series wp2001n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & Mark Rogers & Anthony Siouclis, 2001. "Modelling Firm Innovation using Panel Probit Estimators," Melbourne Institute Working Paper Series wp2001n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Racine, J & Hyndman, R.J., 2001. "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers 10/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Hyndman, R.J. & Billah, B., 2001. "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers 5/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Hyndman, R.J. & Erbas, B., 2001. "Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease," Monash Econometrics and Business Statistics Working Papers 6/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001. "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 7/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Antonio, J. & Martin, G., 2001. "Spot Market Competition with Stranded Costs in the Spanish Electricity Industry," Papers 0106, Centro de Estudios Monetarios Y Financieros-.

2000

Grose, S. & McLaren, K., 2000. "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers 2/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Grose, S. & McLaren, K., 2000. "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers 1/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Tim R. L. Fry & Mark N. Harris, 2000. "A Model for Ordered Data with Clustering of Observations," Melbourne Institute Working Paper Series wp2000n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & Lachlan R. Macquarie & Anthony J. Siouclis, 2000. "A Comparison of Alternative Estimators for Binary Panel Probit Models," Melbourne Institute Working Paper Series wp2000n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
László Mátyás & László Kónya & Mark N. Harris, 2000. "Modelling Export Activity of Eleven APEC Countries," Melbourne Institute Working Paper Series wp2000n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Stephen Knights & Mark Harris & Joanne Loundes, 2000. "Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence," Melbourne Institute Working Paper Series wp2000n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & László Kónya & László Mátyás, 2000. "Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD 1990-96," Melbourne Institute Working Paper Series wp2000n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Mark N. Harris & Simon Feeny, 2000. "Habit Persistence in Effective Tax Rates: Evidence Using Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Simon Feeny & Mark N. Harris & Joanne Loundes, 2000. "A Dynamic Panel Analysis of the Profitability of Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R., 2000. "Wage Function: Australian Estimates Using the Income Distribution Survey," Department of Economics - Working Papers Series 761, The University of Melbourne. [Downloadable!]
Zhao, Xueyan & Mullen, John & Griffith, Garry & Griffiths, W.E. & Piggott, R.R., 2000. "An Equilibrium Displacement Model of the Australian Beef Industry," Research Reports 28007, New South Wales Department of Primary Industries Research Economists. [Downloadable!]
Cai, T. & Hyndman, R.J. & Wand, M.P., 2000. "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers 11/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000. "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers 9/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000. "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 7/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

1999

Griffiths, William & Zhao, Xueyan, 1999. "A Unified Approach To Sensitivity Analysis In Equilibrium Displacement Models: Comment," Working Papers 12950, University of New England, School of Economics. [Downloadable!]
Forchini, G. & Hillier, G.H., 1999. "Conditional Inference for Possibly Unidentified Structural Equations," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.
Hyndman, R.J. & Grunwald, G.K., 1999. "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers 2/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Snyder, R., 1999. "Forecasting Sales of Slow and Fast Moving Inventories," Monash Econometrics and Business Statistics Working Papers 7/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999. "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers 1/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Snyder, R.D. & Forbes, C.S., 1999. "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers 14/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Snyder, R.D. & Koehler, A. & Ord, K., 1999. "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 10/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

1998

Harris, M.N. & Macquarie, L.R. & Siouclis, A.J., 1998. "A Comparison of Alternative Estimators for Binary Panel Probit Models," Monash Econometrics and Business Statistics Working Papers 4/98, Monash University, Department of Econometrics and Business Statistics.
Fraccaro, R. & Hyndman, R. & Veevers, A., 1998. "Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression," Monash Econometrics and Business Statistics Working Papers 12/98, Monash University, Department of Econometrics and Business Statistics.
Bashtannyk, D.M. & Hyndman, R.J., 1998. "Bandwidth Selection for Kernel Conditional Density Estimation," Monash Econometrics and Business Statistics Working Papers 16/98, Monash University, Department of Econometrics and Business Statistics.
Hyndman, R.J. & Yao, Q., 1998. "Nonparametric Estimation and Symmetry Tests for Conditional Density Functions," Monash Econometrics and Business Statistics Working Papers 17/98, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Shami, R.G. & Snyder, R.D., 1998. "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers 3/98, Monash University, Department of Econometrics and Business Statistics.
Snyder, R.D. & Koehler, A.B. & Ord, J.K., 1998. "Lead Time demand for Simple Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 13/98, Monash University, Department of Econometrics and Business Statistics.
Martin, G.M., 1998. "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers 1/98, Monash University, Department of Econometrics and Business Statistics.
Beg, AB.M.R. & Silvapulle, M.J. & Silvapulle, P., 1998. "Robust Terms Against Smooth Transition Autoregressive (STAR) Models," Papers 98.16, La Trobe - Department of Economics.
Sadique, S. & Silvapulle, P., 1998. "Long-Term Memory in Stock Market Prices: International Evidence," Papers 90-10, La Trobe - Department of Economics.
Silvapulle, P. & Jayasuriya, S. & Manning, C., 1998. "Labour Market Integration in Developing Countries: a Case Study of Indonesia," Papers 98.17, La Trobe - Department of Economics.
Banik, S. & Silvapulle, P., 1998. "Finite Sample properties of Seasonal Integration Tests," Papers 90-09, La Trobe - Department of Economics.
Hewarathna, R. & Silvapulle, P., 1998. "Forecasting Inflation from the Term Structure of Interest Rates," Papers 98-08, La Trobe - Department of Economics.

