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Publications

by alumni of

Department of Econometrics and Business Statistics
Monash Business School
Monash University
Melbourne, Australia

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2024

  1. Guyonne Kalb & Jordy Meekes, 2024. "Nursing before and after COVID-19: outflows, inflows and self-employment," Melbourne Institute Working Paper Series wp2024n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2023

  1. Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
  2. Jiti Gao & Bin Peng & Yayi Yan, 2023. "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers 2305.17829, arXiv.org.
  3. Jiti Gao & Bin Peng & Yanrong Yang, 2023. "A Localized Neural Network with Dependent Data: Estimation and Inference," Papers 2306.05593, arXiv.org.
  4. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Smoothing the Nonsmoothness," Papers 2309.16348, arXiv.org.
  5. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks," Papers 2311.02789, arXiv.org, revised Nov 2023.
  6. Guohua Feng & Jiti Gao & Fei Liu & Bin Peng, 2023. "Estimation and Inference for Three-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 20/23, Monash University, Department of Econometrics and Business Statistics.
  7. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023. "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers 22/23, Monash University, Department of Econometrics and Business Statistics.
  8. Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023. "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers 7/23, Monash University, Department of Econometrics and Business Statistics.
  9. Dwumfour, Richard Adjei & Pan, Lei & Harris, Mark N., 2023. "FDI and development redux: Is R&D a substitute for FDIs?," MPRA Paper 116117, University Library of Munich, Germany.
  10. Sarah Brown & Daniel Gray & William Greene & Mark N. Harris & Karl Taylor, 2023. "Arbitrary Inflation in Fractional Models," Working Papers 2023006, The University of Sheffield, Department of Economics.
  11. Degui Li & Runze Li & Han Lin Shang, 2023. "Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series," Papers 2304.07003, arXiv.org.

2022

  1. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Higher-order Expansions and Inference for Panel Data Models," Papers 2205.00577, arXiv.org, revised Jun 2023.
  2. Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022. "Time-Varying Multivariate Causal Processes," Papers 2206.00409, arXiv.org.
  3. Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers 2206.08503, arXiv.org, revised Oct 2022.
  4. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Papers 2208.03632, arXiv.org, revised Apr 2023.
  5. Gao, J. & Linton, O. & Peng, B., 2022. "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Cambridge Working Papers in Economics 2239, Faculty of Economics, University of Cambridge.
  6. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
  7. Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022. "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers 12/22, Monash University, Department of Econometrics and Business Statistics.
  8. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers 3/22, Monash University, Department of Econometrics and Business Statistics.
  9. Guohua Feng & Jiti Gao & Bin Peng, 2022. "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
  10. Dockery, Michael & Moskos, Megan & Isherwood, Linda & Harris, Mark, 2022. "How many in a crowd? Assessing overcrowding measures in Australian housing," SocArXiv 63nxy, Center for Open Science.
  11. Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022. "Modelling the composition of household portfolios: A latent class approach," Working Papers 2022019, The University of Sheffield, Department of Economics.
  12. Mehwish Ghulam Ali & Ashton De Silva & Sarah Sinclair & Ankita Mishra, 2022. "Gender preference at birth: A new measure for son preference based on stated preferences and observed measures of parents' fertility decisions," WIDER Working Paper Series wp-2022-88, World Institute for Development Economic Research (UNU-WIDER).

2021

  1. Guohua Feng & Jiti Gao & Bin Peng, 2021. "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Papers 2111.00449, arXiv.org.
  2. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021. "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Papers 2111.02023, arXiv.org.
  3. Jiti Gao & Bin Peng & Yayi Yan, 2021. "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers 11/21, Monash University, Department of Econometrics and Business Statistics.
  4. Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers 17/21, Monash University, Department of Econometrics and Business Statistics.
  5. Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
  6. Xuan Liang & Jiti Gao & Xiaodong Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Monash Econometrics and Business Statistics Working Papers 5/21, Monash University, Department of Econometrics and Business Statistics.
  7. Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021. "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers 6/21, Monash University, Department of Econometrics and Business Statistics.
  8. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021. "Portfolio Allocation and Borrowing Constraints," Working Papers 2021009, The University of Sheffield, Department of Economics.
  9. Guyonne Kalb & Ha Vu, 2021. "Teenage mothers' health across different life stages," Melbourne Institute Working Paper Series wp2021n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  10. Yanotti, Maria B. & Banks, Marcus & de Silva, Ashton & Anantharama, Nandini & Peter Whiteford, & Bowman, Dina & Csereklyei, Zsuzsanna, 2021. "The utility of new data in understanding housing insecurity," SocArXiv qb4d2, Center for Open Science.
  11. Lisa Cameron & Claire Chase & Diana Contreras Suarez, 2021. "Relationship between Water and Sanitation and Maternal Health: Evidence from Indonesia," Melbourne Institute Working Paper Series wp2021n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  12. Han Lin Shang & Fearghal Kearney, 2021. "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," Papers 2107.14026, arXiv.org.
  13. Winkelmann, Lars & Yao, Wenying, 2021. "Tests for jumps in yield spreads," Discussion Papers 2021/15, Free University Berlin, School of Business & Economics.
  14. Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021. "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers 15/21, Monash University, Department of Econometrics and Business Statistics.

2020

  1. Yayi Yan & Jiti Gao & Bin Peng, 2020. "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers 2010.01492, arXiv.org.
  2. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
  3. Bo Zhang & Jiti Gao & Guangming Pan, 2020. "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers 12/20, Monash University, Department of Econometrics and Business Statistics.
  4. Yi He & Sombut Jaidee & Jiti Gao, 2020. "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers 13/20, Monash University, Department of Econometrics and Business Statistics.
  5. Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers 19/20, Monash University, Department of Econometrics and Business Statistics.
  6. Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng, 2020. "On Time Trend of COVID-19: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 22/20, Monash University, Department of Econometrics and Business Statistics.
  7. Jiti Gao & Bin peng & Russell Smyth, 2020. "On Income and Price Elasticities for Energy Demand: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 28/20, Monash University, Department of Econometrics and Business Statistics.
  8. Yayi Yan & Jiti Gao & Bin peng, 2020. "A Class of Time-Varying Vector Moving Average (infinity) Models," Monash Econometrics and Business Statistics Working Papers 39/20, Monash University, Department of Econometrics and Business Statistics.
  9. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
  10. Joshua C.C. Chan & Rodney W. Strachan, 2020. "Bayesian state space models in macroeconometrics," CAMA Working Papers 2020-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Harminder B. Nath & Robert D. Brooks, 2020. "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers 9/20, Monash University, Department of Econometrics and Business Statistics.
  12. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  13. Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2020. "Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation," Monash Econometrics and Business Statistics Working Papers 26/20, Monash University, Department of Econometrics and Business Statistics.
  14. Mark Harris & Hervé Le Bihan & Patrick Sevestre, 2020. "Identifying Price Reviews by Firms: An Econometric Approach," Post-Print hal-02417497, HAL.
  15. Brown, Sarah & Harris, Mark N. & Spencer, Christopher & Taylor, Karl, 2020. "Financial Expectations and Household Consumption: Does Middle Inflation Matter?," IZA Discussion Papers 13023, Institute of Labor Economics (IZA).
  16. Nicolas Hérault Research, The University of Melbourne; Life Course Centre & Guyonne Kalb, 2020. "Understanding the rising trend in female labour force participation," Melbourne Institute Working Paper Series wp2020n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. Guyonne Kalb & Jordy Meekes, 2020. "Wage Growth Distribution and Changes over Time: 2001-2018," Melbourne Institute Working Paper Series wp2020n08, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  18. Wolter H. J. Hassink & Guyonne Kalb & Jordy Meekes, 2020. "The Dutch labour market early on in the COVID-19 outbreak: Regional coronavirus hotspots and the national lockdown," Melbourne Institute Working Paper Series wp2020n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Jordy Meekes & Wolter H. J. Hassink & Guyonne Kalb, 2020. "Essential work and emergency childcare: Identifying gender differences in COVID-19 effects on labour demand and supply," Melbourne Institute Working Paper Series wp2020n24, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  20. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020. "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Melbourne Institute Working Paper Series wp2020n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  21. Chan, Marc K. & Polidano, Cain & Vu, Ha & Wilkins, Roger & Carter, Andrew & To, Hang, 2020. "How Effective are Matching Schemes in Enticing Low-income Earners to Save More for Retirement? Evidence from a National Scheme," IZA Discussion Papers 13939, Institute of Labor Economics (IZA).
  22. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  23. Rob J Hyndman & Yijun Zeng & Han Lin Shang, 2020. "Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age," Monash Econometrics and Business Statistics Working Papers 31/20, Monash University, Department of Econometrics and Business Statistics.
  24. Shah, Chandra & Richardson, Paul & Watt, Helen, 2020. "Teaching ‘out of field’ in STEM subjects in Australia: Evidence from PISA 2015," GLO Discussion Paper Series 511, Global Labor Organization (GLO).
  25. Gomis-Porqueras, Pedro & Rafiq, Shuddhasattwa & Yao, Wenying, 2020. "The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets," MPRA Paper 102781, University Library of Munich, Germany.
  26. Winkelmann, Lars & Yao, Wenying, 2020. "Cojump anchoring," Discussion Papers 2020/17, Free University Berlin, School of Business & Economics.

2019

  1. Guohua Feng & Jiti Gao & Bin Peng, 2019. "An Integrated Panel Data Approach to Modelling Economic Growth," Papers 1903.07948, arXiv.org.
  2. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "Estimation of Cross-Sectional Dependence in Large Panels," Papers 1904.06843, arXiv.org.
  3. Cheng, T. & Gao, J. & Linton, O., 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics 1932, Faculty of Economics, University of Cambridge.
  4. Gong, Xiaodong & Gao, Jiti & Liang, Xuan, 2019. "Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China," IZA Discussion Papers 12329, Institute of Labor Economics (IZA).
  5. Bo Zhang & Jiti Gao & Guangming Pan, 2019. "A Near Unit Root Test for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers 10/19, Monash University, Department of Econometrics and Business Statistics.
  6. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
  7. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
  8. Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019. "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers 25/19, Monash University, Department of Econometrics and Business Statistics.
  9. Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
  10. Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019. "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers 28/19, Monash University, Department of Econometrics and Business Statistics.
  11. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019. "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers 31/19, Monash University, Department of Econometrics and Business Statistics.
  12. Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2019. "Forecast Reconciliation: A geometric View with New Insights on Bias Correction," Monash Econometrics and Business Statistics Working Papers 18/19, Monash University, Department of Econometrics and Business Statistics.
  13. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
  14. Nikolaos Kourentzes & George Athanasopoulos, 2019. "Elucidate Structure in Intermittent Demand Series," Monash Econometrics and Business Statistics Working Papers 27/19, Monash University, Department of Econometrics and Business Statistics.
  15. Alzuabi, Raslan & Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2019. "Household Saving, Health, and Healthcare Utilisation in Japan," CEI Working Paper Series 2018-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  16. Harris, Mark & Novarese, Marco & Wilson, Chris, 2019. "Being in the Right Place: A Natural Field Experiment on the Causes of Position Effects in Individual Choice," MPRA Paper 94072, University Library of Munich, Germany.
  17. Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers 19/18, HEDG, c/o Department of Economics, University of York.
  18. Ambra Poggi & Guyonne Kalb, 2019. "From parent to child? The long-lasting effects of social support," LABORatorio R. Revelli Working Papers Series 170, LABORatorio R. Revelli, Centre for Employment Studies.
  19. Guyonne Kalb & Jordy Meekes, 2019. "Wage Growth Distribution and Decline among Individuals: 2001-2017," RBA Annual Conference Papers acp2019-03, Reserve Bank of Australia, revised Jul 2019.
  20. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
  21. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.

2018

  1. Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
  2. Tingting Cheng & Jiti Gao & Oliver Linton, 2018. "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers CWP03/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Jiti Gao & Oliver Linton & Bin Peng, 2018. "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers CWP05/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Shujie Ma & Oliver Linton & Jiti Gao, 2018. "Estimation in semiparametric quantile factor models," CeMMAP working papers CWP07/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
  6. Xiaodong Gong & Jiti Gao & Xuan Liang & Xin Meng, 2018. "Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China," Monash Econometrics and Business Statistics Working Papers 20/18, Monash University, Department of Econometrics and Business Statistics.
  7. Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers 21/18, Monash University, Department of Econometrics and Business Statistics.
  8. Isabel Casas & Jiti Gao & Shangyu Xie, 2018. "Modelling time-varying income elasticities of health care expenditure for the OECD," Monash Econometrics and Business Statistics Working Papers 22/18, Monash University, Department of Econometrics and Business Statistics.
  9. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers 5/18, Monash University, Department of Econometrics and Business Statistics.
  10. Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018. "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers 8/18, Monash University, Department of Econometrics and Business Statistics.
  11. Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers 9/18, Monash University, Department of Econometrics and Business Statistics.
  12. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018. "Reducing dimensions in a large TVP-VAR," CAMA Working Papers 2018-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  13. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018. "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers 6/18, Monash University, Department of Econometrics and Business Statistics.
  15. Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018. "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers 11/18, Monash University, Department of Econometrics and Business Statistics.
  16. Nikolaos Kourentzes & George Athanasopoulos, 2018. "Cross-temporal coherent forecasts for Australian tourism," Monash Econometrics and Business Statistics Working Papers 24/18, Monash University, Department of Econometrics and Business Statistics.
  17. Raghavan, Mala & Athanasopoulos, George, 2018. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Working Papers 2018-02, University of Tasmania, Tasmanian School of Business and Economics.
  18. Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018. "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers 19/18, Monash University, Department of Econometrics and Business Statistics.
  19. Brown, Sarah & Harris, Mark N. & Srivastava, Preety & Taylor, Karl, 2018. "Mental Health and Reporting Bias: Analysis of the GHQ-12," IZA Discussion Papers 11771, Institute of Labor Economics (IZA).
  20. Alan Duncan & Mark N Harris & Astghik Mavisakalyan & Toan Nguyen, 2018. "Where do immigrants settle? Assessing the role of immigration policies," Bankwest Curtin Economics Centre Working Paper series WP1802, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  21. Lisa Cameron & Diana Contreras Suárez, 2018. "Female Labour Force Participation in Indonesia: Why Has It Stalled," Melbourne Institute Working Paper Series wp2018n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2017

  1. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017. "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.
  2. Degui Li & Peter CB Phillips & Jiti Gao, 2017. "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers 11/17, Monash University, Department of Econometrics and Business Statistics.
  3. Jiti Gao & Kai Xia, 2017. "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers 16/17, Monash University, Department of Econometrics and Business Statistics.
  4. Biqing Cai & Jiti Gao, 2017. "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers 18/17, Monash University, Department of Econometrics and Business Statistics.
  5. Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017. "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers 19/17, Monash University, Department of Econometrics and Business Statistics.
  6. Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao, 2017. "A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public," Monash Econometrics and Business Statistics Working Papers 20/17, Monash University, Department of Econometrics and Business Statistics.
  7. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017. "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics.
  8. Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017. "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers 5/17, Monash University, Department of Econometrics and Business Statistics.
  9. Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
  10. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," Monash Econometrics and Business Statistics Working Papers 1/17, Monash University, Department of Econometrics and Business Statistics.
  12. Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
  13. Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017. "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers 6/17, Monash University, Department of Econometrics and Business Statistics.
  14. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2017. "Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 22/17, Monash University, Department of Econometrics and Business Statistics.
  15. Cain Polidano & Justin van de Ven & Sarah Voitchovsky, 2017. "The Power of Self-Interest: Effects of Education and Training Entitlements in Later-Life," Melbourne Institute Working Paper Series wp2017n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  16. John Haisken-DeNew & Cain Polidano & Chris Ryan, 2017. "Eary Academic Outcomes of Funded Children with Disability," Melbourne Institute Working Paper Series wp2017n29, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. Justin van de Ven & Cain Polidano & Sarah Voitchovsky, 2017. "The power of self-interest: Effects of subsidies for adult education and training," National Institute of Economic and Social Research (NIESR) Discussion Papers 480, National Institute of Economic and Social Research.

2016

  1. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
  2. Bo Zhang & Guangming Pan & Jiti Gao, 2016. "CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers 11/16, Monash University, Department of Econometrics and Business Statistics.
  3. Jiti Gao & Guangming Pan & Yanrong Yang, 2016. "CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 12/16, Monash University, Department of Econometrics and Business Statistics.
  4. Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016. "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers 13/16, Monash University, Department of Econometrics and Business Statistics.
  5. Chaohua Dong & Jiti Gao & Bin Peng, 2016. "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers 19/16, Monash University, Department of Econometrics and Business Statistics.
  6. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
  7. Fengping Tian & Jiti Gao & Ke Yang, 2016. "A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries," Monash Econometrics and Business Statistics Working Papers 20/16, Monash University, Department of Econometrics and Business Statistics.
  8. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016. "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics.
  9. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
  10. Dr. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016. "Changing dynamics at the zero lower bound," Working Papers 2016-16, Swiss National Bank.
  11. Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
  12. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
  13. Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2016. "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," IZA Discussion Papers 10408, Institute of Labor Economics (IZA).
  14. William Greene & Mark N. Harris & Bruce Hollingsworth & Rachel Knott & Nigel Rice, 2016. "Reporting heterogeneity effects in modelling self reports of health," Working Papers 16-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  15. Harris, M.N. & Zhao, X. & Zucchelli, E., 2016. "The dynamics of health and labour market transitions at older ages: evidence from a multi-state model," Health, Econometrics and Data Group (HEDG) Working Papers 16/30, HEDG, c/o Department of Economics, University of York.
  16. Barbara Broadway & Guyonne Kalb & Duncan McVicar & Bill Martin, 2016. "The Impact of Paid Parental Leave on Labour Supply and Employment Outcomes," Melbourne Institute Working Paper Series wp2016n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. Barbara Broadway & Guyonne Kalb & Jinhu Li & Anthony Scott, 2016. "Do Financial Incentives Influence GPs’ Decisions to Do After-Hours Work? A Discrete Choice Labour Supply Model," Melbourne Institute Working Paper Series wp2016n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  18. Francisco Azpitarte & Abraham Chigavazira & Guyonne Kalb & Brad M. Farrant & Francisco Perales & Stephen R. Zubrick, 2016. "Childcare Use and Its Role in Indigenous Child Development: Evidence from the Longitudinal Study of Indigenous Children in Australia," Melbourne Institute Working Paper Series wp2016n36, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Polidano, Cain & Tabasso, Domenico, 2016. "Fully Integrating Upper-Secondary Vocational and Academic Courses: A Flexible New Way?," IZA Discussion Papers 9694, Institute of Labor Economics (IZA).
  20. Umut Oguzoglu & Cain Polidano & Ha Vu, 2016. "Impacts from Delaying Access to Retirement Benefits on Welfare Receipt and Expenditure: Evidence from a Natural Experiment," Melbourne Institute Working Paper Series wp2016n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  21. Nikhil Jha & Cain Polidano, 2016. "Vocational Education and Training: A Pathway to the Straight and Narrow," Melbourne Institute Working Paper Series wp2016n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Cain Polidano & Chris Ryan, 2016. "What Happens to Students with Low Reading Proficiency at 15? Evidence from Australia," Melbourne Institute Working Paper Series wp2016n33, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. Cain Polidano & Chris Ryan, 2016. "Long-Term Outcomes from Australian Vocational Education," Melbourne Institute Working Paper Series wp2016n35, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. Contreras Suarez, Diana & Cameron, Lisa A., 2016. "Conditional Cash Transfers: Do They Change Time Preferences and Educational Aspirations?," IZA Discussion Papers 10309, Institute of Labor Economics (IZA).
  25. Han Lin Shang & Rob J Hyndman, 2016. "Grouped functional time series forecasting: An application to age-specific mortality rates," Monash Econometrics and Business Statistics Working Papers 4/16, Monash University, Department of Econometrics and Business Statistics.
  26. Zenou, Yves & Hahn, Youjin & Hassani-Mahmooei, behrooz & Islam, Asad & Patacchini, Eleonora, 2016. "Do Friends Improve Female Education? The Case of Bangladesh," CEPR Discussion Papers 11615, C.E.P.R. Discussion Papers.
  27. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers 2016-32, University of Connecticut, Department of Economics.

2015

  1. Gong, Xiaodong & Gao, Jiti, 2015. "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," IZA Discussion Papers 9265, Institute of Labor Economics (IZA).
  2. Biqing Cai & Jiti Gao & Dag Tjostheim, 2015. "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers 1/15, Monash University, Department of Econometrics and Business Statistics.
  3. Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015. "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers 17/15, Monash University, Department of Econometrics and Business Statistics.
  4. Biqing Cai & Chaohua Dong & Jiti Gao, 2015. "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers 18/15, Monash University, Department of Econometrics and Business Statistics.
  5. Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015. "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers 20/15, Monash University, Department of Econometrics and Business Statistics.
  6. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.
  7. Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
  8. Chaohua Dong & Jiti Gao & Bin Peng, 2015. "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers 7/15, Monash University, Department of Econometrics and Business Statistics.
  9. Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang, 2015. "A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks," Monash Econometrics and Business Statistics Working Papers 9/15, Monash University, Department of Econometrics and Business Statistics.
  10. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
  11. Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015. "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 15/15, Monash University, Department of Econometrics and Business Statistics.
  12. Sarah Brown & Mark N Harris & Jake Prendergast & Preety Srivastava, 2015. "Pharmaceutical Drug Misuse, Industry of Employment and Occupation," Bankwest Curtin Economics Centre Working Paper series WP1501, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  13. Mark N. Harris & Rachel Knott & Paula Lorgelly & Nigel Rice, 2015. "Survey self-asessments, reporting behaviour and the use of externally collected vignettes," Bankwest Curtin Economics Centre Working Paper series WP1508, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  14. Brenda Gannon & David Harris & Mark. N. Harris & Leandro M. Magnusson & Bruce Hollingsworth & Brett lnder & Pushkar Maitra & Luke Munford, 2015. "New Approaches To Estimating The Child Health-Parental Income Relationship," Economics Discussion / Working Papers 15-31, The University of Western Australia, Department of Economics.
  15. Barbara Broadway & Guyonne Kalb, 2015. "The Effect of Paid Parental Leave on Child Health in Australia," Melbourne Institute Working Paper Series wp2015n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  16. Guyonne Kalb & Daniel Kuehnle & Anthony Scott & Terence Chai Cheng & Sung-Hee Jeon, 2015. "What Factors Affect Doctors’ Hours Decisions: Comparing Structural Discrete Choice and Reduced-Form Approaches," Melbourne Institute Working Paper Series wp2015n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. de Silva, Ashton J & Boymal, Jonathan & Potts, Jason & Thomas, Stuart, 2015. "Does innovation in residential mortgage products explain rising house prices? No," MPRA Paper 62548, University Library of Munich, Germany.
  18. de Silva, Ashton J & Boymal, Jonthan & Potts, Jason & Thomas, Stuart, 2015. "The Residential Mortgage (De)regulation–Innovation nexus," MPRA Paper 62549, University Library of Munich, Germany.
  19. Duncan McVicar & Cain Polidano, 2015. "If You Get What You Want, Do You Get What You Need? Course Choice and Achievement Effects of a Vocational Education and Training Voucher Scheme," Melbourne Institute Working Paper Series wp2015n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  20. Hillberry,Russell Henry & Zhang,Xiaohui & Hillberry,Russell Henry & Zhang,Xiaohui, 2015. "Policy and performance in customs : evaluating the trade facilitation agreement," Policy Research Working Paper Series 7211, The World Bank.
  21. Ou Yang & Xueyan Zhao & Preety Srivastava, 2015. "Binge Drinking, Antisocial and Unlawful Behaviours, and Beverage Types," Melbourne Institute Working Paper Series wp2015n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015. "High frequency characterization of Indian banking stocks," Working Papers 2015-04, University of Tasmania, Tasmanian School of Business and Economics.
  23. Yao, Wenying & Tian, Jing, 2015. "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers 2015-05, University of Tasmania, Tasmanian School of Business and Economics.
  24. Ralph D. Snyder & J. Keith Ord & Anne B. Koehler & Keith R. McLaren & Adrian Beaumont, 2015. "Forecasting Compositional Time Series: A State Space Approach," Monash Econometrics and Business Statistics Working Papers 11/15, Monash University, Department of Econometrics and Business Statistics.
  25. Taya Dumrongrittikul & Heather M. Anderson, 2015. "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers 4/15, Monash University, Department of Econometrics and Business Statistics.

2014

  1. Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014. "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers 1/14, Monash University, Department of Econometrics and Business Statistics.
  2. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 14/14, Monash University, Department of Econometrics and Business Statistics.
  3. Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
  4. Chaohua Dong & Jiti Gao, 2014. "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 2/14, Monash University, Department of Econometrics and Business Statistics.
  5. Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
  6. Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
  7. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2014. "High Dimensional Correlation Matrices: CLT and Its Applications," Monash Econometrics and Business Statistics Working Papers 26/14, Monash University, Department of Econometrics and Business Statistics.
  8. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 27/14, Monash University, Department of Econometrics and Business Statistics.
  9. Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014. "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 7/14, Monash University, Department of Econometrics and Business Statistics.
  10. Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 8/14, Monash University, Department of Econometrics and Business Statistics.
  11. Bin Peng & Chaohua Dong & Jiti Gao, 2014. "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 9/14, Monash University, Department of Econometrics and Business Statistics.
  12. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
  13. Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014. "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers 30/14, Monash University, Department of Econometrics and Business Statistics.
  14. K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014. "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers 18/14, Monash University, Department of Econometrics and Business Statistics.
  15. Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014. "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 20/14, Monash University, Department of Econometrics and Business Statistics.
  16. Eric Eisenstat & Rodney W. Strachan, 2014. "Modelling Inflation Volatility," CAMA Working Papers 2014-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  18. Joshua C.C. Chan & Rodney Strachan, 2014. "The Zero Lower Bound: Implications for Modelling the Interest Rate," Working Paper series 42_14, Rimini Centre for Economic Analysis.
  19. Leroux, Anke D & Martin, Vance, 2014. "Optimal Portfolio Management of Urban Water," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia 165857, Australian Agricultural and Resource Economics Society.
  20. Vance Martin & Nan Li, 2014. "Sectoral Contagion: A Dynamic Factor Analysis of the Great Recession," 2014 Meeting Papers 1087, Society for Economic Dynamics.
  21. Anke D Leroux & Vance L Martin, 2014. "Hedging Supply Risks: An Optimal Urban Water Portfolio," Monash Economics Working Papers 05-14, Monash University, Department of Economics.
  22. Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014. "Concurrent momentum and contrarian strategies in the Australian stock market," Working Papers 2014-02, University of Tasmania, Tasmanian School of Business and Economics, revised 13 May 2014.
  23. George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
  24. Brown, Sarah & Greene, William H. & Harris, Mark N., 2014. "A New Formulation for Latent Class Models," IZA Discussion Papers 8283, Institute of Labor Economics (IZA).
  25. William Greene & Mark N Harris & Christopher Spencer, 2014. "Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models," Discussion Paper Series 2014_01, Department of Economics, Loughborough University, revised Jan 2014.
  26. Sarah Brown & Alan S Duncan & Mark N Harris & Jennifer Roberts & Karl Taylor, 2014. "A Zero Inflated Regression Model for Grouped Data," Bankwest Curtin Economics Centre Working Paper series WP1401, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  27. Sarah Brown & Robert Durand & Mark N Harris & Timothy Weterings, 2014. "Modelling financial satisfaction across life stages: a latent class approach," Bankwest Curtin Economics Centre Working Paper series WP1403, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  28. Felix Chan & Mark N. Harris & William Greene & László Kónya, 2014. "Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity," Working Papers 14-08, New York University, Leonard N. Stern School of Business, Department of Economics.
  29. William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2014. "Inflated Responses in Measures of Self-Assessed Health," Working Papers 14-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  30. Guyonne Kalb & Trinh Le & Felix Leung, 2014. "Outcomes for Teenage Mothers in the First Years after Birth," Melbourne Institute Working Paper Series wp2014n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  31. KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014. "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series 347, Quantitative Finance Research Centre, University of Technology, Sydney.
  32. Preety Srivastava & Keith R. McLaren & Michael Wohlgenant & Xueyan Zhao, 2014. "Econometric Modelling of Price Response by Alcohol Types to Inform Alcohol Tax Policies," Monash Econometrics and Business Statistics Working Papers 5/14, Monash University, Department of Econometrics and Business Statistics.
  33. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
  34. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
  35. H. Youn Kim & Keith R. McLaren & K.K. Gary Wong, 2014. "Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis," Monash Econometrics and Business Statistics Working Papers 4/14, Monash University, Department of Econometrics and Business Statistics.
  36. Keith R. McLaren & Ou Yang, 2014. "A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility," Monash Econometrics and Business Statistics Working Papers 6/14, Monash University, Department of Econometrics and Business Statistics.
  37. Haotian Chen & Xibin Zhang, 2014. "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers 28/14, Monash University, Department of Econometrics and Business Statistics.
  38. Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
  39. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014. ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 176, Center for Policy Research, Maxwell School, Syracuse University.
  40. Taya Dumrongrittikul & Heather Anderson & Farshid Vahid, 2014. "The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective," Monash Econometrics and Business Statistics Working Papers 23/14, Monash University, Department of Econometrics and Business Statistics.
  41. M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.