1997

Matyas, L. & Konya, L. & Harris, M.N., 1997. "Modelling Export Activity in a Multicountry Economic Area : The APEC Case," Monash Econometrics and Business Statistics Working Papers 1/97, Monash University, Department of Econometrics and Business Statistics.
Snyder, R. & Inder, B., 1997. "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers 9/97, Monash University, Department of Econometrics and Business Statistics.
Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997. "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers 8/97, Monash University, Department of Econometrics and Business Statistics.
Shami, R.G. & Snyder, R.D., 1997. "Exponential Smoothing of Seasonal Data: A Comparison," Monash Econometrics and Business Statistics Working Papers 10/97, Monash University, Department of Econometrics and Business Statistics.
Martin, G.M., 1997. "Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior," Monash Econometrics and Business Statistics Working Papers 5/97, Monash University, Department of Econometrics and Business Statistics.
Martin, G.M. & Martin, V.L., 1997. "Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries," Monash Econometrics and Business Statistics Working Papers 4/97, Monash University, Department of Econometrics and Business Statistics.
Silvapulle, P. & Silvapulle, M.J. & Beg, A.B.M.R.A., 1997. "Testing for ARCH in ARCH-in-Mean Model," Papers 97.24, La Trobe - Department of Economics.
Banik, S. & Silvapulle, P., 1997. "Testing For Seasonal Stability in Unemployment Series: International Evidence," Papers 97.17, La Trobe - Department of Economics.
Silvapulle, P. & Choi, J.-S., 1997. "Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation: Korean Evidence," Papers 97.21, La Trobe - Department of Economics.
Silvapulle, P. & Hewarathna, R., 1997. "A Comparison of Australian Inflation Forecasts," Papers 97.23, La Trobe - Department of Economics.
Silvapulle, P. & Silvapulle, M.J., 1997. "Business Cycle Asymmetry and the Stock Market," Papers 97.22, La Trobe - Department of Economics.

1996

Jane M. Fry & Tim R.L. Fry & Keith R. McLaren, 1996. "Compositional Data Analysis and Zeros in Micro Data," Centre of Policy Studies/IMPACT Centre Working Papers g-120, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
Lee, M. & Longmire, R. & Matyas, L. & Harris, M., 1996. "Growth Convergence: Some Panel Data Evidence," Monash Econometrics and Business Statistics Working Papers 14/96, Monash University, Department of Econometrics and Business Statistics.
Harris, M.N. & Matyas, L., 1996. "A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models," Monash Econometrics and Business Statistics Working Papers 4/96, Monash University, Department of Econometrics and Business Statistics.
Harris, M.N. & Longmire, R.J. & Matyas, L., 1996. "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers 9/96, Monash University, Department of Econometrics and Business Statistics.
Snyder, R.D. & Grose, S., 1996. "Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals," Monash Econometrics and Business Statistics Working Papers 11/96, Monash University, Department of Econometrics and Business Statistics.
Saligari, G.R. & Snyder, R.D., 1996. "Trends, Lead Times and Forecasting," Monash Econometrics and Business Statistics Working Papers 1/96, Monash University, Department of Econometrics and Business Statistics.
Beg, R.A. & Silvapulle, P., 1996. "Testing for Nonlinearity in Time Series Models," Papers 96.05, La Trobe - Department of Economics.
Silvapulle, P. & Evans, M., 1996. "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 7/96, Monash University, Department of Econometrics and Business Statistics.
Hewarathna, R. & Silvapulle, P., 1996. "An Empirical Investigation on the Relationships Among Real, Monetary and Financial Variables: Australian Evidence," Papers 96.04, La Trobe - Department of Economics.
Silvapulle, M-J & Silvapulle, P & Basawa, I, 1996. "On Adaptive Tests," Papers 96.20, La Trobe - Department of Economics.
Silvapulle, P., 1996. "A Score Test for Seasonal Fraction Integration and Cointegration," Papers 96.01, La Trobe - Department of Economics.

1995

Keith R. McLaren, 1995. "A Parsimonious Autocorrelation Correction for Singular Demand Systems," Monash Econometrics and Business Statistics Working Papers 3/95, Monash University, Department of Econometrics and Business Statistics.
Robert D. Brooks & Tim R.L. Fry & Mark N. Harris, 1995. "Combining Choice Set Partition Tests for the Independence of Irrelevant Alternatives Property: Size Properties in the Four Alternatives Setting," Monash Econometrics and Business Statistics Working Papers 1/95, Monash University, Department of Econometrics and Business Statistics.
Robert D. Brooks & Tim R.L. Fry & Mark N. Harris, 1995. "The Size and Power Properties of Combining Choice Set Participation Tests for the IIA Property in the Logit Model," Monash Econometrics and Business Statistics Working Papers 2/95, Monash University, Department of Econometrics and Business Statistics.
Hillier, G. & Forchini, G., 1995. "Some Exact Distribution Theory for the Gaussian AR(1) Model. I: Joint Density of the Minimal Sufficient Statistics," Discussion Paper Series In Economics And Econometrics 9511, Economics Division, School of Social Sciences, University of Southampton.
Ord, J.K. & Koehler, A. & Snyder, R.D., 1995. "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Monash Econometrics and Business Statistics Working Papers 4/95, Monash University, Department of Econometrics and Business Statistics.
Snyder, R.D., 1995. "Inventory Control: Back to the Molehills," Monash Econometrics and Business Statistics Working Papers 5/95, Monash University, Department of Econometrics and Business Statistics.
Martin, G., 1995. "Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers 16/95, Monash University, Department of Econometrics and Business Statistics.
Martin, G., 1995. "Fractional Cointegration: A Bayesian Aproach," Monash Econometrics and Business Statistics Working Papers 17/95, Monash University, Department of Econometrics and Business Statistics.
Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, EconWPA, revised 16 Jun 1995. [Downloadable!]
Silvapulle, P., 1995. "Unit Root Test and Structural Breaks," Papers 95.34, La Trobe - Department of Economics.
Silvapulle, P., 1995. "A Lagrange Multiplier Test Seasonal Fractional Integration," Papers 95.33, La Trobe - Department of Economics.
Silvapulle, P., 1995. "testing Stationary Nonnested Short Memory Against Long Memory Processes," Papers 95.32, La Trobe - Department of Economics.
Silvapulle, P. & Padivinsky, J.M., 1995. "The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests," Papers 95.30, La Trobe - Department of Economics.
Silvapulle, P., 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers 95-08, University of Iowa, Department of Economics.

1994

Harris, M.N. & Macquarie, L.R., 1994. "A Comparative Study of Introductory and Undergraduate Econometric Textbooks," Monash Econometrics and Business Statistics Working Papers 1994-17, Monash University, Department of Econometrics and Business Statistics.
Fry, T.R.L. & Harris, M.N., 1994. "Testing for Independence or Irrelevent Alternatives: Some Empirical Results," Monash Econometrics and Business Statistics Working Papers 1994-2, Monash University, Department of Econometrics and Business Statistics.

1993

Silvapulle, P. & Lee, J., 1993. "Robustness of ARCH Tests in the Presence of Serial Correlation," Papers 24-93, La Trobe - Department of Economics.
Silvapulle, P., 1993. "Soem Robust Properties of Unit Root Tests," Papers 8-93, La Trobe - Department of Economics.
Silvapulle, P. & Evans, M., 1993. "Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity," Papers 27-93, La Trobe - Department of Economics.
Silvapulle, P., 1993. "Testing for a Unit Root in a Time Series with Mean Shifts," Papers 7-93, La Trobe - Department of Economics.
Silvapulle, P. & Pereira, R. & Lee, J.H.H., 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Papers 26-93, La Trobe - Department of Economics.

1991

James H. Breece & Keith R. McLaren & Chris W. Murphy & Alan A. Powell, 1991. "Using the Murphy Model to Provide Short-Run Macroeconomic Closure for ORANI," Centre of Policy Studies/IMPACT Centre Working Papers ip-56, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]

Undated

K.R. McLaren, . "Equations for Gross Business Fixed Investment," RBA Research Discussion Papers rdp06, Reserve Bank of Australia.
Giovanni Forchini, . "The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions," Discussion Papers 00/06, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini, . "On Diagnostic Tests," Discussion Papers 00/53, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini, . "The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model," Discussion Papers 01/02, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini, . "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini, . "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York. [Downloadable!]
Hyndman, R.J. & Wand, M.P. (1996), . "Nonparametric autocovariance function estimation," Statistics Working Paper _006, Australian Graduate School of Management.

Journal articles

Undated material is listed at the end

2009

Keith R. McLaren & K. K. Gary Wong, 2009. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 91(4), pages 1110-1123, November. [Downloadable!] (restricted)
Mark N. Harris & Weiping Kostenko & LãSzlã MãTyãS & Isfaaq Timol, 2009. "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 399-426. [Downloadable!] (restricted)
Preety Ramful & Xueyan Zhao, 2009. "Participation in marijuana, cocaine and heroin consumption in Australia: a multivariate probit approach," Applied Economics, Taylor and Francis Journals, vol. 41(4), pages 481-496. [Downloadable!] (restricted)
Zhang, Xiaohui & Zhao, Xueyan & Harris, Anthony, 2009. "Chronic diseases and labour force participation in Australia," Journal of Health Economics, Elsevier, vol. 28(1), pages 91-108, January. [Downloadable!] (restricted)
Hyndman, Rob J., 2009. "A change of editors," International Journal of Forecasting, Elsevier, vol. 25(1), pages 1-2. [Downloadable!] (restricted)
Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166. [Downloadable!] (restricted)
Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009. "Monitoring processes with changing variances," International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July. [Downloadable!] (restricted)
Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104. [Downloadable!]
Don U A Galagedera & Asmah M Jaapar, 2009. "Modeling Time-Varying Downside Risk," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(1), pages 36-51, March.
Don U. A. Galagedera, 2009. "An Analytical Framework For Explaining Relative Performance Of Capm Beta And Downside Beta," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 341-358. [Downloadable!] (restricted)
Guohua Feng & Apostolos Serletis, 2009. "Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 105-138. [Downloadable!]