2013

  1. Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  2. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
  3. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
  4. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.
  5. Nam H Kim & Patrick W Saart & Jiti Gao, 2013. "Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach," Monash Econometrics and Business Statistics Working Papers 10/13, Monash University, Department of Econometrics and Business Statistics.
  6. Jiti Gao & Peter M. Robinson, 2013. "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers 15/13, Monash University, Department of Econometrics and Business Statistics.
  7. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
  8. Biqing Cai & Jiti Gao, 2013. "Hermite Series Estimation in Nonlinear Cointegrating Models," Monash Econometrics and Business Statistics Working Papers 17/13, Monash University, Department of Econometrics and Business Statistics.
  9. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  10. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
  11. Chaohua Dong & Jiti Gao, 2013. "Orthogonal Expansion of Levy Process Functionals: Theory and Practice," Monash Econometrics and Business Statistics Working Papers 3/13, Monash University, Department of Econometrics and Business Statistics.
  12. Tingting Cheng & Jiti Gao & Xibin Zhang, 2013. "Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 7/13, Monash University, Department of Econometrics and Business Statistics.
  13. Guangming Pan & Jiti Gao & Yanrong Yang, 2013. "Testing Independence for a Large Number of High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 9/13, Monash University, Department of Econometrics and Business Statistics.
  14. Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2013. "Bias Correction of Persistence Measures in Fractionally Integrated Models," Monash Econometrics and Business Statistics Working Papers 29/13, Monash University, Department of Econometrics and Business Statistics.
  15. Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2013. "Invariant Inference and Efficient Computation in the Static Factor Model," CAMA Working Papers 2013-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013. "Financial Contagion and Asset Pricing," CAMA Working Papers 2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Farha Ghapar & Robert Brooks & Russell Smyth, 2013. "The Impact of Patenting Activity on the Financial Performance of Malaysian Firms," Monash Economics Working Papers 22-13, Monash University, Department of Economics.
  18. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2013. "Canadian Monetary Policy Analysis using a Structural VARMA Model," Monash Econometrics and Business Statistics Working Papers 4/13, Monash University, Department of Econometrics and Business Statistics.
  19. George Athanasopoulos & Minfeng Deng & Gang Li & Haiyan Song, 2013. "Domestic and outbound tourism demand in Australia: a System-of-Equations Approach," Monash Econometrics and Business Statistics Working Papers 6/13, Monash University, Department of Econometrics and Business Statistics.
  20. Greene, William H. & Gillman, Max & Harris, Mark N. & Spencer, Christopher, 2013. "The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy," CEI Working Paper Series 2013-04, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  21. Sarah Brown & Mark N Harris & Preety Srivastava, 2013. "Modelling Illegal Drug Participation in Australia," Bankwest Curtin Economics Centre Working Paper series WP1303, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  22. William H Greene & Mark N Harris & Preety Srivastava & Xueyan Zhao, 2013. "Econometric Modelling of Social Bads," Bankwest Curtin Economics Centre Working Paper series WP1305, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  23. Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli, 2013. "The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply," Bankwest Curtin Economics Centre Working Paper series WP1307, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  24. van Ours, Jan C. & Kalb, Guyonne, 2013. "Reading to young children: a head-start in life?," CEPR Discussion Papers 9485, C.E.P.R. Discussion Papers.
  25. Terence Chai Cheng & Guyonne Kalb & Anthony Scott, 2013. "Public, Private or Both? Analysing Factors Influencing the Labour Supply of Medical Specialists," Melbourne Institute Working Paper Series wp2013n40, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  26. Nilhil Jha & Cain Polidano, 2013. "Long-Run Effects of Catholic Schooling on Wages," Melbourne Institute Working Paper Series wp2013n39, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  27. Polidano, Cain & Tabasso, Domenico, 2013. "Making It Real: The Benefits of Workplace Learning in Upper-Secondary VET Courses," IZA Discussion Papers 7633, Institute of Labor Economics (IZA).
  28. Diana Contreras & Pushkar Maitra, 2013. "Health Spillover Effects of a Conditional Cash Transfer Program," Monash Economics Working Papers 44-13, Monash University, Department of Economics.
  29. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
  30. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 20/13, Monash University, Department of Econometrics and Business Statistics.
  31. Behrooz Hassani-Mahmooei, Behrooz & Vahabi, Mehrdad, 2013. "Identity, Authority and Evolution of Order: the trajectory of dueling simulated," MPRA Paper 48219, University Library of Munich, Germany, revised 10 Jul 2013.
  32. Xibin Zhang & Maxwell L. King, 2013. "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers 19/13, Monash University, Department of Econometrics and Business Statistics.
  33. Taya Dumrongrittikul & Heather M. Anderson, 2013. "Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries?," Monash Econometrics and Business Statistics Working Papers 12/13, Monash University, Department of Econometrics and Business Statistics.

2012

  1. G. Pan & J. Gao & Y. Yang & M. Guo, 2012. "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 1/12, Monash University, Department of Econometrics and Business Statistics.
  2. Degui Li & Dag Tjøstheim & Jiti Gao, 2012. "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers 14/12, Monash University, Department of Econometrics and Business Statistics.
  3. Jiti Gao & Maxwell King, 2012. "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers 16/12, Monash University, Department of Econometrics and Business Statistics.
  4. Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012. "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 18/12, Monash University, Department of Econometrics and Business Statistics.
  5. Chaohua Dong & Jiti Gao, 2012. "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers 2/12, Monash University, Department of Econometrics and Business Statistics.
  6. Chaohua Dong & Jiti Gao, 2012. "Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 20/12, Monash University, Department of Econometrics and Business Statistics.
  7. Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
  8. Jiti Gao, 2012. "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers 6/12, Monash University, Department of Econometrics and Business Statistics.
  9. Chaohua Dong & Jiti Gao, 2012. "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers 7/12, Monash University, Department of Econometrics and Business Statistics.
  10. Gao, Jiti, 2012. "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper 39256, University Library of Munich, Germany, revised 14 May 2012.
  11. D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 8/12, Monash University, Department of Econometrics and Business Statistics.
  12. D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2012. "Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers 9/12, Monash University, Department of Econometrics and Business Statistics.
  13. Rodney W. Strachan & Herman K. van Dijk, 2012. "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers 2012-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Joshua Chan & Rodney Strachan, 2012. "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," CAMA Working Papers 2012-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
  16. Robert Brooks & Mark N. Harris & Christopher Spencer, 2012. "Inflated Ordered Outcomes," Discussion Paper Series 2012_09, Department of Economics, Loughborough University, revised Oct 2012.
  17. Rong Zhang & Brett A. Inder & Xibin Zhang, 2012. "Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach," Monash Econometrics and Business Statistics Working Papers 5/12, Monash University, Department of Econometrics and Business Statistics.
  18. Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012. "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers 12/12, Monash University, Department of Econometrics and Business Statistics.
  19. Sarah Brown & Mark N. Harris & Jennifer Roberts & Karl Taylor, 2012. "Modelling Primary Health Care Use: A Panel Zero Inflated Interval Regression Approach," Working Papers 2012026, The University of Sheffield, Department of Economics.
  20. Zucchelli, E. & Harris, M. & Zhao, X., 2012. "Ill-health and transitions to part-time work and self-employment among older workers," Health, Econometrics and Data Group (HEDG) Working Papers 12/04, HEDG, c/o Department of Economics, University of York.
  21. Barbara Hanel & Guyonne Kalb & Anthony Scott, 2012. "Nurses' Labour Supply Elasticities: The Importance of Accounting for Extensive Margins," Melbourne Institute Working Paper Series wp2012n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Anthony Scott & Julia Lane & John Humphreys & Catherine Joyce & Guyonne Kalb & Sung-Hee Jeon & Matthew McGrail, 2012. "Getting Doctors into the Bush: General Practitioners' Preferences for Rural Location," Melbourne Institute Working Paper Series wp2012n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. Guyonne Kalb & Trinh Le & Boyd Hunter & Felix Leung, 2012. "Decomposing Differences in Labour Force Status between Indigenous and Non-Indigenous Australians," Melbourne Institute Working Paper Series wp2012n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton J, 2012. "Is the fertility response to the Australian baby bonus heterogeneous across maternal age? Evidence from Victoria," MPRA Paper 42725, University Library of Munich, Germany.
  25. Polidano, Cain & Tabasso, Domenico & Tseng, Yi-Ping, 2012. "A Second Chance at Education for Early School Leavers," IZA Discussion Papers 6769, Institute of Labor Economics (IZA).
  26. Cain Polidano & Ha Vu, 2012. "Labour market impacts from disability onset," ANU Working Papers in Economics and Econometrics 2012-583, Australian National University, College of Business and Economics, School of Economics.
  27. Cain Polidano & Barbara Hanel & Hielke Buddelmeyer, 2012. "Explaining the SES School Completion Gap," Melbourne Institute Working Paper Series wp2012n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  28. Han Lin Shang, 2012. "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods," Monash Econometrics and Business Statistics Working Papers 10/12, Monash University, Department of Econometrics and Business Statistics.
  29. Sarah Brown & Preety Srivastava & Karl Taylor, 2012. "Preach What You Practice? Donating Behaviour of Parents and Their Offspring," Working Papers 2012018, The University of Sheffield, Department of Economics.
  30. Hassani Mahmooei, Behrooz & Vahabi, Mehrdad, 2012. "Dueling for honor and identity economics," MPRA Paper 44370, University Library of Munich, Germany.
  31. Hassani Mahmooei, Behrooz & Parris, Brett, 2012. "Dynamics of effort allocation and evolution of trust: an agent-based model," MPRA Paper 44919, University Library of Munich, Germany.
  32. Hassani Mahmooei, Behrooz & Parris, Brett, 2012. "Why might climate change not cause conflict? an agent-based computational response," MPRA Paper 44918, University Library of Munich, Germany.
  33. D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers 11/12, Monash University, Department of Econometrics and Business Statistics.
  34. Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012. "Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval," Monash Econometrics and Business Statistics Working Papers 3/12, Monash University, Department of Econometrics and Business Statistics.

2011

  1. Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
  2. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
  3. Pipat Wongsaart & Jiti Gao, 2011. "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 18/11, Monash University, Department of Econometrics and Business Statistics.
  4. Chaohua Dong & Jiti Gao, 2011. "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers 19/11, Monash University, Department of Econometrics and Business Statistics.
  5. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
  6. Jiti Gao & Dag Tjøstheim & Jiying Yin, 2011. "Estimation in threshold autoregressive models with a stationary and a unit root regime," Monash Econometrics and Business Statistics Working Papers 21/11, Monash University, Department of Econometrics and Business Statistics.
  7. Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011. "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers 11/11, Monash University, Department of Econometrics and Business Statistics.
  8. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers 2011-23, Scottish Institute for Research in Economics (SIRE).
  9. Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
  10. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness of Fit Test for Ergodic Markov Processes," ANU Working Papers in Economics and Econometrics 2011-557, Australian National University, College of Business and Economics, School of Economics.
  11. George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers 3/11, Monash University, Department of Econometrics and Business Statistics.
  12. Konya, Laszlo & Matyas, Laszlo & Harris, Mark, 2011. "GATT/WTO membership does promote international trade after all – Some new empirical evidence," MPRA Paper 34978, University Library of Munich, Germany, revised 20 Nov 2011.
  13. Nicolas Hérault & Guyonne Kalb & Rezida Zakirova, 2011. "Dynamics of Household Joblessness: Evidence from Australian Micro-Data 2001–2007," Melbourne Institute Working Paper Series wp2011n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  14. Fadillah Mansor Author_Email: fadillah@um.edu.my; fmansor@students.latrobe.edu.au & Associate Prof. Dr M. Ishaq Bhatti, 2011. "Islamic Mutual Funds Performance For Emerging Market, During Bullish And Bearish: The Case Of Malaysia," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-181, Conference Master Resources.
  15. Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.
  16. Iqbal, Javed & Farooqi, Faraz Ahmed, 2011. "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper 30865, University Library of Munich, Germany, revised 10 May 2011.
  17. Kostas Mavromaras & Cain Polidano, 2011. "Improving the Employment Rates of People with Disabilities through Vocational Education," Melbourne Institute Working Paper Series wp2011n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  18. David Black & Cain Polidano & Yi-Ping Tseng, 2011. "The Re-engagement in Education of Early School Leavers," Melbourne Institute Working Paper Series wp2011n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011. "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 10/11, Monash University, Department of Econometrics and Business Statistics.
  20. Han Lin Shang, 2011. "A survey of functional principal component analysis," Monash Econometrics and Business Statistics Working Papers 6/11, Monash University, Department of Econometrics and Business Statistics.
  21. Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011. "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers 7/11, Monash University, Department of Econometrics and Business Statistics.
  22. Xibin Zhang & Maxwell L. King, 2011. "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers 24/11, Monash University, Department of Econometrics and Business Statistics.
  23. Taya Dumrongrittikul, 2011. "Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework," Monash Econometrics and Business Statistics Working Papers 5/11, Monash University, Department of Econometrics and Business Statistics.
  24. Taya Dumrongrittikul, 2011. "Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach," Monash Econometrics and Business Statistics Working Papers 25/11, Monash University, Department of Econometrics and Business Statistics.
  25. Md Atikur Rahman Khan & D.S. Poskitt, 2011. "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers 22/11, Monash University, Department of Econometrics and Business Statistics.
  26. Md Atikur Rahman Khan & D.S. Poskitt, 2011. "Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 23/11, Monash University, Department of Econometrics and Business Statistics.

2010

  1. Degui Li & Jia Chen & Jiti Gao, 2010. "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers 2010-08, University of Adelaide, School of Economics and Public Policy.
  2. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  3. Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  4. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy.
  5. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers 2010-27, University of Adelaide, School of Economics and Public Policy.
  6. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
  7. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University.
  8. Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010. "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers 2/10, Monash University, Department of Econometrics and Business Statistics.
  9. Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010. "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers 22/10, Monash University, Department of Econometrics and Business Statistics.
  10. Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.
  11. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.
  12. George Athanasopoulos & Ashton de Silva, 2010. "Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand," Monash Econometrics and Business Statistics Working Papers 11/09, Monash University, Department of Econometrics and Business Statistics.
  13. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  14. sarah Brown & Mark N Harris & Karl Taylor, 2010. "Modelling Charitable Donations: A Latent Class Panel Approach," Working Papers 2010017, The University of Sheffield, Department of Economics, revised Sep 2010.
  15. Terence Chai Cheng & Anthony Scott & Sung-Hee Jeon & Guyonne Kalb & John Humphreys & Catherine Joyce, 2010. "What Factors Influence the Earnings of GPs and Medical Specialists in Australia? Evidence from the MABEL Survey," Melbourne Institute Working Paper Series wp2010n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  16. de Silva, Ashton J, 2010. "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper 27411, University Library of Munich, Germany.
  17. Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton, 2010. "A re-appraisal of the fertility response to the Australian baby bonus," MPRA Paper 27580, University Library of Munich, Germany.
  18. Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
  19. Cain Polidano & Kostas Mavromaras, 2010. "Participation in and Completion of Vocational Education and Training for People with Disability," Melbourne Institute Working Paper Series wp2010n08, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  20. Tran VAN HOA, 2010. "ASEAN+3 Free Trade Agreement and Its Impact on Asia-Europe Trade and Economic Relations: A New Modelling Approach," EcoMod2004 330600149, EcoMod.
  21. Han Lin Shang, 2010. "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers 19/10, Monash University, Department of Econometrics and Business Statistics.
  22. Han Lin Shang & Rob J Hyndman & Heather Booth, 2010. "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers 8/10, Monash University, Department of Econometrics and Business Statistics.
  23. William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010. "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Monash Econometrics and Business Statistics Working Papers 3/10, Monash University, Department of Econometrics and Business Statistics.
  24. Preety Srivastava & Xueyan Zhao, 2010. "What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types," Monash Econometrics and Business Statistics Working Papers 1/10, Monash University, Department of Econometrics and Business Statistics.
  25. Preety Srivastava, 2010. "What Do the Bingers Drink? Micro-unit Evidence on Negative Externalities and Drinker Characteristics of Alcohol Consumption by Beverage Types," Wine Economics Research Centre Working Papers 2010-07, University of Adelaide, Wine Economics Research Centre.
  26. Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010. "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers 18/10, Monash University, Department of Econometrics and Business Statistics.
  27. Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010. "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers 21/10, Monash University, Department of Econometrics and Business Statistics.
  28. Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.

2009

  1. Jiti Gao & Irene Gijbels, 2009. "Bandwidth Selection in Nonparametric Kernel Testing," School of Economics and Public Policy Working Papers 2009-01, University of Adelaide, School of Economics and Public Policy.
  2. Jia Chen & Jiti Gao & Degui Li, 2009. "Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series," School of Economics and Public Policy Working Papers 2009-02, University of Adelaide, School of Economics and Public Policy.
  3. Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim, 2009. "Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity," School of Economics and Public Policy Working Papers 2009-03, University of Adelaide, School of Economics and Public Policy.
  4. Jiti Gao & Qiying Wang & Jiying Yin, 2009. "Specification Testing in Nonlinear Time Series with Long-Range Dependence," School of Economics and Public Policy Working Papers 2009-04, University of Adelaide, School of Economics and Public Policy.
  5. Jia Chen & Jiti Gao & Degui Li, 2009. "A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model," School of Economics and Public Policy Working Papers 2009-16, University of Adelaide, School of Economics and Public Policy.
  6. Jiti Gao & Dag Tjostheim & Jiying Yin, 2009. "Estimation in Threshold Autoregressive Models with Nonstationarity," School of Economics and Public Policy Working Papers 2009-25, University of Adelaide, School of Economics and Public Policy.
  7. Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009. "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers 7/09, Monash University, Department of Econometrics and Business Statistics.
  8. Don U.A. Galagedera, 2009. "An analytical derivation of the relation between idiosyncratic volatility and expected stock return," Monash Econometrics and Business Statistics Working Papers 14/09, Monash University, Department of Econometrics and Business Statistics.
  9. Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).
  10. Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009. "Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?," CAMA Working Papers 2009-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Edwyna Harris & Robert Brooks & Yovina Joymungul, 2009. "The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984," Monash Economics Working Papers 16-09, Monash University, Department of Economics.
  12. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
  13. Minfeng Deng & George Athanasopoulos, 2009. "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers 10/09, Monash University, Department of Econometrics and Business Statistics.
  14. 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.
  15. 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.
  16. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2009. "Modelling Charitable Donations to an Unexpected Natural Disaster: Evidence from the U.S. Panel Study of Income Dynamics," IZA Discussion Papers 4424, Institute of Labor Economics (IZA).
  17. Hielke BUDDELMEYER & Nicolas HÉRAULT & Guyonne KALB & Mark VAN ZIJLL DE JONG, 2009. "Linking a Dynamic CGE Model and a Microsimulation Model: Climate Change Mitigation Policies and Income Distribution in Australia," EcoMod2009 21500020, EcoMod.
  18. Nicolas Hérault & Guyonne Kalb, 2009. "Intergenerational Correlation of Labour Market Outcomes," Melbourne Institute Working Paper Series wp2009n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. 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.
  20. 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.
  21. 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.

2008

  1. 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.
  2. 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.
  3. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008. "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers 2008-60, Scottish Institute for Research in Economics (SIRE).
  4. Deborah Gefang & Rodney Strachan, 2008. "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics 08/4, Division of Economics, School of Business, University of Leicester.
  5. Markus Jochmann & Gary Koop & Rodney W. Strachan, 2008. "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper series 19_08, Rimini Centre for Economic Analysis.
  6. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper series 24_08, Rimini Centre for Economic Analysis.
  7. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series 26_08, Rimini Centre for Economic Analysis.
  8. Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute.
  9. Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas, 2008. "Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations," Discussion Papers 08/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  12. Tine Olsen & Brett Inder, 2008. "Coffee Commodity Chain," Monash Economics Working Papers 06/08, Monash University, Department of Economics.
  13. 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.
  14. Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  15. 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.
  16. Mark Harris & Laszlo Matyas & Patrick Sevestre, 2008. "Dynamic Models for Short Panels," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00279980, HAL.
  17. 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.
  18. 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.
  19. William H. Greene & Mark N. Harris & Bruce Hollingworth & Pushkar Maitra, 2008. "A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels," Working Papers 08-18, New York University, Leonard N. Stern School of Business, Department of Economics.
  20. Hielke BUDDELMEYER & Guyonne KALB, 2008. "Labour Supply and Welfare Participation in the Australian Population: Using Observed Job Search to Account for Involuntary Unemployment," EcoMod2008 23800020, EcoMod.
  21. John Creedy & Nicolas Hérault & Guyonne Kalb, 2008. "Tax Policy Design and the Role of a Tax-Free Threshold," Melbourne Institute Working Paper Series wp2008n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. John Creedy & Nicolas Hérault & Guyonne Kalb, 2008. "Abolishing the Tax-Free Threshold in Australia: Simulating Alternative Reforms," Melbourne Institute Working Paper Series wp2008n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. Sung-Hee Jeon & Guyonne Kalb & Ha Vu, 2008. "The Dynamics of Welfare Participation among Women Who Experienced Teenage Motherhood in Australia," Melbourne Institute Working Paper Series wp2008n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. de Silva, Ashton, 2008. "Forecasting macroeconomic variables using a structural state space model," MPRA Paper 11060, University Library of Munich, Germany.
  25. Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
  26. 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.
  27. 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.
  28. Nguyen, Duong T.M. & McLaren, Keith Robert & 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.
  29. 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.
  30. Huyen Nguyen-Thi-Thanh & Georges Gallais-Hamonno & Thi H.V. Hoang, 2008. "Faut-il corriger les rentabilités des hedge funds?," Post-Print halshs-00106400, HAL.

2007

  1. Gao, Jiti & Hong, Yongmiao, 2007. "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper 11977, University Library of Munich, Germany, revised Dec 2007.
  2. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
  3. 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.
  4. 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.
  5. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper 25020, University Library of Munich, Germany, revised Oct 2007.
  6. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
  7. Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. 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.
  9. Kenji Kutsuna & William Dimovski & Robert Brooks, 2007. "The Pricing and Underwriting Costs of Japanese REIT IPOs," Discussion Papers 2007-37, Kobe University, Graduate School of Business Administration.
  10. David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2007. "Testing for a unit root in the presence of a possible break in trend," Discussion Papers 07/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  11. C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Guyonne Kalb & Sholeh A. Maani, 2007. "The Importance of Observing Early School Leaving and Usually Unobserved Background and Peer Characteristics in Analysing Academic Performance," Melbourne Institute Working Paper Series wp2007n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  18. Guyonne Kalb & Wang-Sheng Lee, 2007. "Childcare Use and Parents’ Labour Supply in Australia," Melbourne Institute Working Paper Series wp2007n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Guyonne Kalb & Wang-Sheng Lee, 2007. "The Effect of an Alternative Childcare Subsidy on Labour Supply: A Policy Simulation," Melbourne Institute Working Paper Series wp2007n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  20. Guyonne Kalb, 2007. "Children, Labour Supply and Childcare: Challenges for Empirical Analysis," Melbourne Institute Working Paper Series wp2007n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  21. John Creedy & Nicolas Hérault & Guyonne Kalb, 2007. "Comparing Welfare Change Measures with Income Change Measures in Behavioural Policy Simulations," Melbourne Institute Working Paper Series wp2007n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Guyonne Kalb & Thor O. Thoresen, 2007. "The Case for Labour Supply Incentives: A Comparison of Family Policies in Australia and Norway," Melbourne Institute Working Paper Series wp2007n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. 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.
  24. de Silva, Ashton, 2007. "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper 5431, University Library of Munich, Germany.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007. "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers 818, University of Tasmania, Tasmanian School of Business and Economics.
  30. 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.
  31. NGUYEN-THI-THANH Huyen, 2007. "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006 131, Money Macro and Finance Research Group.
  32. Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007. "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB 07-034.RS, ULB -- Universite Libre de Bruxelles.
  33. Huyen NGUYEN THI THANH, 2007. "On the Use of Data Envelopment Analysis in Assessing Local and global Performances of Hedge Funds," LEO Working Papers / DR LEO 1310, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  34. Georges GALLAIS-HAMONNO & Huyen NGUYEN THI THANH & Thi-Hong-Van HOANG, 2007. "Analyse de la performance des Hedge Funds. Correction des rentabilités, méthodes et implications," LEO Working Papers / DR LEO 223, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  35. Huyen Nguyen-Thi-Thanh, 2007. "Assessing Hedge Fund Performance: Does the Choice of Measures Matter?," Working Papers halshs-00184814, HAL.

2006

  1. Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006. "Semiparametric penalty function method in partially linear model selection," MPRA Paper 11975, University Library of Munich, Germany, revised Aug 2006.
  2. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
  3. Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
  4. Casas, Isabel & Gao, Jiti, 2006. "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper 11981, University Library of Munich, Germany, revised Aug 2007.
  5. 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.
  6. 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.
  7. Strachan, R.W. & van Dijk, H.K., 2006. "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2006-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
  9. Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics.
  10. Catherine Forbes & Brett Inder & Sunitha Raman, 2006. "Measuring the cost of leaving care in Victoria," Monash Econometrics and Business Statistics Working Papers 18/06, Monash University, Department of Econometrics and Business Statistics.
  11. Ramani Gunatilaka & Duangkamon Chotikapanich & Brett Inder, 2006. "Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka," Monash Econometrics and Business Statistics Working Papers 21/06, Monash University, Department of Econometrics and Business Statistics.
  12. Jenny Williams & Christopher L. Skeels, 2006. "The impact of cannabis and cigarette use on health," Department of Economics - Working Papers Series 969, The University of Melbourne.
  13. 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.
  14. 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.
  15. 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.
  16. Hielke Buddelmeyer & John Freebairn & Guyonne Kalb, 2006. "Evaluation of Policy Options to Encourage Welfare to Work," Melbourne Institute Working Paper Series wp2006n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. 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.
  18. 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.
  19. 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.
  20. Huyen Nguyen-Thi-Thanh, 2006. "Quantitative selection of hedge funds using data envelopment analysis," Post-Print halshs-00067742, HAL.

2005

  1. Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005. "A test for model specification of diffusion processes," MPRA Paper 11976, University Library of Munich, Germany, revised Feb 2007.
  2. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
  3. 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.
  4. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Strachan, R.W. & van Dijk, H.K., 2005. "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers EI 2005-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York.
  7. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Division of Economics, School of Business, University of Leicester, revised Apr 2006.
  8. Rodney W. Strachan, 2005. "Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model," Discussion Papers in Economics 05/14, Division of Economics, School of Business, University of Leicester.
  9. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip, 2005. "Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches," Monash Econometrics and Business Statistics Working Papers 9/05, Monash University, Department of Econometrics and Business Statistics.
  11. Robert Brooks & Edwyna Harris, 2005. "An Analysis of Watermove Water Markets," Monash Econometrics and Business Statistics Working Papers 10/05, Monash University, Department of Econometrics and Business Statistics.
  12. Katy Cornwell & Brett Inder & Pushkar Maitra & Anu Rammohan, 2005. "Household Composition and Schooling of Rural South African Children: Sibling Synergy and Migrant Effects," Monash Economics Working Papers 22/05, Monash University, Department of Economics.
  13. D. Beggs & C.L. Skeels, 2005. "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series 947, The University of Melbourne.
  14. D.S. Poskitt & C.L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series 948, The University of Melbourne.
  15. 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.
  16. 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.
  17. 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.
  18. Alonso Fernández, Andrés Modesto & Maharaj, Elizabeth Ann, 2005. "On the comparison of time series using subsampling," DES - Working Papers. Statistics and Econometrics. WS ws050702, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Maani, Sholeh & Kalb, Guyonne, 2005. "Academic Performance, Parental Income, and the Choice to Leave School at Age Sixteen," Working Papers 204, Department of Economics, The University of Auckland.
  20. Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb, 2005. "Do You Need a Job to Find a Job?," CEPR Discussion Papers 497, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  21. John Creedy & Guyonne Kalb, 2005. "Behavioural Microsimulation Modelling for Tax Policy Analysis in Australia: Experience and Prospects," Melbourne Institute Working Paper Series wp2005n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Lixin Cai & Guyonne Kalb, 2005. "Health Status and Labour Force Status of Older Working-Age Australian Men," Melbourne Institute Working Paper Series wp2005n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. Lixin Cai & Guyonne Kalb & Yi-Ping Tseng & Hong Ha Vu, 2005. "The Effect of Financial Incentives on Labour Supply: Evidence for Sole Parents from Microsimulation and Quasi-Experimental Evaluation," Melbourne Institute Working Paper Series wp2005n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. John Creedy & Guyonne Kalb, 2005. "Behavioural Microsimulation Modelling With the Melbourne Institute Tax and Transfer Simulator(MITTS) : Uses and Extensions," Department of Economics - Working Papers Series 932, The University of Melbourne.
  25. Siddiqui, Amir Hussain & Iqbal, Javed, 2005. "Impact of trade openness on output growth for Pakistan: an empirical investigation," MPRA Paper 23757, University Library of Munich, Germany.
  26. Iqbal, Javed & Haider, Aziz, 2005. "Arbitrage pricing theory: evidence from an emerging stock market," MPRA Paper 8699, University Library of Munich, Germany.
  27. Huyen Nguyen-Thi-Thanh, 2005. "Existe-T-Il Un Effet P.E.R. Realise Et Previsionnel ?," Post-Print halshs-00009081, HAL.

2004

  1. Jiti Gao & Maxwell King, 2004. "Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models," Econometric Society 2004 North American Winter Meetings 225, Econometric Society.
  2. Arapis, Manuel & Gao, Jiti, 2004. "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper 11974, University Library of Munich, Germany, revised 23 Dec 2005.
  3. 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.
  4. 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.
  5. 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.
  6. Don U.A. Galagedera & Roland G. Shami, 2004. "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings 126, Econometric Society.
  7. 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.
  8. 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.
  9. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, University Library of Munich, Germany.
  10. Don U.A. Galagedera, 2004. "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance 0406013, University Library of Munich, Germany.
  11. 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, University Library of Munich, Germany.
  12. Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society.
  13. Strachan, R.W. & van Dijk, H.K., 2004. "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers EI 2004-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Strachan, R.W. & van Dijk, H.K., 2004. "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2004-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University.
  16. Rodney W. Strachan & Herman K. van Dijk, 2004. "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University.
  17. Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University.
  18. Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society.
  19. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
  20. Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff, 2004. "Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case," Econometric Society 2004 Australasian Meetings 62, Econometric Society.
  21. Sinclair Davidson & Robert Brooks, 2004. "R&D, Agency Costs and Capital Structure: International Evidence," Econometric Society 2004 Australasian Meetings 59, Econometric Society.
  22. Robert Brooks & Bhavish Jugurnath & Mark Stewart, 2004. "Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia," Econometric Society 2004 Australasian Meetings 97, Econometric Society.
  23. Aliprantis, C. D. & Harris, David & Tourky, Rabee, 2004. "Riesz Estimators," Purdue University Economics Working Papers 1170, Purdue University, Department of Economics.
  24. Katy Cornwell & Brett Inder, 2004. "Migration and Unemployment in South Africa: When Motivation Surpasses the Theory," Monash Econometrics and Business Statistics Working Papers 2/04, Monash University, Department of Econometrics and Business Statistics.
  25. Brett Inder, 2004. "Economic growth and contraction and their impact on the poor," Monash Econometrics and Business Statistics Working Papers 3/04, Monash University, Department of Econometrics and Business Statistics.
  26. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
  27. D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
  28. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.
  29. 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.
  30. Xueyan Zhao & Mark Harris, 2004. "Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model," Econometric Society 2004 Australasian Meetings 363, Econometric Society.
  31. Eyob Fissuh & Mark Harris, 2004. "Determinants of Poverty in Eritrea: A Household level Analysis," Econometric Society 2004 Australasian Meetings 364, Econometric Society.
  32. 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.
  33. 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.
  34. Guyonne Kalb & Lixin Cai, 2004. "Health status and labour force participation: evidence from HILDA data," Econometric Society 2004 Australasian Meetings 130, Econometric Society.
  35. Rosanna Scutella & Guyonne Kalb, 2004. "New Zealand Labour Supply from 1991-2001: an analysis based on a discrete choice structural utility model," Econometric Society 2004 Australasian Meetings 182, Econometric Society.
  36. Denise Doiron & Guyonne Kalb, 2004. "Demands for Childcare and Household Labour Supply in Australia," Melbourne Institute Working Paper Series wp2004n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  37. Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb, 2004. "Job Search Success: Comparing Job Offer Rates In and Out of Employment," Melbourne Institute Working Paper Series wp2004n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  38. Lixin Cai & John Creedy & Guyonne Kalb, 2004. "Accounting for Population Ageing in Tax Microsimulation Modelling by Survey Reweighting," Melbourne Institute Working Paper Series wp2004n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  39. John Creedy & Guyonne Kalb & Hsein Kew, 2004. "Confidence Intervals for Policy Reforms in Behavioural Tax Microsimulation Modelling," Melbourne Institute Working Paper Series wp2004n32, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  40. Ashton de Silva, 2004. "Reduced Rank Vector Exponential Smoothing," Econometric Society 2004 Australasian Meetings 246, Econometric Society.
  41. Tran Van Hoa, 2004. "Economic and Financial Crisis Management in Asia: A Critical Analysis," Economics Working Papers wp04-13, School of Economics, University of Wollongong, NSW, Australia.
  42. Tran Van Hoa, 2004. "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers wp04-12, School of Economics, University of Wollongong, NSW, Australia.
  43. Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004. "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings 317, Econometric Society.
  44. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
  45. 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, University Library of Munich, Germany.
  46. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan," International Trade 0406006, University Library of Munich, Germany.
  47. Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance 0406004, University Library of Munich, Germany.
  48. Guneratne B Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings 236, Econometric Society.
  49. Guneratne Banda Wickremasinghe, 2004. "Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float," International Trade 0406007, University Library of Munich, Germany.
  50. Guneratne Banda Wickremasinghe, 2004. "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade 0406005, University Library of Munich, Germany.
  51. Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004. "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings 152, Econometric Society.
  52. 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.
  53. 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.
  54. Huyen Nguyen-Thi-Thanh, 2004. "Hedge fund behavior: An ex-post analysis," Working Papers halshs-00067744, HAL.

2003

  1. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Estimation in semiparametric spatial regression," MPRA Paper 11971, University Library of Munich, Germany.
  2. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
  3. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Semiparametric spatial regression: theory and practice," MPRA Paper 11991, University Library of Munich, Germany, revised Oct 2006.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics.
  12. Strachan, Rodney & Brett Inder, 2003. "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003 197, Royal Economic Society.
  13. Strachan, R.W. & van Dijk, H.K., 2003. "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Research Papers EI 2003-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, University Library of Munich, Germany.
  15. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, University Library of Munich, Germany.
  16. 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.
  17. 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.
  18. 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.
  19. Elizabeth Ann Maharaj, 2003. "Using Evolutionary Spectra to Forecast Time Series," Monash Econometrics and Business Statistics Working Papers 4/03, Monash University, Department of Econometrics and Business Statistics.
  20. Sholeh A. Maani & Guyonne Kalb, 2003. "Childhood Economic Resources, Academic Performance and the Choice to Leave School at Age Sixteen," Melbourne Institute Working Paper Series wp2003n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  21. Guyonne Kalb & Hsein Kew & Rosanna Scutella, 2003. "Effects of the Australian New Tax System on Government Expenditure With and Without Behavioural Changes," Melbourne Institute Working Paper Series wp2003n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Guyonne Kalb & Rosanna Scutella, 2003. "Wage and Employment Rates in New Zealand from 1991 to 2001," Melbourne Institute Working Paper Series wp2003n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  23. John Creedy & Guyonne Kalb, 2003. "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series wp2003n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. John Creedy & Guyonne Kalb & Rosanna Scutella, 2003. "Income Distribution in Discrete Hours Behavioural Microsimulation Models: An Illustration of the Labour Supply and Distributional Effects of Social Transfers," Melbourne Institute Working Paper Series wp2003n23, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  25. Tran Van Hoa, 2003. "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers wp03-02, School of Economics, University of Wollongong, NSW, Australia.
  26. Tran Van Hoa, 2003. "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers wp03-03, School of Economics, University of Wollongong, NSW, Australia.
  27. 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.
  28. 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.

2002

  1. Gao, Jiti, 2002. "Modeling long-range dependent Gaussian processes with application in continuous-time financial models," MPRA Paper 11973, University Library of Munich, Germany, revised 18 Sep 2003.
  2. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
  3. 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.
  4. 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.
  5. 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.
  6. D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
  7. 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.
  8. George Athanasopoulos & Farshid Vahid, 2002. "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers 9/02, Monash University, Department of Econometrics and Business Statistics.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Guyonne Kalb & Jenny Williams, 2002. "Industrial Relations Reform and Business Performance: An Introduction," Melbourne Institute Working Paper Series wp2002n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  15. Guyonne Kalb & Rosanna Scutella, 2002. "Estimation of Wage Equations in Australia: Allowing for Censored Observations of Labour Supply," Melbourne Institute Working Paper Series wp2002n08, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  16. Guyonne Kalb, 2002. "Estimation of Labour Supply Models for Four Separate Groups in the Australian Population," Melbourne Institute Working Paper Series wp2002n24, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. Guyonne Kalb & Hsein Kew, 2002. "The Effect of a Reduced Allowance and Pension Taper Rate: Policy Simulations Using the Melbourne Institute Tax and Transfer Simulator," Melbourne Institute Working Paper Series wp2002n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  18. David Johnson & Guyonne Kalb, 2002. "Economic Analyses of Families: Existing Research Findings," Melbourne Institute Working Paper Series wp2002n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Tran Van Hoa, 2002. "WTO Membership for China and Its Impact on Growth, Investment and Consumption: A New Flexible Keynesian Approach," Economics Working Papers wp02-04, School of Economics, University of Wollongong, NSW, Australia.
  20. Tran Van Hoa, 2002. "Korea, China and Japan: Their Trade with the World and Its Impact on New Asian Regionalism ASEAN+3," Economics Working Papers wp02-13, School of Economics, University of Wollongong, NSW, Australia.
  21. Agbola, Frank W. & Maitra, Pushkar & McLaren, Keith Robert, 2002. "The Analysis of Consumer Demand for Food in South Africa: An Application of the Modified Almost Ideal Demand System: Some Preliminary Results," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125047, Australian Agricultural and Resource Economics Society.
  22. Powell, Alan A. & McLaren, Keith R. & Pearson, K.R. & Rimmer, Maureen T., 2002. "Cobb-Douglas Utility - Eventually!," Conference papers 330977, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.

2001

  1. Antonio, J. & Martin, G., 2001. "Spot Market Competition with Stranded Costs in the Spanish Electricity Industry," Papers 0106, Centro de Estudios Monetarios Y Financieros-.
  2. Rodney W Strachan, 2001. "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Working Papers 2001_07, University of Liverpool, Department of Economics.
  3. Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001. "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series 794, The University of Melbourne.
  4. 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 7/01, Monash University, Department of Econometrics and Business Statistics.
  5. 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.
  6. 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.
  7. 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.
  8. Maharaj, E.A., 2001. "Comparison of Non-Stationary Time Series in the Frequency Domain," Monash Econometrics and Business Statistics Working Papers 1/01, Monash University, Department of Econometrics and Business Statistics.
  9. John Creedy & Guyonne Kalb, 2001. "Measuring Welfare Changes With Nonlinear Budget Constraints in Continuous and Discrete Hours Labour Supply Models," Melbourne Institute Working Paper Series wp2001n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  10. John Creedy & Guyonne Kalb & Hsein Kew, 2001. "The Effects of Flattening the Effective Marginal Rate Structure in Australia: Policy Simulations Using the Melbourne Institute Tax and Transfer Simulator," Melbourne Institute Working Paper Series wp2001n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  11. Guyonne Kalb & Jenny Williams, 2001. "Delinquency and Gender," Melbourne Institute Working Paper Series wp2001n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  12. John Creedy & Guyonne Kalb & Hsein Kew, 2001. "The Melbourne Institute Tax and Transfer Simulator (MITTS)," Melbourne Institute Working Paper Series wp2001n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  13. Iqbal, Javed & Tahir, Muhammad & Baig, Mirza Aqeel, 2001. "Aggregate import demand function for Pakistan: a co-integration approach," MPRA Paper 23756, University Library of Munich, Germany.
  14. Iqbal, Javed, 2001. "Forecasting methods: a comparative analysis," MPRA Paper 23856, University Library of Munich, Germany, revised 2001.

2000

  1. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  2. Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Working Papers 2000_16, University of Liverpool, Department of Economics.
  3. Strachan, R., 2000. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers 6/00, Monash University, Department of Econometrics and Business Statistics.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Guyonne R. Kalb, 2000. "Labour Supply and Welfare Participation in Australian Two-Adult Households: Accounting for Involuntary Unemployment and the 'Cost' of Part-time Work," Centre of Policy Studies/IMPACT Centre Working Papers bp-35, Victoria University, Centre of Policy Studies/IMPACT Centre.
  13. Chalmers, J. & Kalb, G., 2000. "Are Casual Jobs a Freeway to Permanent Employment?," Monash Econometrics and Business Statistics Working Papers 8/00, Monash University, Department of Econometrics and Business Statistics.
  14. Tran Van Hoa, 2000. "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers wp00-01, School of Economics, University of Wollongong, NSW, Australia.
  15. Grose, S. & McLaren, K., 2000. "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers 1/00, Monash University, Department of Econometrics and Business Statistics.
  16. Grose, S. & McLaren, K., 2000. "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers 2/00, Monash University, Department of Econometrics and Business Statistics.

1999

  1. Gao, jiti & Anh, vo & Heyde, christopher, 1999. "Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency," MPRA Paper 11972, University Library of Munich, Germany, revised 23 Oct 2001.
  2. Strachan, R.W. & Inder, B., 1999. "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers 13/99, Monash University, Department of Econometrics and Business Statistics.
  3. Marahaj, E.A. & Inder, B., 1999. "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers 9/99, Monash University, Department of Econometrics and Business Statistics.
  4. Bernard Bollen & Brett Inder, 1999. "Estimating Daily Volatility in Financial Markets Utilizing Intraday Data," Working Papers 1999.01, School of Economics, La Trobe University.
  5. Maharaj, E.A., 1999. "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers 11/99, Monash University, Department of Econometrics and Business Statistics.
  6. Guyonne R. Kalb, 1999. "Labour Supply and Welfare Participation in Australian Two-Adult Households: Comparing 1986/87 with 1994/95," Centre of Policy Studies/IMPACT Centre Working Papers bp-34, Victoria University, Centre of Policy Studies/IMPACT Centre.
  7. Tran Van Hoa & Chaturvedi, A., 1999. "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers wp99-4, School of Economics, University of Wollongong, NSW, Australia.
  8. Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999. "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers wp99-3, School of Economics, University of Wollongong, NSW, Australia.

1998

  1. 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.
  2. Strachan, R.W., 1998. "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers 9/98, Monash University, Department of Econometrics and Business Statistics.
  3. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers 98-3, Melbourne - Centre in Finance.
  4. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers 98-4, Melbourne - Centre in Finance.
  5. Nahar, S. & Inder, B., 1998. "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers 14/98, Monash University, Department of Econometrics and Business Statistics.
  6. Bollen, B. & Inder, B., 1998. "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers 10/98, Monash University, Department of Econometrics and Business Statistics.
  7. Guyonne Kalb, 1998. "An Australian Model for Labour Supply and Welfare Participation in Two-Adult Households," Discussion Papers 0082, University of New South Wales, Social Policy Research Centre.

1997

  1. 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.
  2. 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.
  3. Martin, V.L. & Wilkins, N.P., 1997. "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series 547, The University of Melbourne.
  4. Brooks, R & Davidson, S & Faff, R, 1997. "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers 97-4, Melbourne - Centre in Finance.
  5. 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.
  6. 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.
  7. Forbes, C.S. & Kalb, G.R.J. & Kofman, P., 1997. "Bayesian Arbitrage Threshold Analysis," Monash Econometrics and Business Statistics Working Papers 3/97, Monash University, Department of Econometrics and Business Statistics.
  8. Polidano, Cain., 1997. "The impact of climate change policies on employment in the coalmining industry," ILO Working Papers 994983193502676, International Labour Organization.

1996

  1. Lee, J. & Brooks, R., 1996. "The Stability of ARCH Models Across Australian Financial Markets," Papers 96-9, Melbourne - Centre in Finance.
  2. Faff, R. & Brooks, R., 1996. "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers 96-10, Melbourne - Centre in Finance.
  3. Harris, D., 1996. "Principal Components Analysis of Cointegrated Time Series," Monash Econometrics and Business Statistics Working Papers 2/96, Monash University, Department of Econometrics and Business Statistics.
  4. Maharaj, A. & Inder, B., 1996. "A Test to Compare two Related Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 10/96, Monash University, Department of Econometrics and Business Statistics.
  5. Bollen, B. & Kofman, P., 1996. "Estimating Daily Volatility from Intraday Data," Monash Econometrics and Business Statistics Working Papers 13/96, Monash University, Department of Econometrics and Business Statistics.
  6. 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.
  7. 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.
  8. 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.
  9. Kalb, G., 1996. "Using the EM Algorithm with Complete, but Scrambled, data," Monash Econometrics and Business Statistics Working Papers 5/96, Monash University, Department of Econometrics and Business Statistics.
  10. 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.
  11. 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, Victoria University, Centre of Policy Studies/IMPACT Centre.

1995

  1. 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.
  2. 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.
  3. Lim, G.C. & Martin, V.L., 1995. "Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics," Department of Economics - Working Papers Series 482, The University of Melbourne.
  4. Clarke, H.R. & Martin, V.L., 1995. "Does Capital Chase Labour Internationally," Department of Economics - Working Papers Series 447, The University of Melbourne.
  5. Pagan, A.R. & Hall, A.D. & Martin, V., 1995. "Modelling the Term Structure," Papers 284, Australian National University - Department of Economics.
  6. Lim, G.C. & Martin, V.L., 1995. "A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash," Department of Economics - Working Papers Series 483, The University of Melbourne.
  7. Brooks, R. & Faff, R., 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers 95-3, Melbourne - Centre in Finance.
  8. Brooks, R. & Michaelides, P., 1995. "Autocorrelations, Returns and Australian Financial Futures," Papers 95-9, Melbourne - Centre in Finance.
  9. King, M.L. & Harris, D.C., 1995. "The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors," Monash Econometrics and Business Statistics Working Papers 6/95, Monash University, Department of Econometrics and Business Statistics.
  10. Maharaj, E.A. & Singh, N. & Inder, B.A., 1995. "Homogeneity of Variance Test for the Comparison of Two or More Spectra," Monash Econometrics and Business Statistics Working Papers 19/95, Monash University, Department of Econometrics and Business Statistics.
  11. Hao, K. & Inder, B., 1995. "A Modified Fluctuation Test for Structural Change," Monash Econometrics and Business Statistics Working Papers 18/95, Monash University, Department of Econometrics and Business Statistics.
  12. 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.
  13. 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.
  14. Kalb, G.R.J. & Kofman, P. & Vorst, T.C.F., 1995. "Mixtures of Tails in Clustered Automobile Claims," Monash Econometrics and Business Statistics Working Papers 11/95, Monash University, Department of Econometrics and Business Statistics.
  15. Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, University Library of Munich, Germany, revised 16 Jun 1995.
  16. 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.

1994

  1. Gao, Jiti, 1994. "Asymptotic theory for partly linear models," MPRA Paper 40452, University Library of Munich, Germany, revised 02 Dec 1994.
  2. Brooks, R.D. & King, M.L., 1994. "Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications," Monash Econometrics and Business Statistics Working Papers 5/94, Monash University, Department of Econometrics and Business Statistics.
  3. Brooks, R., 1994. "The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach," Papers 94-11, RMIT - Centre Finance.
  4. Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994. "Beta Stability and Portfolio Formation," Papers 94-3, Melbourne - Centre in Finance.
  5. Hao, K. & Inder, B., 1994. "A Diagnostic Test for Structural Change in Cointegrated Regression Models," Monash Econometrics and Business Statistics Working Papers 19/94, Monash University, Department of Econometrics and Business Statistics.
  6. Harris, M.N. & Macquarie, L.R., 1994. "A Comparative Study of Introductory and Undergraduate Econometric Textbooks," Monash Econometrics and Business Statistics Working Papers 17/94, Monash University, Department of Econometrics and Business Statistics.
  7. Fry, T.R.L. & Harris, M.N., 1994. "Testing for Independence or Irrelevent Alternatives: Some Empirical Results," Monash Econometrics and Business Statistics Working Papers 2/94, Monash University, Department of Econometrics and Business Statistics.
  8. Maharaj, E.A., 1994. "A Significance Test for Classifying ARMA Models," Monash Econometrics and Business Statistics Working Papers 18/94, Monash University, Department of Econometrics and Business Statistics.

1993

  1. Brooks, R.D., 1993. "The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients," Papers 93-3, Melbourne - Centre in Finance.
  2. Param Silvapulle & Inder Inder, 1993. "Yields spreads and Interest Rates Movements: A Cointegration Approach," Working Papers 1993.09, School of Economics, La Trobe University.
  3. Skeels, C.L. & Vella, F., 1993. "The Performance of Conditional Moment Tests in Tobit and Probit Models," Papers 251, Australian National University - Department of Economics.
  4. Skeels, C.L. & Vella, F., 1993. "The Robustness of Conditional Moment Tests in Tobit and Probit Models," Papers 252, Australian National University - Department of Economics.
  5. Skeels, C. & Smith, M.D., 1993. "Some Consequences of Model Misspecification for t Testing in a Structural Equation," Papers e9317, Western Sydney - School of Business And Technology.
  6. Gorter, C. & Kalb, G.R.J., 1993. "Estimating the effect of counselling and monitoring the unemployed on their job finding rate, application intensity and matching probability," Serie Research Memoranda 0054, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  7. VAN HOA , Tran, 1993. "Reparameterization and Estimation in Unit Root Equations," LIDAM Discussion Papers CORE 1993024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1992

  1. Param Silvapulle & Brett Inder, 1992. "Does the Fisher Effect Apply in Australia?," Working Papers 1991.02, School of Economics, La Trobe University.
  2. Koenker, R. & Machado, J.A.F. & Skeels, C.L. & Welsh, A.H., 1992. "A Note on Amemiya'a form of the Weighted Least Squares Esrtimator," Papers 247, Australian National University - Department of Economics.

1991

  1. 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, Victoria University, Centre of Policy Studies/IMPACT Centre.

1990

  1. Skeels, C.L., 1990. "A Conditional Canonical Approach To Simulation Studies Of I.V.Estimators," Papers 198, Australian National University - Department of Economics.

1989

  1. Skeels, C.L., 1989. "The Exact Distribution Of Exogenous Variable Coefficient Estimators," Papers 178, Australian National University - Department of Economics.

1969

  1. K.R McLaren, 1969. "Equations for Gross Business Fixed Investment," RBA Research Discussion Papers rdp06, Reserve Bank of Australia.

Journal articles

2024

  1. Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024. "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, vol. 238(1).
  2. Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2024. "Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 122-134, January.
  3. Jiti Gao & Bin Peng & Yayi Yan, 2024. "Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 310-321, January.
  4. Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024. "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
  5. Han Lin Shang, 2024. "Bootstrapping Long-Run Covariance of Stationary Functional Time Series," Forecasting, MDPI, vol. 6(1), pages 1-14, February.