2008

Kesten Green & Len Tashman, 2008. "Should We Define Forecast Error as E = F - A Or E = A - F?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 10, pages 38-40, Summer. [Downloadable!]
Ben Jensen & Mark N. Harris, 2008. "Neighbourhood Measures: Quantifying the Effects of Neighbourhood Externalities," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 68-81, 03. [Downloadable!] (restricted)
Brown, Sarah & Fry, Tim R.L. & Harris, Mark N., 2008. "Untangling supply and demand in occupational choice," Economics Letters, Elsevier, vol. 99(2), pages 414-417, May. [Downloadable!] (restricted)
Hock-Eam Lim & Judith Rich & Mark N. Harris, 2008. "Employment Outcomes of Graduates: The Case of Universiti Utara, Malaysia ," Asian Economic Journal, East Asian Economic Association, vol. 22(3), pages 321-341, 09. [Downloadable!] (restricted)
Preety Ramful & Xueyan Zhao, 2008. "Individual Heterogeneity in Alcohol Consumption: The Case of Beer, Wine and Spirits in Australia," The Economic Record, The Economic Society of Australia, vol. 84(265), pages 207-222, 06. [Downloadable!] (restricted)
Forchini, Giovanni, 2008. "A characterization of invariant tests for identification in linear structural equations," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February. [Downloadable!] (restricted)
Forchini, Giovanni, 2008. "Weighted Average Power Similar Tests For Structural Change In The Gaussian Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1277-1290, October. [Downloadable!]
Rob Hyndman & Muhammad Akram & Blyth Archibald, 2008. "The admissible parameter space for exponential smoothing models," Annals of the Institute of Statistical Mathematics, Springer, vol. 60(2), pages 407-426, June. [Downloadable!] (restricted)
Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008. "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, vol. 191(1), pages 207-222, November. [Downloadable!] (restricted)
Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342. [Downloadable!] (restricted)
Hyndman, Rob J., 2008. "Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 557-557. [Downloadable!] (restricted)
George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(3), pages 533-554, 05. [Downloadable!] (restricted)
Athanasopoulos, George & Vahid, Farshid, 2008. "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 237-252, April. [Downloadable!] (restricted)
Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D., 2008. "Feasible parameter regions for alternative discrete state space models," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2963-2970, December. [Downloadable!] (restricted)
Zhang, Xibin & King, Maxwell L., 2008. "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June. [Downloadable!] (restricted)
Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S., 2008. "Parameterisation and efficient MCMC estimation of non-Gaussian state space models," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2911-2930, February. [Downloadable!] (restricted)
Don Galagedera & Elizabeth Maharaj, 2008. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns," Quantitative Finance, Taylor and Francis Journals, vol. 8(2), pages 201-215. [Downloadable!] (restricted)
Don Galagedera & Elizabeth Maharaj & Robert Brooks, 2008. "Relationship between downside risk and return: new evidence through a multiscaling approach," Applied Financial Economics, Taylor and Francis Journals, vol. 18(20), pages 1623-1633. [Downloadable!] (restricted)
Sivagowry Sriananthakumar & Param Silvapulle, 2008. "Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion," Applied Financial Economics, Taylor and Francis Journals, vol. 18(4), pages 267-273. [Downloadable!] (restricted)
Feng, Guohua & Serletis, Apostolos, 2008. "Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions," Journal of Econometrics, Elsevier, vol. 142(1), pages 281-311, January. [Downloadable!] (restricted)

2007

Green, Kesten C. & Armstrong, J. Scott, 2007. "Structured analogies for forecasting," International Journal of Forecasting, Elsevier, vol. 23(3), pages 365-376. [Downloadable!] (restricted)
Kesten Green & J. Scott Armstrong & Andreas Graefe, 2007. "Methods to Elicit Forecasts from Groups: Delphi and Prediction Markets Compared," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 8, pages 17-20, Fall. [Downloadable!]
Harris, Mark N. & Zhao, Xueyan, 2007. "A zero-inflated ordered probit model, with an application to modelling tobacco consumption," Journal of Econometrics, Elsevier, vol. 141(2), pages 1073-1099, December. [Downloadable!] (restricted)
Forchini, Giovanni, 2007. "The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation," Economics Letters, Elsevier, vol. 95(1), pages 117-123, April. [Downloadable!] (restricted)
Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April. [Downloadable!] (restricted)
Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June. [Downloadable!] (restricted)
Rob J. Hyndman & Andrey V. Kostenko, 2007. "Minimum Sample Size requirements for Seasonal Forecasting Models," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 6, pages 12-15, Spring. [Downloadable!]
George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87. [Downloadable!]
Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007. "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor and Francis Journals, vol. 7(3), pages 261-265. [Downloadable!] (restricted)
Param Silvapulle & Xibin Zhang, 2007. "Assessing dependence changes using nonparametric methods," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(6), pages 397-401. [Downloadable!] (restricted)
Catherine S. Forbes & Gael M. Martin & Jill Wright, 2007. "Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 387-418. [Downloadable!] (restricted)
Galagedera, Don U.A., 2007. "An alternative perspective on the relationship between downside beta and CAPM beta," Emerging Markets Review, Elsevier, vol. 8(1), pages 4-19, March. [Downloadable!] (restricted)
Galagedera, Don U.A. & Brooks, Robert D., 2007. "Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 214-230, July. [Downloadable!] (restricted)
Don U. A. Galagedera, 2007. "Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 147-153. [Downloadable!] (restricted)
Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February. [Downloadable!] (restricted)
Param Silvapulle & Mohammad N. Azam & Mahbuba Yeasmin, 2007. "Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 211-214. [Downloadable!] (restricted)
Katharina Hauck & Andrew Street, 2007. "Do targets matter? A comparison of English and Welsh National Health priorities," Health Economics, John Wiley & Sons, Ltd., vol. 16(3), pages 275-290. [Downloadable!]