2023

  1. Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023. "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
  2. He, Yi & Jaidee, Sombut & Gao, Jiti, 2023. "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, vol. 234(1), pages 151-177.
  3. Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi, 2023. "Binary response models for heterogeneous panel data with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 1654-1679.
  4. Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023. "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, vol. 125(C).
  5. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
  6. Greene, William & Harris, Mark N. & Knott, Rachel & Rice, Nigel, 2023. "Reporting heterogeneity in modeling self-assessed survey outcomes," Economic Modelling, Elsevier, vol. 124(C).
  7. Christopher Phelps & Mark N. Harris & Steven Rowley & Rachel Ong ViforJ & Gavin A. Wood, 2023. "Geographic Reference Income and the Subjective Wellbeing of Australians," Journal of Happiness Studies, Springer, vol. 24(8), pages 2855-2880, December.
  8. Mark N. Harris, 2023. "Modern Applied Regressions: Bayesian and Frequentist Analysis of Categorical and Limited Response variables with R and Stan," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 2209-2211, July.
  9. Jordy Meekes & Wolter H J Hassink & Guyonne Kalb, 2023. "Essential work and emergency childcare: identifying gender differences in COVID-19 effects on labour demand and supply," Oxford Economic Papers, Oxford University Press, vol. 75(2), pages 393-417.
  10. Sveta Angelopoulos & Ashton de Silva & Yonatan Navon & Sarah Sinclair & Maria Yanotti, 2023. "Economic Resilience in a Pandemic: Did COVID‐19 Policy Effects Override Industry Diversity Impacts in Australia?," Economic Papers, The Economic Society of Australia, vol. 42(2), pages 153-171, June.
  11. Ashton De Silva & Huu Nhan Duong & My Nguyen & Yen Ngoc Nguyen, 2023. "Bank risk in uncertain times: Do credit rationing and revenue diversification matter?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(7-8), pages 1240-1273, July.
  12. Ghouse, Ghulam & Bhatti, Muhammad Ishaq & Aslam, Aribah & Ahmad, Nawaz, 2023. "Asymmetric spillover effects of Covid-19 on the performance of the Islamic finance industry: A wave analysis and forecasting," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  13. Khan, Muhammad Asif & Segovia, Juan E.Trinidad & Bhatti, M.Ishaq & Kabir, Asif, 2023. "Corporate vulnerability in the US and China during COVID-19: A machine learning approach," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  14. Awad Asiri & Mohammed Alnemer & M. Ishaq Bhatti, 2023. "Interconnectedness of Cryptocurrency Uncertainty Indices with Returns and Volatility in Financial Assets during COVID-19," JRFM, MDPI, vol. 16(10), pages 1-18, September.
  15. Mariam Mangi & Rana Salman Anwar & Shabeer Khan & Mohd Ziaur Rehman & Muhammad Ishaq Bhatti & Wadi B. Alonazi, 2023. "Enhancing Sustainability in the Agricultural Sector Amid COVID-19: An Implication of the Transactional Theory," Sustainability, MDPI, vol. 15(13), pages 1-17, June.
  16. Nawaz Ahmad & Ghulam Ghouse & Muhammad Ishaq Bhatti & Aribah Aslam, 2023. "The Impact of Social Inclusion and Financial Development on CO 2 Emissions: Panel Analysis from Developing Countries," Sustainability, MDPI, vol. 15(20), pages 1-16, October.
  17. Han Lin Shang, 2023. "Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(3), pages 421-441, September.
  18. Antonio Elías & Raúl Jiménez & Han Lin Shang, 2023. "Depth-based reconstruction method for incomplete functional data," Computational Statistics, Springer, vol. 38(3), pages 1507-1535, September.
  19. Efstathios Paparoditis & Han Lin Shang, 2023. "Bootstrap Prediction Bands for Functional Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 972-986, April.
  20. Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang, 2023. "A robust scalar-on-function logistic regression for classification," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(23), pages 8538-8554, December.
  21. Han Lin Shang & Kaiying Ji, 2023. "Forecasting intraday financial time series with sieve bootstrapping and dynamic updating," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 1973-1988, December.
  22. Chandra Shah, 2023. "Critical Perspectives on Economics of Education," The Economic Record, The Economic Society of Australia, vol. 99(324), pages 134-136, March.

2022

  1. Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 707-708, July.
  2. Feng, Guohua & Gao, Jiti & Peng, Bin, 2022. "An integrated panel data approach to modelling economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 379-397.
  3. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  4. Xuan Liang & Jiti Gao & Xiaodong Gong, 2022. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
  5. Durand, Robert B. & Greene, William H. & Harris, Mark N. & Khoo, Joye, 2022. "Heterogeneity in speed of adjustment using finite mixture models," Economic Modelling, Elsevier, vol. 107(C).
  6. Harris, Mark N. & Novarese, Marco & Wilson, Chris M., 2022. "Being in the right place: A natural field experiment on the causes of position effects in individual choice," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 24-40.
  7. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022. "Household saving, health, and healthcare utilization in Japan [Stature, obesity, and portfolio choice]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 473-497.
  8. Sarah Brown & Mark N Harris & Preety Srivastava & Karl Taylor, 2022. "Mental health, reporting bias and economic transitions [Semiparametric estimation with mismeasured dependent variables: an application to duration models for unemployment spells]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 541-564.
  9. Sarah Brown & Mark N Harris & Preety Srivastava & Karl Taylor, 2022. "Erratum: Mental health, reporting bias and economic transitions," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 565-566.
  10. Henry W. Chappell & William Greene & Mark N. Harris & Christopher Spencer, 2022. "Uncertainty and the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 825-858, June.
  11. Guyonne Kalb & Ha Vu, 2022. "Teenage Mothers’ Health across Different Life Stages," The Economic Record, The Economic Society of Australia, vol. 98(321), pages 191-213, June.
  12. Nicolas Hérault & Guyonne Kalb, 2022. "Understanding the rising trend in female labour force participation," Fiscal Studies, John Wiley & Sons, vol. 43(4), pages 341-363, December.
  13. Jaiswal Shivam & Chaturvedi Anoop & Bhatti Muhammad Ishaq, 2022. "Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 25-34, February.
  14. Khan, Muhammad Atif & Gu, Lulu & Khan, Muhammad Asif & Bhatti, Muhammad Ishaq, 2022. "Institutional perspective of financial sector development: A multidimensional assessment," Economic Systems, Elsevier, vol. 46(4).
  15. Fazal, Rizwan & Rehman, Syed Aziz Ur & Bhatti, M. Ishaq, 2022. "Graph theoretic approach to expose the energy-induced crisis in Pakistan," Energy Policy, Elsevier, vol. 169(C).
  16. Fazal, Rizwan & Bhatti, M. Ishaq & Rehman, Atiq Ur, 2022. "Causality Analysis: The study of Size and Power based on riz-PC Algorithm of Graph Theoretic Approach," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  17. Ken-Yien Leong & Mohamed Ariff & Zarei Alireza & M. Ishaq Bhatti, 2022. "Bank stock valuation theories: do they explain prices based on theories?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(2), pages 331-350, March.
  18. Naseem Al Rahahleh & M. Ishaq Bhatti, 2022. "Empirical comparison ofShariah-compliant vs conventional mutual fund performance," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(10), pages 4504-4523, January.
  19. Rabie Said & Muhammad Ishaq Bhatti & Ahmed Imran Hunjra, 2022. "Toward Understanding Renewable Energy and Sustainable Development in Developing and Developed Economies: A Review," Energies, MDPI, vol. 15(15), pages 1-12, July.
  20. Muhammad Ishaq Bhatti & Ghulam Ghouse, 2022. "Environmentally Friendly Degradations Technology Breakthrough," Energies, MDPI, vol. 15(18), pages 1-5, September.
  21. Ghulam Ghouse & Aribah Aslam & Muhammad Ishaq Bhatti, 2022. "The Impact of the Environment, Digital–Social Inclusion, and Institutions on Inclusive Growth: A Conceptual and Empirical Analysis," Energies, MDPI, vol. 15(19), pages 1-19, September.
  22. Ghulam Ghouse & Muhammad Ishaq Bhatti & Muhammad Hassam Shahid, 2022. "Impact of COVID-19, Political, and Financial Events on the Performance of Commercial Banking Sector," JRFM, MDPI, vol. 15(4), pages 1-18, April.
  23. Miftahorrozi Miftahorrozi & Shabeer Khan & Muhammad Ishaq Bhatti, 2022. "Waste Bank-Socio-Economic Empowerment Nexus in Indonesia: The Stance of Maqasid al-Shariʻah," JRFM, MDPI, vol. 15(7), pages 1-23, June.
  24. Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022. "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, vol. 14(13), pages 1-17, June.
  25. Dawood Ashraf & Mohsin Khawaja & M. Ishaq Bhatti, 2022. "Raising capital amid economic policy uncertainty: an empirical investigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
  26. Chan, Marc K. & Morris, Todd & Polidano, Cain & Vu, Ha, 2022. "Income and saving responses to tax incentives for private retirement savings," Journal of Public Economics, Elsevier, vol. 206(C).
  27. Jade Burley & Nora Samir & Anna Price & Anneka Parker & Anna Zhu & Valsamma Eapen & Diana Contreras-Suarez & Natalie Schreurs & Kenny Lawson & Raghu Lingam & Rebekah Grace & Shanti Raman & Lynn Kemp &, 2022. "Connecting Healthcare with Income Maximisation Services: A Systematic Review on the Health, Wellbeing and Financial Impacts for Families with Young Children," IJERPH, MDPI, vol. 19(11), pages 1-15, May.
  28. Yang Yang & Han Lin Shang & Joel E. Cohen, 2022. "Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1979-2006, October.
  29. Han Lin Shang & Jiguo Cao & Peijun Sang, 2022. "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1205-1224, November.
  30. Shang Han Lin & Zhang Xibin, 2022. "Bayesian bandwidth estimation for local linear fitting in nonparametric regression models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 55-71, February.
  31. Shang, Han Lin & Haberman, Steven & Xu, Ruofan, 2022. "Multi-population modelling and forecasting life-table death counts," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 239-253.
  32. Shang, Han Lin & Kearney, Fearghal, 2022. "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1025-1049.
  33. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  34. Yang, Yang & Yang, Yanrong & Shang, Han Lin, 2022. "Feature extraction for functional time series: Theory and application to NIR spectroscopy data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  35. Elías, Antonio & Jiménez, Raúl & Shang, Han Lin, 2022. "On projection methods for functional time series forecasting," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  36. Ufuk Beyaztas & Hanlin Shang, 2022. "Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Forecasting, MDPI, vol. 4(1), pages 1-15, March.
  37. Zhe Michelle Dong & Han Lin Shang & Aaron Bruhn, 2022. "Air Pollution and Mortality Impacts," Risks, MDPI, vol. 10(6), pages 1-21, June.
  38. Ufuk Beyaztas & Han Lin Shang & Aylin Alin, 2022. "Function-on-Function Partial Quantile Regression," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(1), pages 149-174, March.
  39. Han Lin Shang & Ruofan Xu, 2022. "Change point detection for COVID-19 excess deaths in Belgium," Journal of Population Research, Springer, vol. 39(4), pages 557-565, December.
  40. Ufuk Beyaztas & Han Lin Shang, 2022. "Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(5), pages 1179-1202, April.
  41. Xin Huang & Han Lin Shang & David Pitt, 2022. "A model sufficiency test using permutation entropy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 1017-1036, August.
  42. Cheng, Tingting & Liu, Junli & Yao, Wenying & Zhao, Albert Bo, 2022. "The impact of COVID-19 pandemic on the volatility connectedness network of global stock market," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).

2021

  1. Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  2. Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021. "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
  3. Gao, Jiti & Peng, Bin & Smyth, Russell, 2021. "On income and price elasticities for energy demand: A panel data study," Energy Economics, Elsevier, vol. 96(C).
  4. Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
  5. Yan Meng & Jiti Gao & Xibin Zhang & Xueyan Zhao, 2021. "A panel data model of length of stay in hospitals for hip replacements," Econometric Reviews, Taylor & Francis Journals, vol. 40(7), pages 688-707, August.
  6. Chaohua Dong & Jiti Gao & Bin Peng, 2021. "Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 700-711, July.
  7. Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2021. "Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 328-345, April.
  8. Chengyun Sun & Don U.A. Galagedera, 2021. "Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence," Applied Economics, Taylor & Francis Journals, vol. 53(34), pages 3931-3947, July.
  9. Kourentzes, Nikolaos & Athanasopoulos, George, 2021. "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, vol. 288(1), pages 141-152.
  10. Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J., 2021. "Forecast reconciliation: A geometric view with new insights on bias correction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 343-359.
  11. William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 31-64, January.
  12. Mark N. Harris & Xueyan Zhao & Eugenio Zucchelli, 2021. "Ageing Workforces, Ill‐health and Multi‐state Labour Market Transitions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 199-227, February.
  13. Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2021. "Household portfolio allocation, uncertainty, and risk," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 96-117.
  14. Hussain, Inayat & Durand, Robert B. & Harris, Mark N., 2021. "Relationship lending: A source of support or a means of exploitation?," Global Finance Journal, Elsevier, vol. 48(C).
  15. Alfred Michael Dockery & Mark N. Harris & Nicholas Holyoak & Ranjodh B. Singh, 2021. "A methodology for projecting sparse populations and its application to remote Indigenous communities," Journal of Geographical Systems, Springer, vol. 23(1), pages 37-61, January.
  16. Christopher Phelps & Mark N. Harris & Rachel Ong & Steven Rowley & Gavin A. Wood, 2021. "Within-city dwelling price growth and convergence: trends from Australia’s large cities," International Journal of Housing Policy, Taylor & Francis Journals, vol. 21(1), pages 103-126, January.
  17. Guyonne Kalb & Jordy Meekes, 2021. "Wage Growth Distribution and Changes over Time: 2001–2018," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(1), pages 76-93, March.
  18. Janeen Baxter & Deborah Cobb‐Clark & Alexander Cornish & Tiffany Ho & Guyonne Kalb & Lorraine Mazerolle & Cameron Parsell & Hal Pawson & Karen Thorpe & Lihini De Silva & Stephen R. Zubrick, 2021. "Never Let a Crisis Go to Waste: Opportunities to Reduce Social Disadvantage from COVID‐19," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 343-358, September.
  19. Wolter H. J. Hassink & Guyonne Kalb & Jordy Meekes, 2021. "Regional Coronavirus Hotspots During the COVID-19 Outbreak in the Netherlands," De Economist, Springer, vol. 169(2), pages 127-140, May.
  20. Morteza Moallemi & Daniel Melser & Ashton de Silva & Xiaoyan Chen, 2021. "Examining the spatial and non-spatial linkages between suburban housing markets," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 15(5), pages 1170-1194, September.
  21. Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021. "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  22. Fazal, Rizwan & Rehman, Syed Aziz Ur & Rehman, Atiq Ur & Bhatti, Muhammad Ishaq & Hussain, Anwar, 2021. "Energy-environment-economy causal nexus in Pakistan: A graph theoretic approach," Energy, Elsevier, vol. 214(C).
  23. Rizwan Fazal & Syed Aziz Ur Rehman & Muhammad Ishaq Bhatti & Atiq Ur Rehman & Fariha Arooj & Umar Hayat, 2021. "A Cross-Sectoral Investigation of the Energy–Environment–Economy Causal Nexus in Pakistan: Policy Suggestions for Improved Energy Management," Energies, MDPI, vol. 14(17), pages 1-22, September.
  24. Nafis Alam & Ganesh Sivarajah & Muhammad Ishaq Bhatti, 2021. "Do Deposit Insurance Systems Promote Banking Stability?," IJFS, MDPI, vol. 9(3), pages 1-22, September.
  25. Rekha Pillai & Husam-Aldin N. Al-Malkawi & M. Ishaq Bhatti, 2021. "Assessing Institutional Dynamics of Governance Compliance in Emerging Markets: The GCC Real Estate Sector," JRFM, MDPI, vol. 14(10), pages 1-18, October.
  26. Najam Iqbal & Muhammad Saqib Manzoor & Muhammad Ishaq Bhatti, 2021. "Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19," JRFM, MDPI, vol. 14(7), pages 1-15, July.
  27. Ashfaq Habib & M. Ishaq Bhatti & Muhammad Asif Khan & Zafar Azam, 2021. "Cash Holding and Firm Value in the Presence of Managerial Optimism," JRFM, MDPI, vol. 14(8), pages 1-18, August.
  28. Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021. "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, vol. 9(22), pages 1-15, November.
  29. Bilal Haider Subhani & Umar Farooq & M. Ishaq Bhatti & Muhammad Asif Khan, 2021. "Economic Policy Uncertainty, National Culture, and Corporate Debt Financing," Sustainability, MDPI, vol. 13(20), pages 1-15, October.
  30. Ghulam Ghouse & Aribah Aslam & Muhammad Ishaq Bhatti, 2021. "Role of Islamic Banking during COVID-19 on Political and Financial Events: Application of Impulse Indicator Saturation," Sustainability, MDPI, vol. 13(21), pages 1-17, October.
  31. Nitin Kumar & Arvind Shrivastava & Purnendu Kumar & M. Ishaq Bhatti, 2021. "An Analysis of Trade Credit Behaviour of Indian Firms," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 22(1), pages 132-154, March.
  32. Cain Polidano & Justin Ven & Sarah Voitchovsky, 2021. "Are Broad-Based Vouchers an Effective Way to Support Life-Long Learning? Evidence from an Australian Reform," Research in Higher Education, Springer;Association for Institutional Research, vol. 62(7), pages 998-1038, November.
  33. Victoria Baranov & Lisa Cameron & Diana Contreras Suarez & Claire Thibout, 2021. "Theoretical Underpinnings and Meta-analysis of the Effects of Cash Transfers on Intimate Partner Violence in Low- and Middle-Income Countries," Journal of Development Studies, Taylor & Francis Journals, vol. 57(1), pages 1-25, January.
  34. Diana Contreras Suarez & Pushkar Maitra, 2021. "Health spillover effects of a conditional cash transfer program," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(3), pages 893-928, July.
  35. Cameron, Lisa & Chase, Claire & Contreras Suarez, Diana, 2021. "Relationship between water and sanitation and maternal health: Evidence from Indonesia," World Development, Elsevier, vol. 147(C).
  36. Degui Li & Peter M. Robinson & Han Lin Shang, 2021. "Local Whittle estimation of long‐range dependence for functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 685-695, September.
  37. Butler, Sunil & Kokoszka, Piotr & Miao, Hong & Shang, Han Lin, 2021. "Neural network prediction of crude oil futures using B-splines," Energy Economics, Elsevier, vol. 94(C).
  38. Ufuk Beyaztas & Han Lin Shang, 2021. "A partial least squares approach for function-on-function interaction regression," Computational Statistics, Springer, vol. 36(2), pages 911-939, June.
  39. Han Lin Shang & Yang Yang, 2021. "Forecasting Australian subnational age-specific mortality rates," Journal of Population Research, Springer, vol. 38(1), pages 1-24, March.
  40. Han Lin Shang, 2021. "Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(4), pages 583-604, March.
  41. Han Lin Shang & Kaiying Ji & Ufuk Beyaztas, 2021. "Granger causality of bivariate stationary curve time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 626-635, July.
  42. Yong Kang Cheah & Kim-Leng Goh & Azira Abdul Adzis, 2021. "Sociodemographic determinants of health care expenditure: micro level evidence of a fast-growing developing country," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 48(4), pages 640-656, February.
  43. Wing-Choong Lai & Kim-Leng Goh, 2021. "Dependence Structure Between Renminbi Movements and Volatility of Foreign Exchange Rate Returns," China Report, , vol. 57(1), pages 57-78, February.
  44. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2021. "Forecasting the volatility of asset returns: The informational gains from option prices," International Journal of Forecasting, Elsevier, vol. 37(2), pages 862-880.
  45. Kim, H. Youn & Mclaren, Keith R. & Wong, K. K. Gary, 2021. "Consumer Demand, Consumption, And Asset Pricing: An Integrated Analysis With Intertemporal Two-Stage Budgeting," Macroeconomic Dynamics, Cambridge University Press, vol. 25(2), pages 379-425, March.
  46. Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, vol. 100(C).
  47. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021. "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, vol. 98(C), pages 361-370.
  48. Adham Sayed & Bin Peng, 2021. "Pandemics and income inequality: a historical review," SN Business & Economics, Springer, vol. 1(4), pages 1-17, April.
  49. Peng, Bin & Yu, Junqi & Zhu, Yi, 2021. "A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model," Economics Letters, Elsevier, vol. 201(C).
  50. Jinqi Ye & Ziyan Chen & Bin Peng, 2021. "Is the demographic dividend diminishing in China? Evidence from population aging and economic growth during 1990–2015," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2255-2274, November.

2020

  1. Gao, Jiti & Linton, Oliver & Peng, Bin, 2020. "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, vol. 36(2), pages 223-249, April.
  2. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020. "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.
  3. Jiti Gao & Namhyun Kim & Patrick W. Saart, 2020. "On endogeneity and shape invariance in extended partially linear single index models," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 415-435, April.
  4. Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020. "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, vol. 287(2), pages 653-667.
  5. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020. "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
  6. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
  7. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell, 2020. "Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets," Energy Economics, Elsevier, vol. 86(C).
  8. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong, 2020. "Dynamic volatility spillover effects between oil and agricultural products," International Review of Financial Analysis, Elsevier, vol. 69(C).
  9. Nath, Harmindar B. & Brooks, Robert D., 2020. "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  10. Brendan P. M. McCabe & Christopher L. Skeels, 2020. "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, vol. 8(1), pages 1-36, March.
  11. Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020. "FFORMA: Feature-based forecast model averaging," International Journal of Forecasting, Elsevier, vol. 36(1), pages 86-92.
  12. Sarah Brown & William Greene & Mark Harris, 2020. "A novel approach to latent class modelling: identifying the various types of body mass index individuals," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 983-1004, June.
  13. Sarah Brown & Mark N. Harris & Christopher Spencer, 2020. "Modelling Category Inflation with Multiple Inflation Processes: Estimation, Specification and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1342-1361, December.
  14. Harris, Mark N. & Knott, Rachel J. & Lorgelly, Paula K. & Rice, Nigel, 2020. "Using externally collected vignettes to account for reporting heterogeneity in survey self-assessment," Economics Letters, Elsevier, vol. 194(C).
  15. Duncan, Alan & Harris, Mark N. & Mavisakalyan, Astghik & Nguyen, Toan, 2020. "Migration flows in commodity cycles: Assessing the role of migration policies," European Economic Review, Elsevier, vol. 127(C).
  16. Mark N. Harris & Hervé Le Bihan & Patrick Sevestre, 2020. "Identifying Price Reviews by Firms: An Econometric Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 293-322, March.
  17. Barbara Broadway & Guyonne Kalb & Duncan McVicar & Bill Martin, 2020. "The Impact of Paid Parental Leave on Labor Supply and Employment Outcomes in Australia," Feminist Economics, Taylor & Francis Journals, vol. 26(3), pages 30-65, July.
  18. Ashton de Silva & Mikayla Novak, 2020. "Introduction to the Special Section," Economic Papers, The Economic Society of Australia, vol. 39(2), pages 101-103, June.
  19. Roslyn Russell & Ashton de Silva, 2020. "Introduction to the Special Issue: Financial Capabilities and Well‐being," Economic Papers, The Economic Society of Australia, vol. 39(4), pages 314-317, December.
  20. Saad Azmat & A. S. M. Sohel Azad & M. Ishaq Bhatti & Hamza Ghaffar, 2020. "Islamic Banking, Costly Religiosity, And Competition," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(2), pages 263-303, May.
  21. Parker, Steven & Bhatti, M. Ishaq, 2020. "Dynamics and drivers of per capita CO2 emissions in Asia," Energy Economics, Elsevier, vol. 89(C).
  22. Muhammad Ishaq Bhatti & Jae H. Kim, 2020. "Towards a New Paradigm for Statistical Evidence in the Use of p -Value," Econometrics, MDPI, vol. 9(1), pages 1-3, December.
  23. Faridah Najuna Misman & M. Ishaq Bhatti, 2020. "The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks," JRFM, MDPI, vol. 13(5), pages 1-22, May.
  24. Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.
  25. Hung Quang Do & M. Ishaq Bhatti & Muhammad Shahbaz, 2020. "Is ‘oil and gas’ industry of ASEAN5 countries integrated with the US counterpart?," Applied Economics, Taylor & Francis Journals, vol. 52(37), pages 4112-4134, July.
  26. Mirza Aqeel Baig & Shahida Wizarat & Javed Iqbal, 2020. "How Pakistani Industries Respond to Local and World Business Cycles," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(12), pages 1480-1495.
  27. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020. "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 429-449, September.
  28. Umut Oguzoglu & Cain Polidano & Ha Vu, 2020. "Impacts from Delaying Access to Retirement Benefits on Welfare Receipt and Expenditure: Evidence from a Natural Experiment," The Economic Record, The Economic Society of Australia, vol. 96(312), pages 65-86, March.
  29. Diana Contreras Suarez & Lisa Cameron, 2020. "Conditional Cash Transfers: Do They Result in More Patient Choices and Increased Educational Aspirations?," Economic Development and Cultural Change, University of Chicago Press, vol. 68(3), pages 729-761.
  30. Fearghal Kearney & Han Lin Shang, 2020. "Uncovering predictability in the evolution of the WTI oil futures curve," European Financial Management, European Financial Management Association, vol. 26(1), pages 238-257, January.
  31. Shang Han Lin, 2020. "A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 12(1), pages 1-39, January.
  32. Shang, Han Lin & Haberman, Steven, 2020. "Forecasting age distribution of death counts: an application to annuity pricing," Annals of Actuarial Science, Cambridge University Press, vol. 14(1), pages 150-169, March.
  33. Shang, Han Lin & Haberman, Steven, 2020. "Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality," ASTIN Bulletin, Cambridge University Press, vol. 50(2), pages 357-379, May.
  34. Han Lin Shang & Steven Haberman, 2020. "Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?," Risks, MDPI, vol. 8(3), pages 1-11, July.
  35. Degui Li & Peter M. Robinson & Han Lin Shang, 2020. "Long-Range Dependent Curve Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(530), pages 957-971, April.
  36. Han Lin Shang, 2020. "Dynamic principal component regression for forecasting functional time series in a group structure," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2020(4), pages 307-322, April.
  37. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, vol. 68(C).
  38. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  39. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "More shareholders, higher liquidity? Evidence from an emerging stock market," Emerging Markets Review, Elsevier, vol. 44(C).
  40. Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020. "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 314-330, September.
  41. Dinesh Gajurel & Mardi Dungey & Wenying Yao & Nagaratnam Jeyasreedharan, 2020. "Jump Risk in the US Financial Sector," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 331-349, September.
  42. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
  43. H. Youn Kim & Keith R. McLaren & K. K. Gary Wong, 2020. "Valuation of public goods: an intertemporal mixed demand approach," Empirical Economics, Springer, vol. 59(5), pages 2223-2253, November.
  44. Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
  45. Sayed, Adham & Peng, Bin, 2020. "The income inequality curve in the last 100 years: What happened to the Inverted-U?," Research in Economics, Elsevier, vol. 74(1), pages 63-72.