2006

Harris, Mark N. & Ramful, Preety & Zhao, Xueyan, 2006. "An ordered generalised extreme value model with application to alcohol consumption in Australia," Journal of Health Economics, Elsevier, vol. 25(4), pages 782-801, July. [Downloadable!] (restricted)
Sarah Brown & Lisa Farrell & Mark N. Harris & John G. Sessions, 2006. "Risk preference and employment contract type," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 849-863. [Downloadable!] (restricted)
Yongsheng Zhang & Xueyan Zhao, 2006. "Love Of Variety And Scale Implications: An Empirical Evaluation," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 185-201. [Downloadable!] (restricted)
Forchini, G., 2006. "On The Bimodality Of The Exact Distribution Of The Tsls Estimator," Econometric Theory, Cambridge University Press, vol. 22(05), pages 932-946, October. [Downloadable!]
Rob J. Hyndman, 2006. "Another Look at Forecast Accuracy Metrics for Intermittent Demand," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 4, pages 43-46, June. [Downloadable!]
De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473. [Downloadable!] (restricted)
Hyndman, Rob J. & Ord, J. Keith, 2006. "Twenty-five years of forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 413-414. [Downloadable!] (restricted)
Heather Booth & Rob Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310, October. [Downloadable!]
Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688. [Downloadable!] (restricted)
Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July. [Downloadable!] (restricted)
Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B., 2006. "Exponential smoothing model selection for forecasting," International Journal of Forecasting, Elsevier, vol. 22(2), pages 239-247. [Downloadable!] (restricted)
Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006. "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, vol. 91(1), pages 104-109, April. [Downloadable!] (restricted)
Snyder, Ralph, 2006. "Discussion," International Journal of Forecasting, Elsevier, vol. 22(4), pages 673-676. [Downloadable!] (restricted)
Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December. [Downloadable!] (restricted)
Lim, G.C. & Martin, G.M. & Martin, V.L., 2006. "Pricing currency options in the presence of time-varying volatility and non-normalities," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July. [Downloadable!] (restricted)
Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M., 2006. "Bayesian analysis of the stochastic conditional duration model," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2247-2267, May. [Downloadable!] (restricted)
Andrew D. Sanford & Gael M. Martin, 2006. "Bayesian comparison of several continuous time models of the Australian short rate," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(2), pages 309-326. [Downloadable!] (restricted)
Apostolos Serletis & Guohua Feng, 2006. "Productivity trends in the United States," Journal of Economic Studies, Emerald Group Publishing, vol. 33(5), pages 320-335, November. [Downloadable!] (restricted)
Goddard, Maria & Hauck, Katharina & Smith, Peter C., 2006. "Priority setting in health a political economy perspective," Health Economics, Policy and Law, Cambridge University Press, vol. 1(01), pages 79-90, January. [Downloadable!]
Hauck, Katharina & Street, Andrew, 2006. "Performance assessment in the context of multiple objectives: A multivariate multilevel analysis," Journal of Health Economics, Elsevier, vol. 25(6), pages 1029-1048, November. [Downloadable!] (restricted)

2005

K. K. Gary Wong & Keith R. McLaren, 2005. "Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 87(4), pages 823-834, November. [Downloadable!] (restricted)
Green, Kesten C., 2005. "Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence," International Journal of Forecasting, Elsevier, vol. 21(3), pages 463-472. [Downloadable!] (restricted)
Kesten C. Green & J. Scott Armstrong, 2005. "The War in Iraq: Should We Have Expected Better Forecasts?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 2, pages 50-52, October. [Downloadable!]
Simon Feeny & Mark Harris & Mark Rogers, 2005. "A dynamic panel analysis of the profitability of Australian tax entities," Empirical Economics, Springer, vol. 30(1), pages 209-233, 01. [Downloadable!] (restricted)
Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February. [Downloadable!] (restricted)
Forchini, G., 2005. "Similar tests for covariance structures in multivariate linear models," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 223-237, April. [Downloadable!] (restricted)
Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005. "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 17-37. [Downloadable!]
Hyndman, Rob J., 2005. "Editorial," International Journal of Forecasting, Elsevier, vol. 21(1), pages 1-1. [Downloadable!] (restricted)
Rob J. Hyndman & Lydia Shenstone, 2005. "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 389-402. [Downloadable!]
Xibin Zhang & Maxwell L. King, 2005. "Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 118-129, January. [Downloadable!] (restricted)
Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(3), pages 437-462, 05. [Downloadable!] (restricted)
B. P. M. McCabe & G. M. Martin & A. R. Tremayne, 2005. "Assessing Persistence In Discrete Nonstationary Time-Series Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(2), pages 305-317, 03. [Downloadable!] (restricted)
V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404. [Downloadable!]
McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330. [Downloadable!] (restricted)
Sanford, Andrew D. & Martin, Gael M., 2005. "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 527-554, April. [Downloadable!] (restricted)
Don U. A. Galagedera & Robert Faff, 2005. "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 75-95. [Downloadable!] (restricted)

2004

Xueyan Zhao & Mark N. Harris, 2004. "Demand for Marijuana, Alcohol and Tobacco: Participation, Levels of Consumption and Cross-equation Correlations," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 394-410, December. [Downloadable!] (restricted)
Matyas, L. & Konya, L. & Harris, M.N., 2004. "Modelling Export Activity of Eleven APEC Countries, 1978-1997," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(4). [Downloadable!]
Max Gillman & Mark N. Harris & László Mátyás, 2004. "Inflation and growth: Explaining a negative effect," Empirical Economics, Springer, vol. 29(1), pages 149-167, January. [Downloadable!] (restricted)
Zhang, Yongsheng & Zhao, Xueyan, 2004. "Testing the scale effect predicted by the Fujita-Krugman urbanization model," Journal of Economic Behavior & Organization, Elsevier, vol. 55(2), pages 207-222, October. [Downloadable!] (restricted)
Hyndman, Rob J., 2004. "The interaction between trend and seasonality," International Journal of Forecasting, Elsevier, vol. 20(4), pages 561-563. [Downloadable!] (restricted)
Snyder, Ralph D. & Koehler, Anne B. & Hyndman, Rob J. & Ord, J. Keith, 2004. "Exponential smoothing models: Means and variances for lead-time demand," European Journal of Operational Research, Elsevier, vol. 158(2), pages 444-455, October. [Downloadable!] (restricted)
Xibin Zhang, 2004. "Assessment of Local Influence in GARCH Processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(2), pages 301-313, 03. [Downloadable!] (restricted)
Y. K. Tse & K. W. Ng & Xibin Zhang, 2004. "A small-sample overlapping variance-ratio test," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 127-135, 01. [Downloadable!] (restricted)
Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 353-374, May. [Downloadable!] (restricted)
Katharina Hauck & Nigel Rice, 2004. "A longitudinal analysis of mental health mobility in Britain," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 981-1001. [Downloadable!]

2003

Mark N. Harris & Simon Feeny, 2003. "Habit persistence in effective tax rates," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 951-958, January. [Downloadable!] (restricted)
Mark N. Harris & Mark Rogers & Anthony Siouclis, 2003. "Modelling firm innovation using panel probit estimators," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 683-686, September. [Downloadable!] (restricted)
Xueyan Zhao & Kym Anderson & Glyn Wittwer, 2003. "Who gains from Australian generic wine promotion and R&D?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society and Blackwell Publishing Asia Pty Ltd., vol. 47(2), pages 181-209, 06. [Downloadable!] (restricted)
Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October. [Downloadable!]
Hyndman, Rob J. & Billah, Baki, 2003. "Unmasking the Theta method," International Journal of Forecasting, Elsevier, vol. 19(2), pages 287-290. [Downloadable!] (restricted)
Hall, Peter G. & Hyndman, Rob J., 2003. "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 181-189, August. [Downloadable!] (restricted)
George Athanasopoulos & Farshid Vahid, 2003. "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, vol. 79(247), pages 412-424, December. [Downloadable!] (restricted)
Ralph Snyder & Catherine Forbes, 2003. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(2), pages 1087-1087. [Downloadable!] (restricted)
Imad A. Moosa & Param Silvapulle & Mervyn Silvapulle, 2003. "Testing for Temporal Asymmetry in the Price-Volume Relationship," Bulletin of Economic Research, Blackwell Publishing, vol. 55(4), pages 373-389, October. [Downloadable!] (restricted)

2002

Green, Kesten C., 2002. "Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement," International Journal of Forecasting, Elsevier, vol. 18(3), pages 321-344. [Downloadable!] (restricted)
Green, Kesten C., 2002. "Embroiled in a conflict: who do you call?," International Journal of Forecasting, Elsevier, vol. 18(3), pages 389-395. [Downloadable!] (restricted)
Harris, Mark N & Loundes, Joanne & Webster, Elizabeth, 2002. "Determinants of Household Saving in Australia," The Economic Record, The Economic Society of Australia, vol. 78(241), pages 207-23, June. [Downloadable!] (restricted)
Duncan, Alan & Harris, Mark N, 2002. "Simulating the Behavioural Effects of Welfare Reforms among Sole Parents in Australia," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 264-76, September. [Downloadable!] (restricted)
Knights, Stephen & Harris, Mark N & Loundes, Joanne, 2002. "Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 284-98, September. [Downloadable!] (restricted)
Mark N. Harris & László Kónya & László Mátyás, 2002. "Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD, 1990-1996," The World Economy, Blackwell Publishing, vol. 25(3), pages 387-405, 03. [Downloadable!] (restricted)
Forchini, G., 2002. "The Exact Cumulative Distribution Function Of A Ratio Of Quadratic Forms In Normal Variables, With Application To The Ar(1) Model," Econometric Theory, Cambridge University Press, vol. 18(04), pages 823-852, August. [Downloadable!]
Forchini, G., 2002. "Optimal Similar Tests For Structural Change For The Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 18(04), pages 853-867, August. [Downloadable!]
Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189. [Downloadable!]
Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454. [Downloadable!] (restricted)
Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, 2002. "Forecasting for inventory control with exponential smoothing," International Journal of Forecasting, Elsevier, vol. 18(1), pages 5-18. [Downloadable!] (restricted)
Snyder, Ralph, 2002. "Forecasting sales of slow and fast moving inventories," European Journal of Operational Research, Elsevier, vol. 140(3), pages 684-699, August. [Downloadable!] (restricted)
Silvapulle, Param & Hewarathna, Ramya, 2002. "Robust Estimation and Inflation Forecasting," Applied Economics, Taylor and Francis Journals, vol. 34(18), pages 2277-82, December. [Downloadable!] (restricted)
Katharina Hauck & Rebecca Shaw & Peter C. Smith, 2002. "Reducing avoidable inequalities in health: a new criterion for setting health care capitation payments," Health Economics, John Wiley & Sons, Ltd., vol. 11(8), pages 667-677. [Downloadable!]