2019

  1. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019. "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 177(C), pages 47-51.
  2. Chaohua Dong & Jiti Gao, 2019. "Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 125-150, February.
  3. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
  4. Chaohua Dong & Jiti Gao & Bin Peng, 2019. "Estimation in a semiparametric panel data model with nonstationarity," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 961-977, September.
  5. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
  6. Galagedera, Don U.A., 2019. "Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output," European Journal of Operational Research, Elsevier, vol. 273(1), pages 376-389.
  7. Chaiyuth Padungsaksawasdi & Sirimon Treepongkaruna & Robert Brooks, 2019. "Investor Attention and Stock Market Activities: New Evidence from Panel Data," IJFS, MDPI, vol. 7(2), pages 1-19, June.
  8. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan, 2019. "Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 309-320.
  9. Kang, Sang Hoon & Maitra, Debasish & Dash, Saumya Ranjan & Brooks, Robert, 2019. "Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  10. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2019. "Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 804-819, April.
  11. Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
  12. Raghavan, Mala & Athanasopoulos, George, 2019. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, vol. 77(C), pages 187-203.
  13. Kourentzes, Nikolaos & Athanasopoulos, George, 2019. "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
  14. Henry W. Chappell & Mark N. Harris & Rob Roy McGregor & Christopher Spencer, 2019. "Stop‐Go Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 57(3), pages 1698-1717, July.
  15. Francisco Azpitarte & Abraham Chigavazira & Guyonne Kalb & Brad M. Farrant & Francisco Perales & Stephen R. Zubrick, 2019. "Childcare Use and Its Role in Indigenous Child Development: Evidence from the Longitudinal Study of Indigenous Children in Australia," The Economic Record, The Economic Society of Australia, vol. 95(308), pages 1-33, March.
  16. Ashton de Silva & Sveta Angelopoulos & Jonathan Boymal, 2019. "The Distribution of Artistic Human Capital – A Typology Building Approach," Economic Papers, The Economic Society of Australia, vol. 38(2), pages 95-113, June.
  17. Khawaja, Mohsin & Bhatti, M. Ishaq & Ashraf, Dawood, 2019. "Ownership and control in a double decision framework for raising capital," Emerging Markets Review, Elsevier, vol. 41(C).
  18. Shrivastava, Arvind & Chaturvedi, Anoop & Bhatti, M. Ishaq, 2019. "Robust Bayesian analysis of a multivariate dynamic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 528(C).
  19. Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019. "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(4), pages 511-532, April.
  20. Iman Adeinat & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019. "Customer satisfaction with Ijarah financing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 11(2), pages 227-243, May.
  21. Naseem Al Rahahleh & M. Ishaq Bhatti & Faridah Najuna Misman, 2019. "Developments in Risk Management in Islamic Finance: A Review," JRFM, MDPI, vol. 12(1), pages 1-22, February.
  22. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2019. "Key Issues and the Requirements for an Effective Enterprise Decision-Making Using an Ontology-Based GOAL-Framework for Evaluation of the Organizational Goals Achievement," International Journal of Knowledge-Based Organizations (IJKBO), IGI Global, vol. 9(2), pages 21-42, April.
  23. Alireza Zarei & Mohamed Ariff & M. Ishaq Bhatti, 2019. "The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies," The European Journal of Finance, Taylor & Francis Journals, vol. 25(14), pages 1277-1288, September.
  24. Lisa Cameron & Diana Contreras Suarez & Katy Cornwell, 2019. "Understanding the determinants of maternal mortality: An observational study using the Indonesian Population Census," PLOS ONE, Public Library of Science, vol. 14(6), pages 1-18, June.
  25. Lisa Cameron & Diana Contreras Suarez & William Rowell, 2019. "Female Labour Force Participation in Indonesia: Why Has it Stalled?," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, vol. 55(2), pages 157-192, May.
  26. Han Lin Shang, 2019. "Visualizing rate of change: an application to age‐specific fertility rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(1), pages 249-262, January.
  27. Shang, Han Lin, 2019. "Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 619-645, September.
  28. Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin, 2019. "Forecasting of density functions with an application to cross-sectional and intraday returns," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1304-1317.
  29. Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019. "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, vol. 108(C).
  30. Gao, Yuan & Shang, Han Lin & Yang, Yanrong, 2019. "High-dimensional functional time series forecasting: An application to age-specific mortality rates," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 232-243.
  31. Han Lin Shang & Yang Yang & Fearghal Kearney, 2019. "Intraday forecasts of a volatility index: functional time series methods with dynamic updating," Annals of Operations Research, Springer, vol. 282(1), pages 331-354, November.
  32. Francis K. C. Hui & C. You & H. L. Shang & Samuel Müller, 2019. "Semiparametric Regression Using Variational Approximations," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1765-1777, October.
  33. Wing-Choong Lai & Kim-Leng Goh, 2019. "Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-27, March.
  34. Meng-wai Lee & Kim-leng Goh, 2019. "Bond Market Development in Malaysia: Possible Crowding-Out from Persistent Fiscal Deficits?," Economics Bulletin, AccessEcon, vol. 39(3), pages 1798-1807.
  35. Lim, Zhen-Wen & Goh, Kim-Leng, 2019. "Natural gas industry transformation in Peninsular Malaysia: The journey towards a liberalised market," Energy Policy, Elsevier, vol. 128(C), pages 197-211.
  36. Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019. "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, vol. 27(1), pages 34-52.
  37. Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019. "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 20-40.
  38. Hailemariam, Abebe & Smyth, Russell & Zhang, Xibin, 2019. "Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model," Energy Economics, Elsevier, vol. 83(C), pages 40-51.
  39. Guohua Feng & Chuan Wang & Xibin Zhang, 2019. "Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 1-19, February.
  40. Awaworyi Churchill, Sefa & Inekwe, John & Smyth, Russell & Zhang, Xibin, 2019. "R&D intensity and carbon emissions in the G7: 1870–2014," Energy Economics, Elsevier, vol. 80(C), pages 30-37.
  41. Peng, Bin & Shen, Xinyuan & Ye, Jinqi, 2019. "Testing for sphericity in a fixed effects panel data model with time-varying variances," Economics Letters, Elsevier, vol. 181(C), pages 85-89.

2018

  1. Dong, Chaohua & Gao, Jiti, 2018. "Specification Testing Driven By Orthogonal Series For Nonlinear Cointegration With Endogeneity," Econometric Theory, Cambridge University Press, vol. 34(4), pages 754-789, August.
  2. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018. "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, vol. 206(2), pages 359-378.
  3. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2018. "Estimation of technical change and price elasticities: a categorical time–varying coefficient approach," Journal of Productivity Analysis, Springer, vol. 50(3), pages 117-138, December.
  4. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2018. "Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 88-100, January.
  5. Fengping Tian & Jiti Gao & Ke Yang, 2018. "A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries," Health Economics, John Wiley & Sons, Ltd., vol. 27(12), pages 1921-1944, December.
  6. Galagedera, Don U.A. & Roshdi, Israfil & Fukuyama, Hirofumi & Zhu, Joe, 2018. "A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds," Omega, Elsevier, vol. 77(C), pages 168-179.
  7. Don U.A. Galagedera, 2018. "Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal," Applied Economics, Taylor & Francis Journals, vol. 50(22), pages 2439-2458, May.
  8. Joshua Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Invariant Inference and Efficient Computation in the Static Factor Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 819-828, April.
  9. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Wei Chi & Hung Xuan Do, 2018. "Volatility spillover between the US, Chinese and Australian stock markets," Australian Journal of Management, Australian School of Business, vol. 43(2), pages 263-285, May.
  10. Meng‐Horng Lee & Chee‐Wooi Hooy & Robert Brooks, 2018. "Decomposition of systematic and total risk variations in emerging markets," International Finance, Wiley Blackwell, vol. 21(2), pages 158-174, June.
  11. Christopher L. Skeels, 2018. "Introduction to the Theory of Econometrics," The Economic Record, The Economic Society of Australia, vol. 94(305), pages 209-211, June.
  12. Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
  13. Wang, Jue & Athanasopoulos, George & Hyndman, Rob J. & Wang, Shouyang, 2018. "Crude oil price forecasting based on internet concern using an extreme learning machine," International Journal of Forecasting, Elsevier, vol. 34(4), pages 665-677.
  14. Ian W. Li & Mark Harris & Peter J. Sloane, 2018. "Vertical, Horizontal and Residual Skills Mismatch in the Australian Graduate Labour Market," The Economic Record, The Economic Society of Australia, vol. 94(306), pages 301-315, September.
  15. Sarah Brown & Mark N. Harris & Preety Srivastava & Xiaohui Zhang, 2018. "Modelling illegal drug participation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 133-154, January.
  16. William Greene & Mark N. Harris & Preety Srivastava & Xueyan Zhao, 2018. "Misreporting and econometric modelling of zeros in survey data on social bads: An application to cannabis consumption," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 372-389, February.
  17. Guyonne Kalb, 2018. "Paid Parental Leave and Female Labour Supply: AÂ Review," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 80-100, March.
  18. Terence C. Cheng & Guyonne Kalb & Anthony Scott, 2018. "Public, private or both? Analyzing factors influencing the labour supply of medical specialists," Canadian Journal of Economics, Canadian Economics Association, vol. 51(2), pages 660-692, May.
  19. Guyonne Kalb & Daniel Kuehnle & Anthony Scott & Terence Chai Cheng & Sung‐Hee Jeon, 2018. "What factors affect physicians' labour supply: Comparing structural discrete choice and reduced‐form approaches," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 101-119, February.
  20. Sinclair Davidson & Ashton de Silva, 2018. "Did Recent Tobacco Reforms Change the Cigarette Market?," Economic Papers, The Economic Society of Australia, vol. 37(1), pages 55-74, March.
  21. Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J., 2018. "Skill or effort? Institutional ownership and managerial efficiency," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 19-33.
  22. Mohamed Ariff & Alireza Zarei & Ishaq Bhatti, 2018. "Test on yields of equivalently-rated bonds," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 11(1), pages 59-78, February.
  23. Asim Ehsan Wahla & Hamid Hasan & M. Ishaq Bhatti, 2018. "Measures of customers’ perception of carIjarahfinancing," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 9(1), pages 2-16, January.
  24. Sara Azher & Javed Iqbal, 2018. "Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 259-281, August.
  25. Kim-Leng Goh & Nai-peng Tey, 2018. "Nai-peng Tey ; Faculty of Economics and Administration, University of Malaya Title : Personal income in Malaysia: distribution and differentials," Economics Bulletin, AccessEcon, vol. 38(2), pages 973-982.
  26. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018. "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 161-181.
  27. Junsheng Ha & Pei-Pei Tan & Kim-Leng Goh, 2018. "Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-21, May.
  28. Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018. "High-frequency Characterisation of Indian Banking Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
  29. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018. "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, vol. 57(C), pages 36-52.

2017

  1. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2017. "High dimensional correlation matrices: the central limit theorem and its applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 677-693, June.
  2. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
  3. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
  4. Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017. "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, vol. 200(1), pages 104-117.
  5. Biqing Cai & Jiti Gao & Dag Tjøstheim, 2017. "A New Class of Bivariate Threshold Cointegration Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 288-305, April.
  6. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017. "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, vol. 66(C), pages 399-410.
  7. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  8. Mohammad Abdul Munim Joarder & Mark Harris & Alfred M. Dockery, 2017. "Remittances and Happiness of Migrants and Their Home Households: Evidence Using Matched Samples," Journal of Development Studies, Taylor & Francis Journals, vol. 53(3), pages 422-443, March.
  9. Guyonne Kalb, 2017. "Australian Children Growing Up with Opportunity," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(3), pages 329-337, July.
  10. Barbara Broadway & Guyonne Kalb & Daniel Kuehnle & Miriam Maeder, 2017. "Paid Parental Leave and Child Health in Australia," The Economic Record, The Economic Society of Australia, vol. 93(301), pages 214-237, June.
  11. Barbara Broadway & Guyonne Kalb & Jinhu Li & Anthony Scott, 2017. "Do Financial Incentives Influence GPs' Decisions to Do After‐hours Work? A Discrete Choice Labour Supply Model," Health Economics, John Wiley & Sons, Ltd., vol. 26(12), pages 52-66, December.
  12. M. Ishaq Bhatti & Hayat Muhammad Awan & Ahmed Nabeel Siddiquei, 2017. "IMPACT OF CORPORATE IAMGE ON THE USE OF BANK SERVICE: A CASE OF CONVENTIONAL vs. ISLAMIC BANKS MARKETING," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(19), pages 1-2.
  13. Al Rahahleh, Naseem & Bhatti, M. Ishaq, 2017. "Co-movement measure of information transmission on international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 119-131.
  14. Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman, 2017. "Tail dependence and information flow: Evidence from international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 319-329.
  15. Nguyen, Cuong & Ishaq Bhatti, M. & Henry, Darren, 2017. "Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 480(C), pages 10-21.
  16. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2017. "Record linkage in organisations: a review and directions for future research," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 2(4), pages 325-351.
  17. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2017. "GOAL-Toolkit Based Ontology for Information Entrepreneurs to Evaluate the Goals Achievement: A Research Plan," International Journal of Business Analytics (IJBAN), IGI Global, vol. 4(3), pages 35-53, July.
  18. Iqbal, Javed, 2017. "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 1-17.
  19. Zohaib Aziz & Javed Iqbal, 2017. "Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(2), pages 89-116, July-Dec.
  20. Cain Polidano & Chris Ryan, 2017. "What Happens to Students with Low Reading Proficiency at 15? Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 600-614, December.
  21. Brett Inder & Carolyn Kabore & Sharna Nolan & Katy Cornwell & Diana Contreras Suarez & Anne Crawford & Joseph K. Kamara, 2017. "Livelihoods andChild Welfare among Poor Rural Farmers in East Africa," African Development Review, African Development Bank, vol. 29(2), pages 169-183, June.
  22. Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017. "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, vol. 85(2), pages 228-249, August.
  23. Gregory Rice & Han Lin Shang, 2017. "A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 591-609, July.
  24. Shang, Han Lin, 2017. "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, vol. 1(C), pages 184-200.
  25. Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
  26. Yuan Gao & Han Lin Shang, 2017. "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, vol. 5(2), pages 1-18, March.
  27. Han Lin Shang, 2017. "Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 36(1), pages 55-84, February.
  28. Han Lin Shang, 2017. "Forecasting intraday S&P 500 index returns: A functional time series approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 741-755, November.
  29. Preety Srivastava & Gang Chen & Anthony Harris, 2017. "Oral Health, Dental Insurance and Dental Service use in Australia," Health Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 35-53, January.
  30. Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017. "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 1-19.
  31. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
  32. D. S. Poskitt & Wenying Yao, 2017. "Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 407-419, July.
  33. Snyder, Ralph D. & Ord, J. Keith & Koehler, Anne B. & McLaren, Keith R. & Beaumont, Adrian N., 2017. "Forecasting compositional time series: A state space approach," International Journal of Forecasting, Elsevier, vol. 33(2), pages 502-512.
  34. Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017. "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, vol. 67(C), pages 255-267.
  35. Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017. "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, vol. 67(C), pages 346-354.

2016

  1. Gao, Jiti & Robinson, Peter M., 2016. "Inference On Nonstationary Time Series With Moving Mean," Econometric Theory, Cambridge University Press, vol. 32(2), pages 431-457, April.
  2. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
  3. Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016. "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, vol. 61(C), pages 62-77.
  4. Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016. "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1638-1665, December.
  5. Eric Eisenstat & Rodney W. Strachan, 2016. "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 805-820, August.
  6. Anke D. Leroux & Vance L. Martin, 2016. "Hedging Supply Risks: An Optimal Water Portfolio," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(1), pages 276-296.
  7. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016. "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 167-185.
  8. Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016. "Concurrent momentum and contrarian strategies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
  9. Cathy Sheehan & Helen De Cieri & Brian K Cooper & Robert Brooks, 2016. "The impact of HR political skill in the HRM and organisational performance relationship," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 161-181, February.
  10. Wei Chi & Robert Brooks & Emawtee Bissoondoyal-Bheenick & Xueli Tang, 2016. "Classifying Chinese bull and bear markets: indices and individual stocks," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(4), pages 509-531, October.
  11. Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & Brooks, Robert, 2016. "Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 1-28.
  12. Skeels, Christopher L., 2016. "The Et Interview: Adrian Pagan," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1055-1094, October.
  13. Hyclak, Thomas J. & Skeels, Christopher L. & Taylor, Larry W., 2016. "The cardiovascular revolution and economic performance in the OECD countries," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 114-125.
  14. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016. "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 347-373, February.
  15. George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
  16. Bernard Bollen & Philip Gharghori, 2016. "How is β related to asset returns?," Applied Economics, Taylor & Francis Journals, vol. 48(21), pages 1925-1935, May.
  17. Hussain, Inayat & Durand, Robert B. & Harris, Mark N., 2016. "Default resolution and access to fresh credit in an emerging market," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 256-274.
  18. Nicolas Hérault & Guyonne Kalb, 2016. "Intergenerational correlation of labor market outcomes," Review of Economics of the Household, Springer, vol. 14(1), pages 231-249, March.
  19. Ashton de Silva & Sarah Sinclair & Sveta Angelopoulos, 2016. "Retirees, Creatives and Housing Market Complexity: Challenges for Policy-Makers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(3), pages 340-351, September.
  20. Bin Liu & Amalia Di Iorio & Ashton De Silva, 2016. "Equity fund performance," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(3), pages 359-376, August.
  21. Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016. "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, vol. 58(C), pages 283-292.
  22. Azher, Sara & Iqbal, Javed, 2016. "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, vol. 43(C), pages 37-48.
  23. Polidano, Cain & Tabasso, Domenico, 2016. "Fully integrating upper-secondary vocational and academic courses: A flexible new way?," Economics of Education Review, Elsevier, vol. 55(C), pages 117-131.
  24. Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz, 2016. "A multilevel functional data method for forecasting population, with an application to the United Kingdom," International Journal of Forecasting, Elsevier, vol. 32(3), pages 629-649.
  25. Shang, Han Lin, 2016. "A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 95-104.
  26. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
  27. Stan Shun-Pinn Lee & Kim-Leng Goh, 2016. "Regional and International Linkages of the ASEAN-5 Stock Markets: A Multivariate Garch Approach," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(1), pages 49-71.
  28. Ou Yang & Xueyan Zhao & Preety Srivastava, 2016. "Binge Drinking and Antisocial and Unlawful Behaviours in Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 222-240, June.
  29. Vahabi, Mehrdad & Hassani-Mahmooei, Behrooz, 2016. "The role of identity and authority from anarchy to order: Insights from modeling the trajectory of dueling in Europe," Economic Modelling, Elsevier, vol. 55(C), pages 57-72.
  30. Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016. "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, vol. 4(2), pages 1-15, June.
  31. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, vol. 4(4), pages 1-24, November.

2015

  1. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  2. Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015. "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 188(1), pages 301-312.
  3. Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W., 2015. "A misspecification test for multiplicative error models of non-negative time series processes," Journal of Econometrics, Elsevier, vol. 189(2), pages 346-359.
  4. Patrick W. Saart & Jiti Gao & David E. Allen, 2015. "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 849-881, December.
  5. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015. "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 117-136, February.
  6. Martin, G., 2015. "A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy," Agricultural Systems, Elsevier, vol. 132(C), pages 52-61.
  7. Don U. A. Galagedera & John Watson, 2015. "Benchmarking superannuation funds based on relative performance," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2959-2973, June.
  8. Pei Pei Tan & Don U.A. Galagedera, 2015. "Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective," Global Economic Review, Taylor & Francis Journals, vol. 44(1), pages 74-100, March.
  9. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon, 2015. "Do asset backed securities ratings matter on average?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 32-43.
  10. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon, 2015. "Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis," Global Finance Journal, Elsevier, vol. 28(C), pages 24-37.
  11. Geerling, Wayne & Magee, Gary B. & Brooks, Robert, 2015. "Cooperation, defection and resistance in Nazi Germany," Explorations in Economic History, Elsevier, vol. 58(C), pages 125-139.
  12. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert, 2015. "The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 37-55.
  13. Trung Minh Dang & Ross Booth & Robert Brooks & Adi Schnytzer, 2015. "Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League," The Economic Record, The Economic Society of Australia, vol. 91(295), pages 523-535, December.
  14. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015. "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(5-6), pages 777-799, June.
  15. Nath, Harmindar B. & Brooks, Robert D., 2015. "Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 94-111.
  16. Christopher L. Skeels & Larry W. Taylor, 2015. "Prediction in linear index models with endogenous regressors," Stata Journal, StataCorp LP, vol. 15(3), pages 627-644, September.
  17. Bernard Bollen, 2015. "What should the value of lambda be in the exponentially weighted moving average volatility model?," Applied Economics, Taylor & Francis Journals, vol. 47(8), pages 853-860, February.
  18. Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei, 2015. "The Global Financial Crisis and Its Impact on Australian Bank Risk," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 89-111, March.
  19. Sarah Brown & Mark N. Harris & Jake Prendergast & Preety Srivastava, 2015. "Pharmaceutical drug misuse: are industry of employment and occupation risk factors?," Industrial Relations Journal, Wiley Blackwell, vol. 46(5-6), pages 398-417, November.
  20. Sarah Brown & Alan Duncan & Mark N. Harris & Jennifer Roberts & Karl Taylor, 2015. "A Zero-Inflated Regression Model for Grouped Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 822-831, December.
  21. Brown, Sarah & Greene, William H. & Harris, Mark N. & Taylor, Karl, 2015. "An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations," Economic Modelling, Elsevier, vol. 50(C), pages 228-236.
  22. William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015. "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, MIT Press, vol. 1(4), pages 461-493, Fall.
  23. Nicolas Hérault & Guyonne Kalb & Rezida Zakirova, 2015. "A Study into the Persistence of Living in a Jobless Household," The Economic Record, The Economic Society of Australia, vol. 91(293), pages 209-232, June.
  24. Trinh Le & Guyonne Kalb & Felix Leung, 2015. "Outcomes for teenage mothers in the first years after birth," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 18(3), pages 255-279.
  25. Magee, Gary & Ishaq Bhatti, M. & Li, Alice Shuaishuai, 2015. "The economic modeling of migration and consumption patterns in the English-speaking world," Economic Modelling, Elsevier, vol. 50(C), pages 322-330.
  26. Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
  27. Cain Polidano & Ha Vu, 2015. "Differential Labour Market Impacts from Disability Onset," Health Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 302-317, March.
  28. Cain Polidano & Domenico Tabasso & Yi-Ping Tseng, 2015. "A second chance at education for early school leavers," Education Economics, Taylor & Francis Journals, vol. 23(3), pages 358-375, June.
  29. Jha Nikhil & Polidano Cain, 2015. "Long-Run Effects of Catholic Schooling on Wages," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(4), pages 2017-2045, October.
  30. Han Lin Shang, 2015. "Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy," Population Studies, Taylor & Francis Journals, vol. 69(3), pages 317-335, November.
  31. Joanne Yen-Ei Kek & Kim-Leng Goh, 2015. "Informational Content of Yield Spread: Predicting Economic Growth of Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 23(1&2), pages 84-95.
  32. Preety Srivastava & Keith R. McLaren & Michael Wohlgenant & Xueyan Zhao, 2015. "Disaggregated econometric estimation of consumer demand response by alcoholic beverage types," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 59(3), pages 412-432, July.
  33. Simon Angus & Behrooz Hassani-Mahmooei, 2015. ""Anarchy" Reigns: A Quantitative Analysis of Agent-Based Modelling Publication Practices in JASSS, 2001-2012," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 18(4), pages 1-16.
  34. Ju-Sung Lee & Tatiana Filatova & Arika Ligmann-Zielinska & Behrooz Hassani-Mahmooei & Forrest Stonedahl & Iris Lorscheid & Alexey Voinov & J. Gareth Polhill & Zhanli Sun & Dawn C. Parker, 2015. "The Complexities of Agent-Based Modeling Output Analysis," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 18(4), pages 1-4.
  35. Cooper, Russel J. & McLaren, Keith R. & Rehman, Fahd & Szewczyk, Wojciech A., 2015. "Economic welfare evaluation in an era of rapid technological change," Economics Letters, Elsevier, vol. 131(C), pages 38-40.
  36. Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015. "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 394-412, March.
  37. Zhang, Rong & Inder, Brett A. & Zhang, Xibin, 2015. "Bayesian estimation of a discrete response model with double rules of sample selection," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 81-96.
  38. Li, Han & O’Hare, Colin & Zhang, Xibin, 2015. "A semiparametric panel approach to mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 264-270.
  39. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
  40. Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015. "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 123-130.
  41. Tuck Cheong Tang & Pei Pei Tan, 2015. "Real Interest Rate and House Prices in Malaysia: An Empirical Stud," Economics Bulletin, AccessEcon, vol. 35(1), pages 270-275.