2001

Cooper, Russel J. & McLaren, Keith R. & Wong, Gary K. K., 2001. "On the empirical exploitation of consumers' profit functions in static analyses," Economics Letters, Elsevier, vol. 72(2), pages 181-187, August. [Downloadable!] (restricted)
Bashtannyk, David M. & Hyndman, Rob J., 2001. "Bandwidth selection for kernel conditional density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 36(3), pages 279-298, May. [Downloadable!] (restricted)
Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-25, April.
Snyder, Ralph D & Shami, Roland G, 2001. "Exponential Smoothing of Seasonal Data: A Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 197-202, April.
Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286. [Downloadable!] (restricted)
Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
Sadique, Shibley & Silvapulle, Param, 2001. "Long-Term Memory in Stock Market Returns: International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 59-67, January. [Downloadable!] (restricted)
Paramsothy Silvapulle, 2001. "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 85-104. [Downloadable!] (restricted)

2000

Fry, Jane M & Fry, Tim R L & McLaren, Keith R, 2000. "Compositional Data Analysis and Zeros in Micro Data," Applied Economics, Taylor and Francis Journals, vol. 32(8), pages 953-59, June. [Downloadable!] (restricted)
Harris, Mark N & Matyas, Laszlo, 2000. "Performance of the Operational Wansbeek-Bekker Estimator for Dynamic Panel Data Models," Applied Economics Letters, Taylor and Francis Journals, vol. 7(3), pages 149-53, March. [Downloadable!] (restricted)
Griffiths, William & Zhao, Xueyan, 2000. " A Unified Approach to Sensitivity Analysis in Equilibrium Displacement Models: Comment," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(1), pages 236-40, February. [Downloadable!] (restricted)
Forchini, G., 2000. "The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 237-243, November. [Downloadable!] (restricted)
Gael M. Martin, 2000. "US deficit sustainability: a new approach based on multiple endogenous breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105. [Downloadable!]
Moosa, Imad A. & Silvapulle, Param, 2000. "The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 11-30, February. [Downloadable!] (restricted)

1999

G. M. Martin & C. S. Forbes, 1999. "Using simulation methods for bayesian econometric models: inference, development and communication: some comments," Econometric Reviews, Taylor and Francis Journals, vol. 18(1), pages 113-118. [Downloadable!] (restricted)
Shipra Banik & Param Silvapulle, 1999. "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer, vol. 26(2), pages 123-139, June. [Downloadable!] (restricted)
Silvapulle, Param & Choi, Jong-Seo, 1999. "Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 59-76. [Downloadable!] (restricted)
Silvapulle, Paramsothy & Silvapulle, Mervyn Joseph, 1999. "Business Cycle Asymmetry and the Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 9(1), pages 109-15, February. [Downloadable!] (restricted)

1998

Grunwald, Gary K. & Hyndman, Rob J., 1998. "Smoothing non-Gaussian time series with autoregressive structure," Computational Statistics & Data Analysis, Elsevier, vol. 28(2), pages 171-191, August. [Downloadable!] (restricted)
Lim, G. C. & Lye, J. N. & Martin, G. M. & Martin*, V. L., 1998. "The distribution of exchange rate returns and the pricing of currency options," Journal of International Economics, Elsevier, vol. 45(2), pages 351-368, August. [Downloadable!] (restricted)
Paramsothy Silvapulle & Merran Evans, 1998. "Testing for serial correlation in the presence of dynamic heteroscedasticity," Econometric Reviews, Taylor and Francis Journals, vol. 17(1), pages 31-55. [Downloadable!] (restricted)

1997

Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December. [Downloadable!] (restricted)
Silvapulle, Param & Pereira, Robert & Lee, John H H, 1997. "The Impact of Inflation Rate Announcements on Interest Rate Volatility: Australian Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 7(5), pages 559-66, October. [Downloadable!] (restricted)

1996

McLaren, Keith R., 1996. "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, vol. 53(2), pages 115-121, November. [Downloadable!] (restricted)
Cooper, Russel J & McLaren, Keith R, 1996. "A System of Demand Equations Satisfying Effectively Global Regularity Conditions," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 359-64, May. [Downloadable!] (restricted)
Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R., 1996. "The stochastic specification of demand share equations: Restricting budget shares to the unit simplex," Journal of Econometrics, Elsevier, vol. 73(2), pages 377-385, August. [Downloadable!] (restricted)
Harris, Mark N, 1996. "Modelling the Probability of Youth Unemployment in Australia," The Economic Record, The Economic Society of Australia, vol. 72(217), pages 118-29, June.
Fry, Tim R. L. & Harris, Mark N., 1996. "A Monte Carlo study of tests for the independence of irrelevant alternatives property," Transportation Research Part B: Methodological, Elsevier, vol. 30(1), pages 19-30, February. [Downloadable!] (restricted)
Silvapulle, Param, 1996. "Testing for a Unit Root in a Time Series with Mean Shifts," Applied Economics Letters, Taylor and Francis Journals, vol. 3(10), pages 629-35, October. [Downloadable!] (restricted)

1995

Cooper, Russel J & Madan, Dilip B & McLaren, Keith R, 1995. "Approaches to the Solution of Stochastic Intertemporal Consumption Models," Australian Economic Papers, Blackwell Publishing, vol. 34(64), pages 86-103, June.
McLaren, Keith R & Fry, Jane M & Fry, Tim R L, 1995. "A Simple Nested Test of the Almost Ideal Demand System," Empirical Economics, Springer, vol. 20(1), pages 149-61.
Harris, Mark N & Macquarie, Lachlan R, 1995. " A Comparison of Some Introductory and Undergraduate Econometric Textbooks: Review Article," Journal of Economic Surveys, Blackwell Publishing, vol. 9(3), pages 311-24.