2014

  1. Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014. "Semiparametric methods in nonlinear time series analysis: a selective review," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
  2. Guangming Pan & Jiti Gao & Yanrong Yang, 2014. "Testing Independence Among a Large Number of High-Dimensional Random Vectors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 600-612, June.
  3. Galagedera, Don U.A., 2014. "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 400-416.
  4. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
  5. Martin Vance L. & Sarkar Saikat & Kanto Antti Jaakko, 2014. "Modelling nonlinearities in equity returns: the mean impact curve analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 51-72, February.
  6. Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014. "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 491-516, November.
  7. Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
  8. Sutsarun Lumiajiak & Sirimon Treepongkaruna & Marvin Wee & Robert Brooks, 2014. "Thai Financial Markets and Political Change," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-26, July.
  9. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014. "How does trading volume affect financial return distributions?," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 190-206.
  10. Brooks, Robert & Harris, Edwyna, 2014. "Price leadership and information transmission in Australian water allocation markets," Agricultural Water Management, Elsevier, vol. 145(C), pages 83-91.
  11. Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014. "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 150-166.
  12. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014. "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 5-20.
  13. Farha Ghapar & Robert Brooks & Russell Smyth, 2014. "The impact of patenting activity on the financial performance of Malaysian firms," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(3), pages 445-463, July.
  14. George Woodward & Robert Brooks, 2014. "A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence," International Journal of Risk and Contingency Management (IJRCM), IGI Global, vol. 3(1), pages 40-75, January.
  15. Skeels, Christopher L. & Taylor, Larry W., 2014. "Prediction after IV estimation," Economics Letters, Elsevier, vol. 122(3), pages 420-422.
  16. Ma. Rebecca Valenzuela & Hooi Hooi Lean & George Athanasopoulos, 2014. "Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 49-62, March.
  17. Rob J. Hyndman & George Athanasopoulos, 2014. "Optimally Reconciling Forecasts in a Hierarchy," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 35, pages 42-48, Fall.
  18. Athanasopoulos, George & Deng, Minfeng & Li, Gang & Song, Haiyan, 2014. "Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach," Tourism Management, Elsevier, vol. 45(C), pages 159-170.
  19. William Greene & Mark N. Harris & Bruce Hollingsworth & Timothy A. Weterings, 2014. "Heterogeneity In Ordered Choice Models: A Review With Applications To Self-Assessed Health," Journal of Economic Surveys, Wiley Blackwell, vol. 28(1), pages 109-133, February.
  20. Greene, William & Harris, Mark N. & Hollingsworth, Bruce & Maitra, Pushkar, 2014. "A latent class model for obesity," Economics Letters, Elsevier, vol. 123(1), pages 1-5.
  21. Brown, Sarah & Durand, Robert B. & Harris, Mark N. & Weterings, Tim, 2014. "Modelling financial satisfaction across life stages: A latent class approach," Journal of Economic Psychology, Elsevier, vol. 45(C), pages 117-127.
  22. Brenda Gannon & David Harris & Mark Harris, 2014. "Threshold Effects In Nonlinear Models With An Application To The Social Capital‐Retirement‐Health Relationship," Health Economics, John Wiley & Sons, Ltd., vol. 23(9), pages 1072-1083, September.
  23. Guyonne Kalb & Trinh Le & Boyd Hunter & Felix Leung, 2014. "Identifying Important Factors for Closing the Gap in Labour Force Status between Indigenous and Non-Indigenous Australians," The Economic Record, The Economic Society of Australia, vol. 90(291), pages 536-550, December.
  24. Kalb, Guyonne & van Ours, Jan C., 2014. "Reading to young children: A head-start in life?," Economics of Education Review, Elsevier, vol. 40(C), pages 1-24.
  25. Hanel, Barbara & Kalb, Guyonne & Scott, Anthony, 2014. "Nurses’ labour supply elasticities: The importance of accounting for extensive margins," Journal of Health Economics, Elsevier, vol. 33(C), pages 94-112.
  26. Boyd Hunter & Guyonne Kalb & Trinh le, 2014. "Do Age and Experience Always Go Together? The Example of Indigenous Employment," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 17(2), pages 67-85.
  27. Sinclair Davidson & Ashton de Silva, 2014. "The Plain Truth about Plain Packaging: An Econometric Analysis of the Australian 2011 Tobacco Plain Packaging Act," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 21(1), pages 27-44.
  28. Al-Malkawi, Husam-Aldin N. & Pillai, Rekha & Bhatti, M.I., 2014. "Corporate governance practices in emerging markets: The case of GCC countries," Economic Modelling, Elsevier, vol. 38(C), pages 133-141.
  29. Al-Malkawi, Husam-Aldin Nizar & Bhatti, M. Ishaq & Magableh, Sohail I., 2014. "On the dividend smoothing, signaling and the global financial crisis," Economic Modelling, Elsevier, vol. 42(C), pages 159-165.
  30. Basov, Suren & Bhatti, M. Ishaq, 2014. "On Sharia’a-compliance, positive assortative matching, and return to investment banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 191-195.
  31. Cuong Nguyen & M. Bhatti & Aziz Hayat, 2014. "Volatility linkages in the spot and futures market in Australia: a copula approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2589-2603, September.
  32. M. Ishaq Bhatti & H. Awan & Z. Razaq, 2014. "The key performance indicators (KPIs) and their impact on overall organizational performance," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3127-3143, November.
  33. Javed Iqbal & Sara Azher, 2014. "Value-at-Risk and Expected Stock Returns: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 19(2), pages 71-100, July-Dec.
  34. Polidano, Cain & Tabasso, Domenico, 2014. "Making it real: The benefits of workplace learning in upper-secondary vocational education and training courses," Economics of Education Review, Elsevier, vol. 42(C), pages 130-146.
  35. Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
  36. Han Shang, 2014. "A survey of functional principal component analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 121-142, April.
  37. Han Shang, 2014. "Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density," Computational Statistics, Springer, vol. 29(3), pages 829-848, June.
  38. Han Lin Shang, 2014. "Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 599-615, September.
  39. Feng, Guohua & Zhang, Xiaohui, 2014. "Returns to scale at large banks in the US: A random coefficient stochastic frontier approach," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 135-145.
  40. William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2014. "Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes," Journal of Productivity Analysis, Springer, vol. 42(1), pages 67-84, August.
  41. Liu, Shen & Maharaj, Elizabeth Ann & Inder, Brett, 2014. "Polarization of forecast densities: A new approach to time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 345-361.

2013

  1. Dong, Chaohua & Gao, Jiti, 2013. "Solving replication problems in a complete market by orthogonal series expansion," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 306-317.
  2. Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2013. "Estimation in threshold autoregressive models with a stationary and a unit root regime," Journal of Econometrics, Elsevier, vol. 172(1), pages 1-13.
  3. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
  4. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  5. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  6. Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
  7. Galagedera, Don U.A., 2013. "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 333-357.
  8. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
  9. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
  10. Cardak, Buly A. & Johnston, David W. & Martin, Vance L., 2013. "Intergenerational earnings mobility: A new decomposition of investment and endowment effects," Labour Economics, Elsevier, vol. 24(C), pages 39-47.
  11. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013. "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 677-685, February.
  12. Mohan NANDHA & Robert BROOKS & Robert FAFF, 2013. "Oil, Oil Volatility and Airline Stocks: A Global Analysis," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 302-318, June.
  13. Chris Judde & Ross Booth & Robert Brooks, 2013. "Second Place Is First of the Losers," Journal of Sports Economics, , vol. 14(4), pages 411-439, August.
  14. Simon MOORHEAD & Robert BROOKS, 2013. "The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 280-301, June.
  15. Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon, 2013. "Generalized impulse response analysis in a fractionally integrated vector autoregressive model," Economics Letters, Elsevier, vol. 118(3), pages 462-465.
  16. Poskitt, D. S. & Skeels, C. L., 2013. "Inference in the Presence of Weak Instruments: A Selected Survey," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(1), pages 1-99, August.
  17. Valadkhani, Abbas & Bollen, Bernard, 2013. "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, vol. 120(3), pages 491-494.
  18. Liu, Shen & Maharaj, Elizabeth Ann, 2013. "A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 32-49.
  19. Scott, Anthony & Witt, Julia & Humphreys, John & Joyce, Catherine & Kalb, Guyonne & Jeon, Sung-Hee & McGrail, Matthew, 2013. "Getting doctors into the bush: General Practitioners' preferences for rural location," Social Science & Medicine, Elsevier, vol. 96(C), pages 33-44.
  20. Sinclair Davidson & Ashton de Silva, 2013. "Stimulating Savings: An Analysis of Cash Handouts in Australia and the United States," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 20(2), pages 39-60.
  21. Basov Suren & Bhatti M. Ishaq, 2013. "Optimal Contracting Model in a Social Environment and Trust-Related Psychological Costs," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 13(1), pages 1-14, April.
  22. Hayat, Aziz & Bhatti, M. Ishaq, 2013. "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, vol. 33(C), pages 676-688.
  23. Cain Polidano & Barbara Hanel & Hielke Buddelmeyer, 2013. "Explaining the socio-economic status school completion gap," Education Economics, Taylor & Francis Journals, vol. 21(3), pages 230-247, July.
  24. Cain Polidano, 2013. "Impacts of Demand-Driven Reforms on Access to Vocational Education and Training for People with Disability," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(3), pages 369-378, September.
  25. Van Hoa, Tran & Limskul, Kitti, 2013. "Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis," Economic Modelling, Elsevier, vol. 33(C), pages 651-658.
  26. Tran Van , Hoa, 2013. "Finance and Performance of Foreign Investment Enterprises in Developing Countries: The Case of Vietnam," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(2), pages 47-66, April.
  27. Shang, Han Lin, 2013. "Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 185-198.
  28. Han Lin Shang, 2013. "Functional time series approach for forecasting very short-term electricity demand," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
  29. Han Lin Shang, 2013. "The BUGS book: a practical introduction to Bayesian analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(12), pages 2774-2775, December.
  30. Xiaohui Zhang & Katharina Hauck & Xueyan Zhao, 2013. "Patient Safety In Hospitals – A Bayesian Analysis Of Unobservable Hospital And Specialty Level Risk Factors," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1158-1174, September.
  31. Hassani-Mahmooei, Behrooz & Parris, Brett W., 2013. "Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach," Economic Modelling, Elsevier, vol. 30(C), pages 183-192.
  32. H. Kim & Keith McLaren & K. Wong, 2013. "Empirical demand systems incorporating intertemporal consumption dynamics," Empirical Economics, Springer, vol. 45(1), pages 349-370, August.
  33. Md Atikur Rahman Khan & D. S. Poskitt, 2013. "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 141-155, March.

2012

  1. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1144-1163, October.
  2. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  3. Jiti Gao, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 459-463, September.
  4. Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012. "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, vol. 171(2), pages 217-236.
  5. Gael Martin, 2012. "A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman)," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 11-15, October.
  6. Galagedera, Don U.A., 2012. "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 834-854.
  7. Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012. "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, vol. 24(4), pages 254-265.
  8. Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
  9. Tan, Pei P. & Galagedera, Don U.A. & Maharaj, Elizabeth A., 2012. "A wavelet based investigation of long memory in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(7), pages 2330-2341.
  10. Nurjannah & Don U.A. Galagedera & Robert Brooks, 2012. "Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(3), pages 271-300, December.
  11. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
  12. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
  13. Sirimon Treepongkaruna & Robert Brooks & Stephen Gray, 2012. "Do trading hours affect volatility links in the foreign exchange market?," Australian Journal of Management, Australian School of Business, vol. 37(1), pages 7-27, April.
  14. Brooks, Robert & Harris, Mark N. & Spencer, Christopher, 2012. "Inflated ordered outcomes," Economics Letters, Elsevier, vol. 117(3), pages 683-686.
  15. Mun, Melissa & Brooks, Robert, 2012. "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, vol. 13(1), pages 1-7.
  16. Nath, H. (Mindi) B. & Kim, Jae H. & Brooks, Robert D., 2012. "Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 10-22.
  17. Mala Raghavan & Paramsothy Silvapulle & George Athanasopoulos, 2012. "Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods," Applied Economics, Taylor & Francis Journals, vol. 44(29), pages 3841-3856, October.
  18. George Athanasopoulos & D. Poskitt & Farshid Vahid, 2012. "Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 60-83.
  19. Mark N. Harris & László Kónya & László Mátyás, 2012. "Some Stylized Facts about International Trade Flows," Review of International Economics, Wiley Blackwell, vol. 20(4), pages 781-792, September.
  20. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2012. "Modelling charitable donations to an unexpected natural disaster: Evidence from the U.S. Panel Study of Income Dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 97-110.
  21. Weiping Kostenko & Mark Harris & Xueyan Zhao, 2012. "Occupational transition and country-of-origin effects in the early stage occupational assimilation of immigrants: some evidence from Australia," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4019-4035, November.
  22. In, Francis & Cui, Jin & Maharaj, Elizabeth Ann, 2012. "The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1106-1125.
  23. Hielke Buddelmeyer & Nicolas Hérault & Guyonne Kalb & Mark van Zijll de Jong, 2012. "Linking a Microsimulation Model to a Dynamic CGE Model: Climate Change Mitigation Policies and Income Distribution in Australia," International Journal of Microsimulation, International Microsimulation Association, vol. 5(2), pages 40-58.
  24. Terence Chai Cheng & Anthony Scott & Sung‐Hee Jeon & Guyonne Kalb & John Humphreys & Catherine Joyce, 2012. "What Factors Influence The Earnings Of General Practitioners And Medical Specialists? Evidence From The Medicine In Australia: Balancing Employment And Life Survey," Health Economics, John Wiley & Sons, Ltd., vol. 21(11), pages 1300-1317, November.
  25. Sarah Sinclair & Jonathan Boymal & Ashton De Silva, 2012. "A Re‐Appraisal of the Fertility Response to the Australian Baby Bonus," The Economic Record, The Economic Society of Australia, vol. 88(s1), pages 78-87, June.
  26. Feeny, Simon & de Silva, Ashton, 2012. "Measuring absorptive capacity constraints to foreign aid," Economic Modelling, Elsevier, vol. 29(3), pages 725-733.
  27. Bhatti, M. Ishaq & Nguyen, Cuong C., 2012. "Diversification evidence from international equity markets using extreme values and stochastic copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 622-646.
  28. Nguyen, Cuong C. & Bhatti, M. Ishaq, 2012. "Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 758-773.
  29. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012. "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 140-158, February.
  30. M. Ishaq Bhatti, 2012. "Human Capital Need in Islamic Finance Education: A Case of Australia," International Journal of Learning and Development, Macrothink Institute, vol. 2(6), pages 146-173, December.
  31. Javed Iqbal, 2012. "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(1), pages 61-91, April.
  32. David Black & Cain Polidano & Yi-Ping Tseng, 2012. "The Re-engagement in Education of Early School Leavers," Economic Papers, The Economic Society of Australia, vol. 31(2), pages 202-215, June.
  33. Tran Van Hoa, 2012. "ASEAN-India Economic, Trade and Integration Relations: Modelling the Challenges and Opportunities," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 121-135, January.
  34. Han Lin Shang, 2012. "Graphics for statistics and data analysis with R," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(8), pages 1843-1844, August.
  35. Feng, Guohua & Zhang, Xiaohui, 2012. "Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1883-1895.
  36. Wong, Chan-Yuan & Goh, Kim-Leng, 2012. "The sustainability of functionality development of science and technology: Papers and patents of emerging economies," Journal of Informetrics, Elsevier, vol. 6(1), pages 55-65.
  37. Chan-Yuan Wong & Kim-Leng Goh, 2012. "The pathway of development: science and technology of NIEs and selected Asian emerging economies," Scientometrics, Springer;Akadémiai Kiadó, vol. 92(3), pages 523-548, September.
  38. Foong Swee Sim & Goh Kim Leng, 2012. "Determinants of Sectoral Cost of Equity for an Emerging Market: The Case of Malaysian Firms," Capital Markets Review, Malaysian Finance Association, vol. 20(1&2), pages 21-41.
  39. Hassani-Mahmooei, Behrooz & Parris, Brett W., 2012. "Climate change and internal migration patterns in Bangladesh: an agent-based model," Environment and Development Economics, Cambridge University Press, vol. 17(6), pages 763-780, December.
  40. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012. "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
  41. Taya Dumrongrittikul, 2012. "Real Exchange Rate Movements in Developed and Developing Economies: A Reinterpretation of the Balassa-Samuelson Hypothesis," The Economic Record, The Economic Society of Australia, vol. 88(283), pages 537-553, December.

2011

  1. Gao, Jiti & Wang, Qiying & Yin, Jiying, 2011. "Specification Testing In Nonlinear Time Series With Long-Range Dependence," Econometric Theory, Cambridge University Press, vol. 27(2), pages 260-284, April.
  2. Xi Chen, Song & Gao, Jiti, 2011. "Simultaneous Specification Testing Of Mean And Variance Structures In Nonlinear Time Series Regression," Econometric Theory, Cambridge University Press, vol. 27(4), pages 792-843, August.
  3. Degui Li & Jia Chen & Jiti Gao, 2011. "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 387-408, October.
  4. Brendan P. M. McCabe & Gael M. Martin & David Harris, 2011. "Efficient probabilistic forecasts for counts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(2), pages 253-272, March.
  5. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011. "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
  6. William Dimovski & Simmala Philavanh & Robert Brooks, 2011. "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 409-426, November.
  7. Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param, 2011. "Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 49-74, February.
  8. Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen, 2011. "Asset market linkages: Evidence from financial, commodity and real estate assets," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1415-1426, June.
  9. Haifeng Guo & Robert Brooks & Hung-Gay Fung, 2011. "Underpricing of Chinese Initial Public Offerings," Chinese Economy, Taylor & Francis Journals, vol. 44(5), pages 72-85, September.
  10. Kian‐Ping Lim & Robert Brooks, 2011. "The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 69-108, February.
  11. Tristan Masters & Roslyn Russell & Robert Brooks, 2011. "The demand for creative arts in regional Victoria, Australia," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 619-629.
  12. David Harris & Christopher L. Skeels, 2011. "Mostly Harmless Econometrics: An Empiricist’s Companion," The Economic Record, The Economic Society of Australia, vol. 87(277), pages 350-352, June.
  13. Song, Haiyan & Li, Gang & Witt, Stephen F. & Athanasopoulos, George, 2011. "Forecasting tourist arrivals using time-varying parameter structural time series models," International Journal of Forecasting, Elsevier, vol. 27(3), pages 855-869, July.
  14. Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  15. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  16. Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  17. Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849, July.
  18. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
  19. Deng, Minfeng & Athanasopoulos, George, 2011. "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, vol. 32(5), pages 1075-1084.
  20. Sarah Brown & Lisa Farrell & Mark N. Harris, 2011. "Modeling The Incidence Of Self‐Employment: Individual And Employment Type Heterogeneity," Contemporary Economic Policy, Western Economic Association International, vol. 29(4), pages 605-619, October.
  21. Eyob Fissuh & John Serieux & Mark N. Harris, 2011. "Measuring The Attributes Of Poverty And Its Persistence: A Case Study Of Eritrea," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 57(2), pages 327-344, June.
  22. Mark Harris & Paul Levine & Christopher Spencer, 2011. "A decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," Public Choice, Springer, vol. 146(3), pages 413-442, March.
  23. Lisa Farrell & Tim Fry & Mark Harris, 2011. "'A pack a day for 20 years': smoking and cigarette pack sizes," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2833-2842.
  24. Wenda Yan & Terence Chai Cheng & Anthony Scott & Catherine M. Joyce & John Humphreys & Guyonne Kalb & Anne Leahy, 2011. "Medicine in Australia: Balancing Employment and Life (MABEL)," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(1), pages 102-112, March.
  25. Guyonne Kalb, 2011. "Valuing Children; Rethinking the Economics of the Family," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 172-173, March.
  26. Sung‐Hee Jeon & Guyonne Kalb & Ha Vu, 2011. "The Dynamics of Welfare Participation among Women Who Experienced Teenage Motherhood in Australia," The Economic Record, The Economic Society of Australia, vol. 87(277), pages 235-251, June.
  27. John Creedy & Nicolas Hérault & Guyonne Kalb, 2011. "Measuring welfare changes in behavioural microsimulation modelling: Accounting for the random utility component," Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 5-34, May.
  28. Guyonne Kalb & Sholeh Maani, 2011. "How important are omitted variables, censored scores and self-selection in analysing high-school academic achievement?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 14(3), pages 307-332.
  29. M. Ishaq Bhatti & M. Zafarullah & Hayat M. Awan & Khuram S. Bukhari, 2011. "Employees' perspective of organizational service quality orientation," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 4(4), pages 280-294, November.
  30. Cain Polidano & Kostas Mavromaras, 2011. "Participation in and Completion of Vocational Education and Training for People with a Disability," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(2), pages 137-152, June.
  31. Shang, Han Lin & Hyndman, Rob.J., 2011. "Nonparametric time series forecasting with dynamic updating," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1310-1324.
  32. Han Lin Shang, 2011. "Dynamic linear models with R," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2369-2370.
  33. Han Lin Shang, 2011. "Bayesian Nonparametrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2990-2990, December.
  34. Han Lin Shang, 2011. "Non-Parametric Econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2992-2992, December.
  35. Anurag Sharma & Preety Srivastava, 2011. "Does Disaggregation Affect The Relationship Between Health Care Expenditure And Gdp? An Analysis Using Regime Shifts," Australian Economic Papers, Wiley Blackwell, vol. 50(1), pages 27-39, March.
  36. Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011. "A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations," Annals of Actuarial Science, Cambridge University Press, vol. 5(2), pages 181-193, September.

2010

  1. Lahiri, Kajal & Martin, Gael, 2010. "Bayesian forecasting in economics," International Journal of Forecasting, Elsevier, vol. 26(2), pages 211-215, April.
  2. Gael Martin, 2010. "'The 21st Century Belongs to Bayes' Debate: Introduction," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 137-138, June.
  3. Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010. "Testing conditional asset pricing models: An emerging market perspective," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 897-918, September.
  4. Don Galagedera, 2010. "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 245-269, September.
  5. Elizabeth Ann Maharaj & Pierpaolo D’Urso & Don Galagedera, 2010. "Wavelet-based Fuzzy Clustering of Time Series," Journal of Classification, Springer;The Classification Society, vol. 27(2), pages 231-275, September.
  6. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010. "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 370-379.
  7. Charemza, Wojciech W. & Strachan, Rodney & Zurawski, Piotr, 2010. "False posteriors for the long-term growth determinants," Economics Letters, Elsevier, vol. 109(3), pages 144-146, December.
  8. Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010. "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, vol. 26(2), pages 326-347, April.
  9. Rodney Strachan, 2010. "Workshop on Bayesian Econometric Methods," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 135-136, June.
  10. Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
  11. Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010. "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 465-485, December.
  12. Fry, Renée & Martin, Vance L. & Tang, Chrismin, 2010. "A New Class of Tests of Contagion With Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 423-437.
  13. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D., 2010. "Does volume help in predicting stock returns? An analysis of the Australian market," Research in International Business and Finance, Elsevier, vol. 24(2), pages 146-157, June.
  14. Lim, Kian-Ping & Brooks, Robert D., 2010. "Why Do Emerging Stock Markets Experience More Persistent Price Deviations From A Random Walk Over Time? A Country-Level Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 14(S1), pages 3-41, May.
  15. Hill, Paula & Brooks, Robert & Faff, Robert, 2010. "Variations in sovereign credit quality assessments across rating agencies," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1327-1343, June.
  16. Guo, Haifeng & Brooks, Robert & Shami, Roland, 2010. "Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 196-210, April.
  17. Hill, Paula & Brooks, Robert & Faff, Robert, 2010. "Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343]," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2306-2306, September.
  18. Hoa Nguyen & William Dimovski & Robert Brooks, 2010. "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 333-361.
  19. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D., 2010. "Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations," Econometric Theory, Cambridge University Press, vol. 26(1), pages 311-324, February.
  20. Max Gillman & Mark N. Harris, 2010. "The effect of inflation on growth," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(4), pages 697-714, October.
  21. Maharaj, Elizabeth Ann & D’Urso, Pierpaolo, 2010. "A coherence-based approach for the pattern recognition of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3516-3537.
  22. Mala Raghavan & Jonathan Dark & Elizabeth Ann Maharaj, 2010. "Impact of capital control measures on the Malaysian stock market," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 6(2), pages 116-127, April.
  23. Guyonne Kalb, 2010. "Policy Forum: Saving for Retirement: Important Considerations for Policies on Retirement Issues," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(3), pages 289-292, September.
  24. Guyonne Kalb & Thor Thoresen, 2010. "A comparison of family policy designs of Australia and Norway using microsimulation models," Review of Economics of the Household, Springer, vol. 8(2), pages 255-287, June.
  25. Hooy, Chee-Wooi & Goh, Kim-Leng, 2010. "Exposure to the world and trading-bloc risks: A multivariate capital asset pricing model," Research in International Business and Finance, Elsevier, vol. 24(2), pages 206-222, June.
  26. Swee-Sim, Foong & Kim-Leng, Goh, 2010. "Measuring the Cost of Equity of Emerging Market Firms: The Case of Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(1), pages 25-46.
  27. Wong, Chan-Yuan & Goh, Kim-Leng, 2010. "Growth behavior of publications and patents: A comparative study on selected Asian economies," Journal of Informetrics, Elsevier, vol. 4(4), pages 460-474.
  28. Chan-Yuan Wong & Kim-Leng Goh, 2010. "Modeling the behaviour of science and technology: self-propagating growth in the diffusion process," Scientometrics, Springer;Akadémiai Kiadó, vol. 84(3), pages 669-686, September.
  29. Preety Srivastava & Xueyan Zhao, 2010. "What Do the Bingers Drink? Micro‐Unit Evidence on Negative Externalities and Drinker Characteristics of Alcohol Consumption by Beverage Types," Economic Papers, The Economic Society of Australia, vol. 29(2), pages 229-250, June.
  30. Preety Srivastava, 2010. "Does Bingeing Affect Earnings?," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 578-595, December.
  31. Jonathan Dark & Xibin Zhang & Nan Qu, 2010. "Influence diagnostics for multivariate GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 278-291, July.

2009

  1. Zhengyan Lin & Degui Li & Jiti Gao, 2009. "Local Linear M‐estimation in non‐parametric spatial regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 286-314, May.
  2. Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag, 2009. "Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1869-1892, December.
  3. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
  4. 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.
  5. Don U A Galagedera & Asmah M Jaapar, 2009. "Modeling Time-Varying Downside Risk," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 36-51, March.
  6. Don Galagedera, 2009. "Economic significance of downside risk in developed and emerging markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(16), pages 1627-1632.
  7. 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.
  8. Gefang Deborah & Strachan Rodney, 2009. "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-33, December.
  9. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 997-1017, April.
  10. Rodney W. Strachan, 2009. "Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 245-247, March.
  11. Leroux, Anke D. & Martin, Vance L. & Goeschl, Timo, 2009. "Optimal conservation, extinction debt, and the augmented quasi-option value," Journal of Environmental Economics and Management, Elsevier, vol. 58(1), pages 43-57, July.
  12. Craine Roger & Martin Vance L, 2009. "Interest Rate Conundrum," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-29, March.
  13. Woodward, George & Brooks, Robert, 2009. "Do realized betas exhibit up/down market tendencies?," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 511-519, June.
  14. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2009. "Market depth in an illiquid market: applying the VNET concept to Victorian water markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(13), pages 1361-1364.
  15. Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, vol. 153(1), pages 21-32, November.
  16. Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings, 2009. "Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk," International Review of Finance, International Review of Finance Ltd., vol. 9(1‐2), pages 27-50, March.
  17. Mohan Nandha & Robert Brooks, 2009. "Oil prices and transport sector returns: an international analysis," Review of Quantitative Finance and Accounting, Springer, vol. 33(4), pages 393-409, November.
  18. Guo, Haifeng & Brooks, Robert, 2009. "Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 239-249, December.
  19. Kian-Ping Lim & Robert Brooks, 2009. "On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note," Applied Economics Letters, Taylor & Francis Journals, vol. 16(6), pages 649-652.
  20. Daniel Mulino & Richard Scheelings & Robert Brooks & Robert Faff, 2009. "Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 1(1/2), pages 44-61, September.
  21. Lim, Kian-Ping & Brooks, Robert D., 2009. "Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic," Chaos, Solitons & Fractals, Elsevier, vol. 40(3), pages 1271-1276.
  22. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Testing For A Unit Root In The Presence Of A Possible Break In Trend," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1545-1588, December.
  23. Kew, Hsein & Harris, David, 2009. "Heteroskedasticity-Robust Testing For A Fractional Unit Root," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1734-1753, December.
  24. D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
  25. 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.
  26. Mark N. Harris & Christopher Spencer, 2009. "The Policy Choices and Reaction Functions of Bank of England MPC Members," Southern Economic Journal, John Wiley & Sons, vol. 76(2), pages 482-499, October.
  27. Mark N. Harris & Weiping Kostenko & László Mátyás & 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.
  28. Guyonne Kalb, 2009. "Children, Labour Supply and Child Care: Challenges for Empirical Analysis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(3), pages 276-299, September.
  29. John Creedy & Nicolas Hérault & Guyonne Kalb, 2009. "Abolishing the Tax-Free Threshold in Australia: Simulating Alternative Reforms," Fiscal Studies, Institute for Fiscal Studies, vol. 30(2), pages 219-246, June.
  30. de Silva, Ashton & Hyndman, Rob J. & Snyder, Ralph, 2009. "A multivariate innovations state space Beveridge-Nelson decomposition," Economic Modelling, Elsevier, vol. 26(5), pages 1067-1074, September.
  31. Maria Bhatti & Ishaq Bhatti, 2009. "Development in legal Issues of Corporate Governance in Islamic Finance," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 25(1), pages 67-91, June.
  32. 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.
  33. Tan, Anthony C.K. & Goh, Kim-Leng, 2009. "Financial Disintermediation in the 1990s : Implications on Monetary Policy in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 1-27, June.
  34. Preety Ramful & Xueyan Zhao, 2009. "Participation in marijuana, cocaine and heroin consumption in Australia: a multivariate probit approach," Applied Economics, Taylor & Francis Journals, vol. 41(4), pages 481-496.
  35. Guneratne Wickremasinghe, 2009. "Are real exchange rates of Papua New Guinea mean-reverting? Evidence from panel unit root tests," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 157-161.
  36. McLaren, Keith Robert & Wong, K. K. Gary, 2009. "AJAE appendix for 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, vol. 91(4), pages 1-2, January.
  37. Keith R. McLaren & K.K. Gary Wong, 2009. "Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 749-770, May.
  38. 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, Agricultural and Applied Economics Association, vol. 91(4), pages 1110-1123.

2008

  1. Gao, Jiti & Gijbels, Irène, 2008. "Bandwidth Selection in Nonparametric Kernel Testing," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1584-1594.
  2. Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien, 2008. "Nonparametric simultaneous testing for structural breaks," Journal of Econometrics, Elsevier, vol. 143(1), pages 123-142, March.
  3. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
  4. Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
  5. Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
  6. Gao, Jiti & Lu, Zudi & Tjøstheim, Dag, 2008. "Moment inequalities for spatial processes," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 687-697, April.
  7. Jiti Gao & Yongmiao Hong, 2008. "Central limit theorems for generalized -statistics with applications in nonparametric specification," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(1), pages 61-76.
  8. 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.
  9. 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.
  10. Don Galagedera & Elizabeth Maharaj, 2008. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 201-215.
  11. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, March.
  12. Renée Fry & James Hocking & Vance L. Martin, 2008. "The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 17-33, March.
  13. Craine, Roger & Martin, Vance L., 2008. "International monetary policy surprise spillovers," Journal of International Economics, Elsevier, vol. 75(1), pages 180-196, May.
  14. John Stachurski & Vance Martin, 2008. "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, vol. 76(2), pages 443-450, March.
  15. Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J., 2008. "Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 527-544, December.
  16. Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H., 2008. "Financial crisis and stock market efficiency: Empirical evidence from Asian countries," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 571-591, June.
  17. Dimovski, William & Brooks, Robert, 2008. "The underpricing of gold mining initial public offerings," Research in International Business and Finance, Elsevier, vol. 22(1), pages 1-16, January.
  18. Guo, Haifeng & Brooks, Robert, 2008. "Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 984-997, December.
  19. Bhavish Jugurnath & Mark Stewart & Robert Brooks, 2008. "Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia," Review of Quantitative Finance and Accounting, Springer, vol. 31(2), pages 209-224, August.
  20. Brooks, Robert & Harris, Edwyna, 2008. "Efficiency gains from water markets: Empirical analysis of Watermove in Australia," Agricultural Water Management, Elsevier, vol. 95(4), pages 391-399, April.
  21. Tim Fry & Sandra Mihajilo & Roslyn Russell & Robert Brooks, 2008. "The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior," Journal of Family and Economic Issues, Springer, vol. 29(2), pages 234-250, June.
  22. Kenji Kutsuna & William Dimovski & Robert Brooks, 2008. "The Pricing and Underwriting Costs of Japanese REIT IPOs," Journal of Property Research, Taylor & Francis Journals, vol. 25(3), pages 221-239, November.
  23. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2008. "Testing For Long Memory," Econometric Theory, Cambridge University Press, vol. 24(1), pages 143-175, February.
  24. Katy Cornwell & Brett Inder, 2008. "Language and Labour Markets in South Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 17(3), pages 490-525, June.
  25. Poskitt, D.S. & Skeels, C.L., 2008. "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
  26. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, May.
  27. 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.
  28. 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, September.
  29. 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, March.
  30. 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.
  31. Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008. "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 213-230, December.
  32. Guyonne Kalb & Wang‐Sheng Lee, 2008. "Childcare Use And Parents’ Labour Supply In Australia," Australian Economic Papers, Wiley Blackwell, vol. 47(3), pages 272-295, September.
  33. Lixin Cai & Guyonne Kalb & Yi-Ping Tseng & Ha Vu, 2008. "The Effect of Financial Incentives on Labour Supply: Evidence for Lone Parents from Microsimulation and Quasi-Experimental Evaluation," Fiscal Studies, Institute for Fiscal Studies, vol. 29(2), pages 285-325, June.
  34. BHATTI, M.Ishaq & BODLA, Mahmud, A., 2008. "Empirical Power Comparison Of Non-Nested Tests For The Evm: Some Monte Carlo Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(2).
  35. M. Mansoor Khan & M. Ishaq Bhatti, 2008. "Development in Islamic banking: a financial risk‐allocation approach," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 9(1), pages 40-51, January.
  36. Syed Abdi & Hayat Awan & M. Bhatti, 2008. "Is quality management a prime requisite for globalization? Some facts from the sports industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(6), pages 821-833, December.
  37. Tran Hoa, 2008. "Australia-China Free Trade Agreement: Causal Empirics And Political Economy," Economic Papers, The Economic Society of Australia, vol. 27(1), pages 19-29, March.
  38. Chee-Wooi Hooy & Kim-Leng Goh, 2008. "Stock Market Integration across National Boundaries: Causes and Impediments," Capital Markets Review, Malaysian Finance Association, vol. 16(1), pages 13-26.
  39. 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, June.
  40. 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.
  41. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.

2007

  1. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  2. Isabel Casas & Jiti Gao, 2007. "Nonparametric Methods in Continuous Time Model Specification," Econometric Reviews, Taylor & Francis Journals, vol. 26(1), pages 91-106.
  3. 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 & Francis Journals, vol. 26(2-4), pages 387-418.
  4. 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.
  5. 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.
  6. Rodney W. Strachan, 2007. "Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 439-468.
  7. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
  8. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August.
  9. Jugurnath, Bhavish & Stewart, Mark & Brooks, Robert, 2007. "Asia/Pacific Regional Trade Agreements: An empirical study," Journal of Asian Economics, Elsevier, vol. 18(6), pages 974-987, December.
  10. Brooks, Robert, 2007. "Power arch modelling of the volatility of emerging equity markets," Emerging Markets Review, Elsevier, vol. 8(2), pages 124-133, May.
  11. Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007. "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 261-265.
  12. 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.
  13. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2007. "Modified Kpss Tests For Near Integration," Econometric Theory, Cambridge University Press, vol. 23(2), pages 355-363, April.
  14. Aliprantis, Charalambos D. & Harris, David & Tourky, Rabee, 2007. "Riesz estimators," Journal of Econometrics, Elsevier, vol. 136(2), pages 431-456, February.
  15. Katy Cornwell & Brett Inder, 2007. "Evidence for the ineffectiveness of debt rescheduling as a policy instrument," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2269-2278.
  16. Christopher L. Skeels, 2007. "Analysis of Microdata ‐ by Rainer Winkelmann and Stefan Boes," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 113-114, March.
  17. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
  18. 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.
  19. 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.
  20. Maharaj, Elizabeth A. & Alonso, Andres M., 2007. "Discrimination of locally stationary time series using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 879-895, October.
  21. John Creedy & Guyonne Kalb & Hsein Kew, 2007. "Confidence Intervals For Policy Reforms In Behavioural Tax Microsimulation Modelling," Bulletin of Economic Research, Wiley Blackwell, vol. 59(1), pages 37-65, January.
  22. Maani, Sholeh A. & Kalb, Guyonne, 2007. "Academic performance, childhood economic resources, and the choice to leave school at age 16," Economics of Education Review, Elsevier, vol. 26(3), pages 361-374, June.
  23. Guyonne Kalb & Wang-Sheng Lee, 2007. "The effect of an alternative childcare subsidy on labour supply: a policy simulation," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(1), pages 39-57.
  24. Lixin Cai & Guyonne Kalb, 2007. "Health status and labour force status of older working-age Australian men," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 227-252.
  25. Avninder Gill & M. Ishaq Bhatti, 2007. "Optimal model for warehouse location and retailer allocation," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(3), pages 213-221, May.
  26. Tran Van Hoa, 2007. "ASEAN3+India Trade Relations," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(4), pages 341-357, December.
  27. 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.
  28. Kim-Leng GOH & Chin-Sieng CHONG & Sook-Lu YONG, 2007. "Bank Lending Channel For Monetary Policy Transmission In Malaysia: An Ardl Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2).
  29. Kim-Leng Goh & Sook-Lu Yong, 2007. "Bank lending and monetary policy: the effects of structural shift in interest rates," Economics Bulletin, AccessEcon, vol. 5(5), pages 1-14.
  30. Guneratne B Wickremasinghe, 2007. "Purchasing Power Parity of Papua New Guinea: A Cointegration Analysis," The IUP Journal of Applied Economics, IUP Publications, vol. 0(4), pages 7-21, July.

2006

  1. Jiti Gao & Kim Hawthorne, 2006. "Semiparametric estimation and testing of the trend of temperature series," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 332-355, July.
  2. Manuel Arapis & Jiti Gao, 2006. "Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 310-345.
  3. 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.
  4. 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.
  5. 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, June.
  6. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
  7. Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August.
  8. Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
  9. William Dimovski & Robert Brooks, 2006. "The Pricing of Property Trust IPOs in Australia," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 185-199, March.
  10. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N., 2006. "Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches," Global Finance Journal, Elsevier, vol. 17(1), pages 136-154, September.
  11. Robert Brooks & John Byrne, 2006. "A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance," Applied Economics Letters, Taylor & Francis Journals, vol. 13(3), pages 141-146.
  12. Roslyn Russell & Robert Brooks & Aruna Nair & Liz Fredline, 2006. "The Initial Impacts Of A Matched Savings Program: The Saver Plus Program," Economic Papers, The Economic Society of Australia, vol. 25(1), pages 32-40, March.
  13. William Dimovski & Robert Brooks, 2006. "Factors Influencing Money Left on the Table by Property Trust IPO Issuers," Journal of Property Research, Taylor & Francis Journals, vol. 23(3), pages 269-280, September.
  14. Gabrielle Berman & Robert Brooks & John Murphy, 2006. "Funding The Non-Profit Welfare Sector: Explaining Changing Funding Sources 1960–1999," Economic Papers, The Economic Society of Australia, vol. 25(1), pages 83-99, March.
  15. McCabe, Brendan & Leybourne, Stephen & Harris, David, 2006. "A Residual-Based Test For Stochastic Cointegration," Econometric Theory, Cambridge University Press, vol. 22(3), pages 429-456, June.
  16. Petko Kalev & Brett Inder, 2006. "The information content of the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 33-45.
  17. Christopher L. Skeels, 2006. "Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple Edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 226-227, June.
  18. David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
  19. Jenny Williams & Christopher Skeels, 2006. "The Impact of Cannabis Use on Health," De Economist, Springer, vol. 154(4), pages 517-546, December.
  20. 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, October.
  21. 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.
  22. Alonso, Andres M. & Maharaj, Elizabeth A., 2006. "Comparison of time series using subsampling," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2589-2599, June.
  23. Lixin Cai & John Creedy & Guyonne Kalb, 2006. "Accounting For Population Ageing In Tax Microsimulation Modelling By Survey Reweighting," Australian Economic Papers, Wiley Blackwell, vol. 45(1), pages 18-37, March.
  24. John Creedy & Guyonne Kalb & Rosanna Scutella, 2006. "Income distribution in discrete hours behavioural microsimulation models: An illustration," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 4(1), pages 57-76, April.
  25. Lixin Cai & Guyonne Kalb, 2006. "Health status and labour force participation: evidence from Australia," Health Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 241-261, March.
  26. Kim-Leng Goh & Kim-Lian Kok, 2006. "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(1), pages 41-59, April.
  27. 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.
  28. 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.

2005

  1. Yao, Juan & Gao, Jiti & Alles, Lakshman, 2005. "Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 225-245, March.
  2. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
  3. B. P. M. McCabe & G. M. Martin & A. R. Tremayne, 2005. "Assessing Persistence In Discrete Nonstationary Time‐Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 305-317, March.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
  9. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2005. "Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 395-409, October.
  10. 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, January.
  11. Denise Doiron & Guyonne Kalb, 2005. "Demands for Child Care and Household Labour Supply in Australia," The Economic Record, The Economic Society of Australia, vol. 81(254), pages 215-236, September.
  12. John Creedy & Guyonne Kalb, 2005. "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Journal of Economic Surveys, Wiley Blackwell, vol. 19(5), pages 697-734, December.
  13. John Creedy & Guyonne Kalb, 2005. "Measuring Welfare Changes In Labour Supply Models," Manchester School, University of Manchester, vol. 73(6), pages 664-685, December.
  14. John Creedy & Guyonne Kalb, 2005. "Behavioural Microsimulation Modelling for Tax Policy Analysis in Australia: Experience and Prospects," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 73-110, March.
  15. Zakir Hossain & M. Ishaq Bhatti & Mohammad Ziaul Hoque, 2005. "Econometric analysis of marketing potential of OIC countries," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 20(2), pages 198-207, February.
  16. Javed Iqbal & Aziz Haider, 2005. "Arbitrage Pricing Theory: Evidence From An Emerging Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 10(1), pages 123-139, Jan-Jun.
  17. Shah, C & Burke, G, 2005. "Skills Shortages: Concepts, Measurement and Policy Responses," Australian Bulletin of Labour, National Institute of Labour Studies.
  18. Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok, 2005. "Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets," Review of Quantitative Finance and Accounting, Springer, vol. 24(4), pages 359-377, June.
  19. 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, Agricultural and Applied Economics Association, vol. 87(4), pages 823-834.
  20. 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.

2004

  1. Jiti Gao & Howell Tong, 2004. "Semiparametric non‐linear time series model selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 321-336, May.
  2. Gao, Jiti & King, Maxwell, 2004. "Adaptive Testing In Continuous-Time Diffusion Models," Econometric Theory, Cambridge University Press, vol. 20(5), pages 844-882, October.
  3. Juan Yao & Jiti Gao, 2004. "Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns," Australian Journal of Management, Australian School of Business, vol. 29(1), pages 121-145, June.
  4. Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
  5. Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
  6. Mardi Dungey & Renée Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia‐Pacific Region," Australian Economic Papers, Wiley Blackwell, vol. 43(4), pages 379-395, December.
  7. Mardi Dungey & Vance L. Martin, 2004. "A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 305-330, December.
  8. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
  9. Dimovski, William & Brooks, Robert, 2004. "Do you really want to ask an underwriter how much money you should leave on the table?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 267-280, July.
  10. William Dimovski & Robert Brooks, 2004. "Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance," Review of Quantitative Finance and Accounting, Springer, vol. 22(3), pages 179-198, May.
  11. Diana Maldonado & Robert Brooks, 2004. "Arc Linkage Projects And Research-Intensive Organizations: Are Research-Intensive Organizations Likely To Participate?," Economic Papers, The Economic Society of Australia, vol. 23(2), pages 175-188, June.
  12. Robert Brooks & Sinclair Davidson & Margaret Jackson, 2004. "The Price Of Discrimination: An Economic Analysis Of The Human Rights And Equal Opportunity Commission Rulings 1985–2000," Economic Papers, The Economic Society of Australia, vol. 23(3), pages 244-256, September.
  13. Robert Brooks & Sinclair Davidson, 2004. "How Much R&D Should Australia Undertake?," Economic Papers, The Economic Society of Australia, vol. 23(2), pages 165-174, June.
  14. D. Harris & D. S. Poskitt, 2004. "Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 191-217, June.
  15. Smyth, Russell & Inder, Brett, 2004. "Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests," China Economic Review, Elsevier, vol. 15(1), pages 1-24.
  16. 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.
  17. 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).
  18. 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.
  19. Guyonne Kalb, 2004. "Introduction: The Use of Simulation Models in Policy Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(1), pages 1-12, March.
  20. Guyonne Kalb & Rosanna Scutella, 2004. "Wage and employment rates in New Zealand from 1991 to 2001," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 21-47.
  21. Zakir Hossain & M. Ishaq Bhatti & Zulficar Ali, 2004. "An econometric analysis of some major manufacturing industries," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 19(6), pages 790-795, August.
  22. 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.
  23. Xibin Zhang, 2004. "Assessment of Local Influence in GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 301-313, March.
  24. Y. K. Tse & K. W. Ng & Xibin Zhang, 2004. "A small‐sample overlapping variance‐ratio test," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 127-135, January.

2003

  1. D U A Galagedera & P Silvapulle, 2003. "Experimental evidence on robustness of data envelopment analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(6), pages 654-660, June.
  2. Strachan, Rodney W, 2003. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 185-195, January.
  3. Rodney W. Strachan & Herman K. van Dijk, 2003. "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 863-876, December.
  4. A. S. Hurn & K. A. Lindsay & V. L. Martin, 2003. "On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 45-63, January.
  5. Mardi Dungey & Renee Fry & Vance L. Martin, 2003. "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 157-182, September.
  6. Brooks, Robert & Davidson, Sinclair & Faff, Robert, 2003. "Sudden changes in property rights: the case of Australian native title," Journal of Economic Behavior & Organization, Elsevier, vol. 52(4), pages 427-442, December.
  7. William Dimovski & Robert Brooks, 2003. "Financial characteristics of Australian initial public offerings from 1994 to 1999," Applied Economics, Taylor & Francis Journals, vol. 35(14), pages 1599-1607.
  8. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2003. "Some Limit Theory For Autocovariances Whose Order Depends On Sample Size," Econometric Theory, Cambridge University Press, vol. 19(5), pages 829-864, October.
  9. Lee, Hyun-Hoon & Huh, Hyeon-Seung & Harris, David, 2003. "The relative impact of the US and Japanese business cycles on the Australian economy," Japan and the World Economy, Elsevier, vol. 15(1), pages 111-129, January.
  10. Brett Inder & Terry O'Brien, 2003. "The Endowment Effect and the Role of Uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 55(3), pages 289-301, July.
  11. 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.
  12. Mark Harris & Mark Rogers & Anthony Siouclis, 2003. "Modelling firm innovation using panel probit estimators," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 683-686.
  13. Mark Harris & Simon Feeny, 2003. "Habit persistence in effective tax rates," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 951-958.
  14. John Creedy & Guyonne Kalb & Hsein Kew, 2003. "Flattening the Effective Marginal Tax Rate Structure in Australia: Policy Simulations Using the Melbourne Institute Tax and Transfer Simulator," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(2), pages 156-172, June.
  15. Guyonne Kalb & Jenny Williams, 2003. "Delinquency and gender," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 425-429.
  16. Imad A. Moosa & Param Silvapulle & Mervyn Silvapulle, 2003. "Testing for Temporal Asymmetry in the Price‐Volume Relationship," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 373-389, October.
  17. Chandra Shah & Michael Long, 2003. "Employment changes and job openings for new entrants in nursing and caring occupations in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(3), pages 453-472, September.
  18. Chandra Shah, 2003. "Employment Shifts in the Technical and Further Education Workforce in Victoria," Education Economics, Taylor & Francis Journals, vol. 11(2), pages 193-208.

2002

  1. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
  2. Gao, Jiti & Anh, Vo & Heyde, Chris, 2002. "Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 295-321, June.
  3. Faff, R. W. & Brooks, R. D. & Kee, Ho Yew, 2002. "New evidence on the impact of financial leverage on beta risk: A time-series approach," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 1-20, May.
  4. Robert Brooks & Robert Faff & David Sokulsky, 2002. "An ordered response model of test cricket performance," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2353-2365.
  5. Robert Brooks & Sinclair Davidson, 2002. "Investigating The “Bounce-Back” Hypothesis After The Asian Crisis," Economic Papers, The Economic Society of Australia, vol. 21(2), pages 71-85, June.
  6. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2002. "Stochastic cointegration: estimation and inference," Journal of Econometrics, Elsevier, vol. 111(2), pages 363-384, December.
  7. Bollen, Bernard & Inder, Brett, 2002. "Estimating daily volatility in financial markets utilizing intraday data," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 551-562, December.
  8. S. Nahar & B. Inder, 2002. "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, vol. 34(16), pages 2011-2022.
  9. Moosa, Imad A. & Bollen, Bernard, 2002. "A benchmark for measuring bias in estimated daily value at risk," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 85-100.
  10. Mark N. Harris & Joanne Loundes & Elizabeth Webster, 2002. "Determinants of Household Saving in Australia," The Economic Record, The Economic Society of Australia, vol. 78(241), pages 207-223, June.
  11. Alan Duncan & Mark N. Harris, 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 264-276, September.
  12. Stephen Knights & Mark N. Harris & Joanne Loundes, 2002. "Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 284-298, September.
  13. Mark N. Harris & László Kónya & László Mátyás, 2002. "Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD, 1990–1996," The World Economy, Wiley Blackwell, vol. 25(3), pages 387-405, March.
  14. Maharaj, Elizabeth Ann, 2002. "Comparison of non-stationary time series in the frequency domain," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 131-141, July.
  15. Denise Doiron & Guyonne Kalb, 2002. "Demand for Childcare Services and Labour Supply in Australian Families," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 35(2), pages 204-213, June.
  16. Kees Jan Van Garderen & Chandra Shah, 2002. "Exact interpretation of dummy variables in semilogarithmic equations," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 149-159, June.
  17. Julian Teicher & Chandra Shah & Gerard Griffin, 2002. "Australian immigration: the triumph of economics over prejudice?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 23(3), pages 209-236, May.
  18. Y. K. Tse & X. B. Zhang, 2002. "The Variance Ratio Test with Stable Paretian Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 117-126, January.

2001

  1. Jiti Gao & Vo Anh & Chris Heyde & Quang Tieng, 2001. "Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(5), pages 517-535, September.
  2. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 217-234.
  3. Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001. "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 22-38.
  4. Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L., 2001. "GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 215-222, June.
  5. Barry A. Goss & S. Gulay Avsar & Brett A. Inder, 2001. "Simultaneity, Rationality and Price Determination in US Live Cattle," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 500-519, December.
  6. Imad Moosa & Bernard Bollen, 2001. "Is there a maturity effect in the price of the S&P 500 futures contract?," Applied Economics Letters, Taylor & Francis Journals, vol. 8(11), pages 693-695.
  7. Jenny Chalmers & Guyonne Kalb, 2001. "Moving from Unemployment to Permanent Employment: Could a Casual Job Accelerate the Transition?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 34(4), pages 415-436, December.
  8. 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.
  9. Paramsothy Silvapulle, 2001. "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 85-104.
  10. Chandra Shah & Gerald Burke, 2001. "Occupational replacement demand in Australia," International Journal of Manpower, Emerald Group Publishing Limited, vol. 22(7), pages 648-663, November.
  11. Kok Kim Lian & Goh Kim Leng, 2001. "Causal Relationship Between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market," Capital Markets Review, Malaysian Finance Association, vol. 9(1&2), pages 49-65.
  12. 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.
  13. Jane Fry & Tim Fry & Keith McLaren & Tanya Smith, 2001. "Modelling zeroes in microdata," Applied Economics, Taylor & Francis Journals, vol. 33(3), pages 383-392.

2000

  1. Gao, Jiti & Anh, Vo, 2000. "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 69-79, August.
  2. 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.
  3. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  4. Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee, 2000. "U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach," Review of Quantitative Finance and Accounting, Springer, vol. 14(1), pages 17-43, January.
  5. Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather, 2000. "A multi-country study of power ARCH models and national stock market returns," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 377-397, June.
  6. Gabrielle Berman & Robert Brooks & Sinclair Davidson, 2000. "The Sydney Olympic Games announcement and Australian stock market reaction," Applied Economics Letters, Taylor & Francis Journals, vol. 7(12), pages 781-784.
  7. Gangemi, Michael A. M. & Brooks, Robert D. & Faff, Robert W., 2000. "Modeling Australia's country risk: a country beta approach," Journal of Economics and Business, Elsevier, vol. 52(3), pages 259-276.
  8. McKenzie, Michael D. & Brooks, Robert D. & Faff, Robert W. & Ho, Yew Kee, 2000. "Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 85-106.
  9. Frida Lie & Robert Brooks & Robert Faff, 2000. "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 301-311, September.
  10. John Creedy & Alan S. Duncan, 2000. "Wage Functions for Demographic Groups in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(4), pages 296-316, December.
  11. Mark Harris & Laszlo Matyas, 2000. "Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models," Applied Economics Letters, Taylor & Francis Journals, vol. 7(3), pages 149-153.
  12. Hikaru Hasegawa & Anoop Chaturvedi & Tran Van Hoa, 2000. "Bayesian Unit Root Test in Nonnormal AR(1) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(3), pages 261-280, May.
  13. 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.
  14. Goh Kim Leng & Gui Hui Keng, 2000. "Forecasting Sectoral Indices in The Kuala Lumpur Stock Exchange," Capital Markets Review, Malaysian Finance Association, vol. 8(1&2), pages 63-88.
  15. Jane Fry & Tim Fry & Keith McLaren, 2000. "Compositional data analysis and zeros in micro data," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 953-959.

1999

  1. G. M. Martin & C. S. Forbes, 1999. "Using simulation methods for bayesian econometric models: inference, development and communication: some comments," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 113-118.
  2. Martin, Vance L. & Wilkins, Nigel P., 1999. "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, vol. 93(1), pages 149-175, November.
  3. Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999. "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, vol. 10(2), pages 231-245.
  4. Jenny Diggle & Robert Brooks & John Shannon, 1999. "International diversification of the funds management industry," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 663-667.
  5. Joanne Copp & Robert Brooks, 1999. "Variance ratio testing of the Australian forward foreign exchange market," Applied Economics Letters, Taylor & Francis Journals, vol. 6(7), pages 417-419.
  6. Alpana Trivedi & Robert Brooks, 1999. "Autocorrelations, returns and Australian stock indices," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 581-584.
  7. Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
  8. Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul, 1999. "Bayesian Arbitrage Threshold Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 364-372, July.
  9. Vivek Tulpule & Stephen Brown & Jaekyu Lim & Cain Polidano & Horn Pant & Brian S. Fisher, 1999. "The Kyoto Protocol: An Economic Analysis Using GTEM," The Energy Journal, International Association for Energy Economics, vol. 0(Special I), pages 257-285.
  10. C. Polidano & S. Brown & K. Woffenden & S. Beil & B.S. Fisher, 1999. "The Kyoto Protocol: Economic Impacts on Annex B Economies and Key Australian Industries," Energy & Environment, , vol. 10(5), pages 517-534, September.
  11. Shipra Banik & Param Silvapulle, 1999. "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(2), pages 123-139, June.
  12. 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.
  13. Kim‐Leng Goh & Maxwell L. King, 1999. "A Correction for Local Biasedness of the Wald and Null Wald Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 435-450, August.