1994

McLaren, Keith R, 1994. " Introductory Statistics/Econometrics: EXECUSTAT Version 3.0 and ET the Econometrics Toolkit Version 3.0," Journal of Economic Surveys, Blackwell Publishing, vol. 8(2), pages 187-96, June.
Cooper, Russel J & McLaren, Keith R & Parameswaran, Priya, 1994. "A System of Demand Equations Satisfying Effectively Global Curvature Conditions," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 26-35, March.
Param Silvapulle & Sisira Jayasuriya, 1994. "Testing For Philippines Rice Market Integration: A Multiple Cointegration Approach," Journal of Agricultural Economics, Blackwell Publishing, vol. 45(3), pages 369-380. [Downloadable!] (restricted)

1993

Cooper, Russel J & McLaren, Keith R, 1993. "Approaches to the Solution of Intertemporal Consumer Demand Models," Australian Economic Papers, Blackwell Publishing, vol. 32(60), pages 20-39, June.
Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August. [Downloadable!] (restricted)
Inder, Brett & Silvapulle, Paramsothy, 1993. "Does the Fisher Effect Apply in Australia?," Applied Economics, Taylor and Francis Journals, vol. 25(6), pages 839-43, June.

1992

Russel J. Cooper & Keith R. McLaren, 1992. "An Empirically Oriented Demand System with Improved Regularity Properties," Canadian Journal of Economics, Canadian Economics Association, vol. 25(3), pages 652-68, August. [Downloadable!] (restricted)
Brockwell, P. J. & Hyndman, R. J., 1992. "On continuous-time threshold autoregression," International Journal of Forecasting, Elsevier, vol. 8(2), pages 157-173, October. [Downloadable!] (restricted)
Silvapulle, Paramsothy, 1992. "Testing for AR(p) against IMA(1, q) disturbances in the linear regression model," Economics Letters, Elsevier, vol. 40(3), pages 257-261, November. [Downloadable!] (restricted)

1991

Silvapulle, Paramsothy & King, Maxwell L, 1991. "Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 329-35, July.

1990

Keith Mclaren, 1990. "A variant on the argument for the invariance of estimators in a singular system of equations," Econometric Reviews, Taylor and Francis Journals, vol. 9(1), pages 91-102. [Downloadable!] (restricted)
Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July. [Downloadable!] (restricted)

1989

Snyder, Ralph D, 1989. " A Review of the Forecasting Package Stamp," Journal of Economic Surveys, Blackwell Publishing, vol. 3(4), pages 345-51.
Dunsmuir, W. T. M. & Snyder, R. N., 1989. "Control of inventories with intermittent demand," European Journal of Operational Research, Elsevier, vol. 40(1), pages 16-21, May. [Downloadable!] (restricted)

1986

McLaren, Keith R & Upcher, Mark R, 1986. "Testing Further Restrictions on Portfolio Models," Australian Economic Papers, Blackwell Publishing, vol. 25(47), pages 193-205, December.
Dowell, Richard S & McLaren, Keith R, 1986. "An Intertemporal Analysis of the Interdependence between Risk Preference, Retirement, and Work Rate Decisions," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 667-82, June. [Downloadable!] (restricted)

1984

Snyder, R. D., 1984. "Inventory control with the gamma probability distribution," European Journal of Operational Research, Elsevier, vol. 17(3), pages 373-381, September. [Downloadable!] (restricted)

1983

Cooper, Russel J & McLaren, Keith R, 1983. "The ORANI-MACRO Interface: An Illustrative Exposition," The Economic Record, The Economic Society of Australia, vol. 59(165), pages 166-79, June.
Cooper, Russel J & McLaren, Keith R, 1983. "Modelling Price Expectations in Intertemporal Consumer Demand Systems: Theory and Application," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 282-88, May. [Downloadable!] (restricted)

1982

McLaren, Keith, 1982. "Estimation of Translog Demand Systems," Australian Economic Papers, Blackwell Publishing, vol. 21(39), pages 392-406, December.
Parish, Ross & McLaren, Keith, 1982. "Relative Cost-Effectiveness Of Input And Output Subsidies," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 26(01), April. [Downloadable!]
Snyder, R. D., 1982. "Robust time series analysis," European Journal of Operational Research, Elsevier, vol. 9(2), pages 168-172, February. [Downloadable!] (restricted)

1981

Cooper, Russell J & McLaren, Keith R, 1981. "Specification and Estimation of ELES," The Economic Record, The Economic Society of Australia, vol. 57(156), pages 74-79, March.

1980

McLaren, Keith R & Cooper, Russel J, 1980. "Intertemporal Duality: Application to the Theory of the Firm," Econometrica, Econometric Society, vol. 48(7), pages 1755-62, November. [Downloadable!] (restricted)
Cooper, Russel J & McLaren, Keith R, 1980. "Atemporal, Temporal and Intertemporal Duality in Consumer Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(3), pages 599-609, October. [Downloadable!] (restricted)
Cooper, Russel J & McLaren, Keith, 1980. "Inflationary Expectations in Intertemporal Consumer Demand Systems," Australian Economic Papers, Blackwell Publishing, vol. 19(34), pages 193-202, June.

1979

McLaren, Keith R, 1979. "The Optimality of Rational Distributed Lags," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 183-91, February. [Downloadable!] (restricted)
McLaren, Keith R, 1979. "A Dynamic Model of a Joint Firm-Household," Australian Economic Papers, Blackwell Publishing, vol. 18(33), pages 294-307, December.

1978

McLaren, Keith R, 1978. "On the Derivation of a Determinate Investment Equation," Australian Economic Papers, Blackwell Publishing, vol. 17(30), pages 177-84, June.

Undated

McLaren, Keith Robert & Wong, K.K. Gary, 0. "AJAE Appendix: The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association. [Downloadable!]

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This page was last updated on 2009-11-1.

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Publications

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Department of Econometrics and Business Statistics Faculty of Business and Economics Monash University Clayton, Australia

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Department of Econometrics and Business Statistics
Faculty of Business and Economics
Monash University
Clayton, Australia