1998

  1. 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.
  2. Creedy, John & Martin, Vance L, 1998. "Nonlinear Modelling Using the Generalized Exponential Family of Distributions," Bulletin of Economic Research, Wiley Blackwell, vol. 50(3), pages 229-255, July.
  3. Lim, G. C. & Martin, Vance L. & Teo, Leslie E., 1998. "Endogenous Jumping And Asset Price Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 2(2), pages 213-237, June.
  4. Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed, 1998. "An investigation into the extent of beta instability in the Singapore stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 87-101, May.
  5. Robert Brooks & Gabrielle Berman & Sinclair Davidson, 1998. "The nature and extent of revisions to Australian macroeconomic data," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 169-174.
  6. Robert Brooks & Gabrielle Berman & Sinclair Davidson & Ting-Yean Tan, 1998. "Is there a common response in Australian bilateral exchange rates following current account announcements?," Applied Economics Letters, Taylor & Francis Journals, vol. 5(10), pages 645-648.
  7. Keng Yap Liew & Robert Brooks, 1998. "Returns and volatility in the Kuala Lumpur crude," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(8), pages 985-999, December.
  8. Tim R. L. Fry & Mark N. Harris, 1998. "Testing for Independence of Irrelevant Alternatives," Sociological Methods & Research, , vol. 26(3), pages 401-423, February.
  9. Michael Lee & Ritchard Longmire & Laszlo Matyas & Mark Harris, 1998. "Growth convergence: some panel data evidence," Applied Economics, Taylor & Francis Journals, vol. 30(7), pages 907-912.
  10. Paramsothy Silvapulle & Merran Evans, 1998. "Testing for serial correlation in the presence of dynamic heteroscedasticity," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 31-55.
  11. Chandra Shah, 1998. "Recurrent Teacher Cost per Student by Key Learning Area: Upper Secondary Schools, Victoria, Australia," Education Economics, Taylor & Francis Journals, vol. 6(2), pages 121-139.

1997

  1. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 493-517, September.
  2. Brooks, Robert D & Faff, Robert W, 1997. "Financial Deregulation and Relative Risk of Australian Industry," Australian Economic Papers, Wiley Blackwell, vol. 36(69), pages 308-320, December.
  3. Robert Brooks & Robert Faff & Thomas Josev, 1997. "Beta stability and monthly seasonal effects: evidence from the Australian capital market," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 563-566.
  4. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
  5. Robert Brooks & Robert Faff, 1997. "A note on beta forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 77-78.
  6. Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997. "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 255-275, October.
  7. McKenzie, Michael D. & Brooks, Robert D., 1997. "The impact of exchange rate volatility on German-US trade flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 73-87, April.
  8. Harris, David, 1997. "Principal Components Analysis of Cointegrated Time Series," Econometric Theory, Cambridge University Press, vol. 13(4), pages 529-557, February.
  9. In, Francis & Inder, Brett, 1997. "Long‐run Relationships Between World Vegetable Oil Prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(4), pages 1-16.
  10. Christopher Skeels & Franics Vella, 1997. "Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 69-92.
  11. Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq, 1997. "On Estimated Projection Pursuit-Type Crámer-von Mises Statistics, ," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 1-14, October.
  12. Shah, Chandra, 1997. "Model selection in univariate time series forecasting using discriminant analysis," International Journal of Forecasting, Elsevier, vol. 13(4), pages 489-500, December.

1996

  1. Creedy, John & Lye, Jenny & Martin, Vance L, 1996. "A Non-linear Model of the Real US-UK Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 669-686, Nov.-Dec..
  2. Brooks, Robert D & Sheehan, Matthew P, 1996. "Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures," Australian Economic Papers, Wiley Blackwell, vol. 35(66), pages 132-140, June.
  3. Kang Hao & Inder, Brett, 1996. "Diagnostic test for structural change in cointegrated regression models," Economics Letters, Elsevier, vol. 50(2), pages 179-187, February.
  4. Inder, Brett & Hao, Kang, 1996. "A New Test for Structural Change," Empirical Economics, Springer, vol. 21(3), pages 475-482.
  5. Mark N. Harris, 1996. "Modelling the Probability of Youth Unemployment in Australia," The Economic Record, The Economic Society of Australia, vol. 72(217), pages 118-129, June.
  6. 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.
  7. Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Ton C. F., 1996. "Mixtures of tails in clustered automobile collision claims," Insurance: Mathematics and Economics, Elsevier, vol. 18(2), pages 89-107, July.
  8. Cees Gorter & Guyonne R. J. Kalb, 1996. "Estimating the Effect of Counseling and Monitoring the Unemployed Using a Job Search Model," Journal of Human Resources, University of Wisconsin Press, vol. 31(3), pages 590-610.
  9. Goh, Kim-Leng & King, Maxwell L., 1996. "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, vol. 53(2), pages 133-138, November.
  10. McLaren, Keith R., 1996. "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, vol. 53(2), pages 115-121, November.
  11. 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.
  12. 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 359-364, May.

1995

  1. Gao, Jiti & Liang, Hua, 1995. "Asymptotic normality of pseudo-LS estimator for partly linear autoregression models," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 27-34, April.
  2. Gao, Jiti, 1995. "The laws of the iterated logarithm of some estimates in partly linear models," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 153-162, November.
  3. Bowden, Roger J & Martin, Vance L, 1995. "International Business Cycles and Financial Integration," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 305-320, May.
  4. Brooks, Robert D & Faff, Robert W, 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, vol. 34(65), pages 180-199, December.
  5. Robert Brooks & Paul Michaelides, 1995. "Autocorrelations, returns and Australian financial futures," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 323-326.
  6. Skeels, Christopher L., 1995. "Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation," Econometric Theory, Cambridge University Press, vol. 11(3), pages 484-497, June.
  7. Skeels, Christopher L., 1995. "Instrumental Variables Estimation in Misspecified Single Equations," Econometric Theory, Cambridge University Press, vol. 11(3), pages 498-529, June.
  8. Skeels, Christopher L. & Taylor, Larry W., 1995. "On a simultaneous equations pre-test estimator," Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August.
  9. Harris, Mark N & Macquarie, Lachlan R, 1995. "A Comparison of Some Introductory and Undergraduate Econometric Textbooks: Review Article," Journal of Economic Surveys, Wiley Blackwell, vol. 9(3), pages 311-324.
  10. Cooper, Russel J & Madan, Dilip B & McLaren, Keith R, 1995. "Approaches to the Solution of Stochastic Intertemporal Consumption Models," Australian Economic Papers, Wiley Blackwell, vol. 34(64), pages 86-103, June.
  11. 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 149-161.

1994

  1. Lim, G C & Martin, Vance L, 1994. "Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991," Australian Economic Papers, Wiley Blackwell, vol. 33(62), pages 75-95, June.
  2. Creedy, John & Martin, Vance L, 1994. "A Model of the Distribution of Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 67-76, February.
  3. Lim, G C & Martin, Vance L, 1994. "A Spectral-Temporal Index with an Application to U.S. Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 81-93, January.
  4. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1994. "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, vol. 2(4), pages 463-479, December.
  5. Koenker, Roger & Machado, José A.F. & Skeels, Christopher L. & Welsh, Alan H., 1994. "Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation," Econometric Theory, Cambridge University Press, vol. 10(1), pages 172-197, March.
  6. Van Hoa, Tran, 1994. "Improved estimates and forecasts of error correction models in economics," Economics Letters, Elsevier, vol. 46(3), pages 195-202, November.
  7. Harvie, Charles & Van Hoa, Tran, 1994. "Terms of trade shocks and macroeconomic adjustment in a resource exporting economy : The case of Australia," Resources Policy, Elsevier, vol. 20(2), pages 101-112, June.
  8. Param Silvapulle & Sisira Jayasuriya, 1994. "Testing For Philippines Rice Market Integration: A Multiple Cointegration Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 45(3), pages 369-380, September.
  9. RUSSEL J. COOPER & KEITH R. McLAREN & PRIYA PARAMESWARAN, 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.
  10. JAMES H. BREECE & KEITH R. McLAREN & CHRISTOPHER W. MURPHY & ALAN A. POWELL, 1994. "Using the Murphy Model to Provide Short‐run Macroeconomic Closure for ORANI," The Economic Record, The Economic Society of Australia, vol. 70(210), pages 292-314, September.
  11. McLaren, Keith R, 1994. "Introductory Statistics/Econometrics: EXECUSTAT Version 3.0 and ET the Econometrics Toolkit Version 3.0," Journal of Economic Surveys, Wiley Blackwell, vol. 8(2), pages 187-196, June.

1993

  1. Creedy, John & Martin, Vance, 1993. "Multiple equilibria and hysteresis in simple exchange models," Economic Modelling, Elsevier, vol. 10(4), pages 339-347, October.
  2. Brooks, Robert D., 1993. "Alternative point-optimal tests for regression coefficient stability," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 365-376.
  3. Inder, Brett, 1993. "Estimating long-run relationships in economics : A comparison of different approaches," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 53-68.
  4. Harvie, Charles & van Hoa, Tran, 1993. "Long-term relationships of major macro-variables in a resource-related economic model of Australia : A cointegration analysis," Energy Economics, Elsevier, vol. 15(4), pages 257-261, October.
  5. Van Hoa, Tran, 1993. "The mixture properties of the 2SHI estimators in linear regression models," Statistics & Probability Letters, Elsevier, vol. 16(2), pages 111-115, January.
  6. 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.
  7. Cooper, Russel J & McLaren, Keith R, 1993. "Approaches to the Solution of Intertemporal Consumer Demand Models," Australian Economic Papers, Wiley Blackwell, vol. 32(60), pages 20-39, June.

1992

  1. Martin, Vance L, 1992. "Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model," Australian Economic Papers, Wiley Blackwell, vol. 31(58), pages 1-19, June.
  2. Bowden, Roger J & Martin, Vance L, 1992. "No, Business Cycles Are Not All Alike: The United States and Australia Compared," Australian Economic Papers, Wiley Blackwell, vol. 31(59), pages 385-398, December.
  3. Van Hoa, Tran, 1992. "Modelling output growth : A new approach," Economics Letters, Elsevier, vol. 38(3), pages 279-284, March.
  4. 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.
  5. 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 652-668, August.

1991

  1. Brooks, Robert D, 1991. "A Social Loss Approach to Testing the Efficiency of Australian Financial Futures," Australian Economic Papers, Wiley Blackwell, vol. 30(57), pages 192-201, December.
  2. 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 329-335, July.

1990

  1. Martin, Vance L, 1990. "Derivation of a Leading Index for the United States Using Kalman Filters," The Review of Economics and Statistics, MIT Press, vol. 72(4), pages 657-663, November.
  2. Inder, Brett A, 1990. "A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 341-354, May.

1989

  1. Horne, Jocelyn & Martin, Vance L, 1989. "Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987," Australian Economic Papers, Wiley Blackwell, vol. 28(53), pages 181-200, December.
  2. Van Hoa, Tran & Ironmonger, D. S., 1989. "Equivalence scales : A household production approach," Economics Letters, Elsevier, vol. 31(4), pages 407-410, December.
  3. Van Hoa, Tran, 1989. "System estimation of generalized working models : A semiparametric approach," Economics Letters, Elsevier, vol. 31(4), pages 363-366, December.
  4. Van Hoa, Tran & Reece, B. F., 1989. "An empirical study of optimal taxation on Australian financial institutions," Economics Letters, Elsevier, vol. 29(2), pages 163-166.

1988

  1. Van Hoa, Tran & Chaturvedi, A., 1988. "The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators," Economics Letters, Elsevier, vol. 28(4), pages 351-355.

1987

  1. Martin, Vance L, 1987. "Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain," Australian Economic Papers, Wiley Blackwell, vol. 26(49), pages 188-196, December.
  2. Van Hoa, Tran, 1987. "Linear errors-in-variables models : Some performance tests on the polynomial IV estimator," Economics Letters, Elsevier, vol. 25(3), pages 263-265.
  3. Van Hoa, Tran, 1987. "The informational gain from Stein and hierarchial Stein estimators," Economics Letters, Elsevier, vol. 23(3), pages 263-267.

1986

  1. Inder, Brett, 1986. "An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables," Econometric Theory, Cambridge University Press, vol. 2(3), pages 413-428, December.
  2. Van Hoa, Tran, 1986. "The heterogeneity of the consumer's preferences over time : A system-wide analysis of discrete panel data," Economics Letters, Elsevier, vol. 20(3), pages 297-300.
  3. Van Hoa, Tran, 1986. "Effects of monetary and fiscal policy on inflation : Some evidence from the J-test," Economics Letters, Elsevier, vol. 22(2-3), pages 187-190.
  4. Van Hoa, Tran, 1986. "Measuring equivalence scales : A new system-wide method," Economics Letters, Elsevier, vol. 20(1), pages 95-99.
  5. Van Hoa, Tran, 1986. "Improved estimators in some linear errors-in-variables models in finite samples," Economics Letters, Elsevier, vol. 20(4), pages 355-358.
  6. Van Hoa, Tran, 1986. "The inadmissibility of the 2SLS estimator in linear structural equations," Economics Letters, Elsevier, vol. 21(4), pages 337-341.
  7. Van Hoa, Tran, 1986. "Improved finite-sample estimators in linear models : Generalized ridge and positive-part Stein," Economics Letters, Elsevier, vol. 22(2-3), pages 241-245.
  8. Van Hoa, Tran, 1986. "Some dominance theorems on the double-k class estimator in linear models," Economics Letters, Elsevier, vol. 22(2-3), pages 237-240.
  9. McLaren, Keith R & Upcher, Mark R, 1986. "Testing Further Restrictions on Portfolio Models," Australian Economic Papers, Wiley Blackwell, vol. 25(47), pages 193-205, December.
  10. 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 667-682, June.

1985

  1. Van Hoa, Tran, 1985. "The quality of consumption : Some Australian evidence," Economics Letters, Elsevier, vol. 19(2), pages 189-192.
  2. Van Hoa, Tran, 1985. "Effects of income distribution on household income," Economics Letters, Elsevier, vol. 18(4), pages 397-399.
  3. Van Hoa, Tran, 1985. "The inadmissibility of the Stein estimator in normal multiple regression equations," Economics Letters, Elsevier, vol. 19(1), pages 39-42.
  4. Van Hoa, Tran, 1985. "A divisia system approach to modelling monetary aggregates," Economics Letters, Elsevier, vol. 17(4), pages 365-368.
  5. Van Hoa, Tran, 1985. "A study of economic and financial flows," Economics Letters, Elsevier, vol. 17(3), pages 253-256.

1984

  1. Inder, B. A., 1984. "Finite-sample power of tests for autocorrelation in models containing lagged dependent variables," Economics Letters, Elsevier, vol. 14(2-3), pages 179-185.
  2. Ironmonger, Duncan & Manning, Ian & Van Hoa, Tran, 1984. "Longitudinal working models : Estimates of household energy consumption in Australia," Energy Economics, Elsevier, vol. 6(1), pages 41-46, January.
  3. Van Hoa, Tran, 1984. "Direct tests of the life-cycle hypothesis using systems of generalized integrable consumption functions," Economics Letters, Elsevier, vol. 15(1-2), pages 181-187.
  4. Van Hoa, Tran, 1984. "Distributional effects of true economic indexes," Economics Letters, Elsevier, vol. 16(1-2), pages 185-189.

1983

  1. Van Hoa, Tran & Ironmonger, D. S. & Manning, I., 1983. "Energy consumption in Australia : Evidence from a generalized working model," Economics Letters, Elsevier, vol. 12(3-4), pages 383-389.
  2. Van Hoa, Tran, 1983. "The integrability of generalized working models," Economics Letters, Elsevier, vol. 13(1), pages 101-104.
  3. Van Hoa, Tran, 1983. "An all-encompassing consumption function : The Australian case," Economics Letters, Elsevier, vol. 13(2-3), pages 237-242.
  4. RUSSEL J. COOPER & KEITH R. McLAREN, 1983. "The Orani‐Macro Interface: An Illustrative Exposition," The Economic Record, The Economic Society of Australia, vol. 59(2), pages 166-179, June.
  5. 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 282-288, May.

1982

  1. Parish, Ross M. & McLaren, Keith Robert, 1982. "Relative Cost-Effectiveness Of Input And Output Subsidies," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 26(1), pages 1-13, April.
  2. McLaren, Keith, 1982. "Estimation of Translog Demand Systems," Australian Economic Papers, Wiley Blackwell, vol. 21(39), pages 392-406, December.

1981

  1. Tran Hoa, 1981. "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(1), pages 110-124, March.
  2. RUSSEL J. COOPER & KEITH R. McLAREN, 1981. "Specification and Estimation of ELES," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 74-79, March.

1980

  1. Cooper, Russel J & McLaren, Keith, 1980. "Inflationary Expectations in Intertemporal Consumer Demand Systems," Australian Economic Papers, Wiley Blackwell, vol. 19(34), pages 193-202, June.
  2. McLaren, Keith R & Cooper, Russel J, 1980. "Intertemporal Duality: Application to the Theory of the Firm," Econometrica, Econometric Society, vol. 48(7), pages 1755-1762, November.
  3. 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.

1979

  1. McLaren, Keith R, 1979. "A Dynamic Model of a Joint Firm-Household," Australian Economic Papers, Wiley Blackwell, vol. 18(33), pages 294-307, December.
  2. 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 183-191, February.

1978

  1. McLaren, Keith R, 1978. "On the Derivation of a Determinate Investment Equation," Australian Economic Papers, Wiley Blackwell, vol. 17(30), pages 177-184, June.

Books

2020

  1. Abdelaaziz Ait Ali & Mohammed Al Doghan & Muhammad Bhatti & Carlos Braga & Uri Dadush & Abdulelah Darandary & Anabel González & Niclas Poitiers, 2020. "How the World Trading System Promotes and Impedes the Diversification of Developing Countries," Research papers & Policy papers 1930, Policy Center for the New South.

2016

  1. Suren Basov & M. Ishaq Bhatti, 2016. "Islamic Finance in the Light of Modern Economic Theory," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-28662-8, December.

2013

  1. Martin,Vance & Hurn,Stan & Harris,David, 2013. "Econometric Modelling with Time Series," Cambridge Books, Cambridge University Press, number 9780521196604.

2011

  1. Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011. "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, number 9780199739837, Decembrie.

2008

  1. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Developments in Islamic Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-0-230-58230-9, December.
  2. Tran Van Hoa & Charles Harvie (ed.), 2008. "Regional Trade Agreements in Asia," Books, Edward Elgar Publishing, number 12577.

2007

  1. Hielke Buddelmeyer & John Creedy & Guyonne Kalb, 2007. "Tax Policy Design and Behavioural Microsimulation Modelling," Books, Edward Elgar Publishing, number 4235.

2006

  1. John Creedy & Guyonne Kalb, 2006. "Labour Supply and Microsimulation," Books, Edward Elgar Publishing, number 4236.

2003

  1. Tran Van Hoa (ed.), 2003. "Competition Policy and Global Competitiveness in Major Asian Economies," Books, Edward Elgar Publishing, number 2814.

2002

  1. John Creedy & Alan S. Duncan & Mark Harris & Rosanna Scutella, 2002. "Microsimulation Modelling of Taxation and the Labour Market," Books, Edward Elgar Publishing, number 2796.
  2. Tran Van Hoa (ed.), 2002. "Economic Crisis Management," Books, Edward Elgar Publishing, number 2412.

2001

  1. Tran Van Hoa (ed.), 2001. "The Asia Recovery," Books, Edward Elgar Publishing, number 2211.

2000

  1. Tran Van Hoa (ed.), 2000. "China’s Trade and Investment after the Asia Crisis," Books, Edward Elgar Publishing, number 2010.

1997

  1. John Creedy & Vance L. Martin (ed.), 1997. "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314.

1994

  1. John Creedy & Vance L. Martin (ed.), 1994. "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116.

Chapters

2024

  1. László Balázsi & Maurice J. G. Bun & Felix Chan & Mark N. Harris, 2024. "Models with Endogenous Regressors," Advanced Studies in Theoretical and Applied Econometrics, in: Laszlo Matyas (ed.), The Econometrics of Multi-dimensional Panels, edition 2, chapter 0, pages 133-169, Springer.
  2. Maurice J. G. Bun & Felix Chan & Mark N. Harris & Wei Ern (Ben) Yeo, 2024. "Dynamic Models and Reciprocity," Advanced Studies in Theoretical and Applied Econometrics, in: Laszlo Matyas (ed.), The Econometrics of Multi-dimensional Panels, edition 2, chapter 0, pages 171-195, Springer.

2023

  1. Ying Zhou & Hsein Kew & Jiti Gao, 2023. "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 349-365, Emerald Group Publishing Limited.

2022

  1. Felix Chan & Mark N. Harris & Ranjodh B. Singh & Wei (Ben) Ern Yeo, 2022. "Nonlinear Econometric Models with Machine Learning," Advanced Studies in Theoretical and Applied Econometrics, in: Felix Chan & László Mátyás (ed.), Econometrics with Machine Learning, chapter 0, pages 41-78, Springer.

2021

  1. Hirofumi Fukuyama & Don U. A. Galagedera, 2021. "Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds," International Series in Operations Research & Management Science, in: Joe Zhu & Vincent Charles (ed.), Data-Enabled Analytics, pages 263-297, Springer.

2020

  1. Ming Kong & Jiti Gao & Xueyan Zhao, 2020. "The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 191-216, Emerald Group Publishing Limited.
  2. Wing-Choong Lai & Kim-Leng Goh, 2020. "Copulas and Tail Dependence in Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 73, pages 2499-2524, World Scientific Publishing Co. Pte. Ltd..

2016

  1. I. M. Premachandra & Joe Zhu & John Watson & Don U. A. Galagedera, 2016. "Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach," International Series in Operations Research & Management Science, in: Joe Zhu (ed.), Data Envelopment Analysis, chapter 0, pages 165-228, Springer.

2015

  1. Emawtee Bissoondoyal-Bheenick & Robert Brooks, 2015. "Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 13, pages 231-252, Palgrave Macmillan.

2014

  1. Jiti Gao & Maxwell King, 2014. "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 151-202, Emerald Group Publishing Limited.

2013

  1. Vance L. Martin & Chris J. Paterson & Heikki Nikali & Qiubang Li, 2013. "Dynamic letter volume models: how does an economic downturn affect substitution propensities?," Chapters, in: Michael A. Crew & Paul R. Kleindorfer (ed.), Reforming the Postal Sector in the Face of Electronic Competition, chapter 12, pages 163-178, Edward Elgar Publishing.

2012

  1. Vance L. Martin & Chris Paterson & Jessie Xiaokang Wang, 2012. "Forecasting Letter Volumes: Augmenting Econometric Baseline Projections," Chapters, in: Michael A. Crew & Paul R. Kleindorfer (ed.), Multi-Modal Competition and the Future of Mail, chapter 5, Edward Elgar Publishing.
  2. Khuram Shahzad Bukhari & M.Ishaq Bhatti & Hayat Muhammad Awan & Amna Wahid, 2012. "Strengthening the 'Social' in Sustainable Development: Finding the Impact of Social Sustainability in Business Performance of Hospitality Sector of Pakistan," Chapters, in: Zlatan Delic (ed.), Globalization and Responsibility, IntechOpen.

2011

  1. Javed Iqbal & Robert D. Brooks & Don U. A. Galagedera, 2011. "Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 6, pages 154-175, Palgrave Macmillan.
  2. Ross Booth & Robert Brooks, 2011. "Violence in the Australian Football League: Good or Bad?," Sports Economics, Management, and Policy, in: R. Todd Jewell (ed.), Violence and Aggression in Sporting Contests, edition 1, chapter 0, pages 133-151, Springer.
  3. Ishaq Bhatti & Maria Bhatti, 2011. "Development of Legal Issues of Corporate Governance for Islamic Banking," Chapters, in: Mohamed Ariff & Munawar Iqbal (ed.), The Foundations of Islamic Banking, chapter 6, Edward Elgar Publishing.

2010

  1. Guyonne Kalb, 2010. "Modelling Labour Supply Responses in Australia and New Zealand," Chapters, in: Iris Claus & Norman Gemmell & Michelle Harding & David White (ed.), Tax Reform in Open Economies, chapter 8, Edward Elgar Publishing.
  2. Avninder Gill & M. Ishaq Bhatti, 2010. "Supply Chain Management," World Scientific Book Chapters, in: Angappa Gunasekaran & Maqsood Sandhu (ed.), Handbook On Business Information Systems, chapter 28, pages 675-697, World Scientific Publishing Co. Pte. Ltd..

2008

  1. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
  2. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 1, pages 1-6, Palgrave Macmillan.
  3. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Summary and Conclusions," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 10, pages 200-206, Palgrave Macmillan.
  4. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Islamic Economics: Divine Vision of Distributive Justice," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 2, pages 7-37, Palgrave Macmillan.
  5. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Islamic Banking and Finance Movement Worldwide: Performance and Prospects," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 3, pages 38-76, Palgrave Macmillan.
  6. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Conceptual Developments in Islamic Banking and Finance in Pakistan (1977–1980)," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 4, pages 77-105, Palgrave Macmillan.
  7. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Islamic Banking and Finance Practice in Pakistan (1981–1991)," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 5, pages 106-125, Palgrave Macmillan.
  8. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "The 1991 Federal Shariat Court (FSC) Judgement on Riba (Interest) and Islamic Banking and Finance Practice in Pakistan," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 6, pages 126-134, Palgrave Macmillan.
  9. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "Efforts to Revive Islamic Banking and Finance in Pakistan (1992–1998)," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 7, pages 135-157, Palgrave Macmillan.
  10. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "The Impact of the Supreme Court Judgements of 1999 and 2002 on Riba (Interest) on the IBF Movement in Pakistan (1999–2007)," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 8, pages 158-180, Palgrave Macmillan.
  11. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008. "The Causes of the Failure of Islamic Banking and Finance in Pakistan," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Developments in Islamic Banking, chapter 9, pages 181-199, Palgrave Macmillan.

2007

  1. William Dimovski & Robert Brooks, 2007. "Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 11, pages 215-225, World Scientific Publishing Co. Pte. Ltd..

2006

  1. Mark N. Harris & KamKi Tang & Yi-Ping Tseng, 2006. "Employee Turnover: Less is Not Necessarily More?," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 327-349, Emerald Group Publishing Limited.

2004

  1. John Creedy & Guyonne Kalb & Rosanna Scutella, 2004. "Evaluating The Income Redistribution Effects Of Tax Reforms In Discrete Hours Models," Research on Economic Inequality, in: Studies on Economic Well-Being: Essays in the Honor of John P. Formby, pages 201-228, Emerald Group Publishing Limited.

2001

  1. Tran Van Hoa, 2001. "The Asia recovery and sustainable development and growth: an overview," Chapters, in: Tran Van Hoa (ed.), The Asia Recovery, chapter 2, Edward Elgar Publishing.
  2. Tran Van Hoa, 2001. "The Asia Recovery," Chapters, in: Tran Van Hoa (ed.), The Asia Recovery, chapter 1, Edward Elgar Publishing.
  3. Tran Van Hoa, 2001. "Malaysia's recovery: issues in economic management, trade policy, knowledge-based industries and globalization," Chapters, in: Tran Van Hoa (ed.), The Asia Recovery, chapter 5, Edward Elgar Publishing.
  4. Tran Van Hoa, 2001. "The Asia recovery: the road and obstacles ahead," Chapters, in: Tran Van Hoa (ed.), The Asia Recovery, chapter 11, Edward Elgar Publishing.

Software components

2017

  1. Ho Fai Chan & Brenda Gannon & David Harris & Mark Harris, 2017. "THSEARCH: Stata module to evaluate threshold search model for non-linear models based on information criterion," Statistical Software Components S458390, Boston College Department of Economics.

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