Information about:
Keith Robert McLaren

Other registered authors

Email:
Homepage: http://www-personal.buseco.monash.edu.au/~keithmcl/
Postal Address:
Phone:

Affiliation

• Department of Econometrics and Business Statistics
  Faculty of Business and Economics
  Monash University

  Location: Clayton, Australia
  Homepage: http://www.buseco.monash.edu.au/Depts/EBS/
  Email:
  Phone: 03 990 52372
  Fax: 03 990 55474
  Postal: Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
  Handle: RePEc:edi:dxmonau (registered authors at this institution)

Working papers

1. Keith R. McLaren & K.K. Gary Wong, 2007. "Effective global regularity and empirical modeling of direct, inverse and mixed demand systems," Monash Econometrics and Business Statistics Working Papers 2/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

2. Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007. "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers 818, University of Tasmania, Department of Economics and Finance. [Downloadable!]

3. Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004. "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings 152, Econometric Society.

4. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

5. Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen T.Rimmer, 2002. "Cobb-Douglas Utility - Eventually!," Centre of Policy Studies/IMPACT Centre Working Papers ip-80, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
   Other versions:
   • Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer, 2002. "Cobb-Douglas Utility - Eventually!," Monash Econometrics and Business Statistics Working Papers 12/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

6. Robert E.J. Hibbard & Rob Brown & Keith R. McLaren, 2002. "Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence," Monash Econometrics and Business Statistics Working Papers 13/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

7. Grose, S. & McLaren, K., 2000. "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers 2/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

8. Grose, S. & McLaren, K., 2000. "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers 1/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

9. Jane M. Fry & Tim R.L. Fry & Keith R. McLaren, 1996. "Compositional Data Analysis and Zeros in Micro Data," Centre of Policy Studies/IMPACT Centre Working Papers g-120, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
   Published as:
   • Fry, Jane M & Fry, Tim R L & McLaren, Keith R, 2000. "Compositional Data Analysis and Zeros in Micro Data," Applied Economics, Taylor and Francis Journals, vol. 32(8), pages 953-59, June. [Downloadable!] (restricted)

10. 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.

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

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

1. K. K. Gary Wong & Keith R. McLaren, 2005. "Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 87(4), pages 823-834, November. [Downloadable!] (restricted)

2. Cooper, Russel J. & McLaren, Keith R. & Wong, Gary K. K., 2001. "On the empirical exploitation of consumers' profit functions in static analyses," Economics Letters, Elsevier, vol. 72(2), pages 181-187, August. [Downloadable!] (restricted)

3. Fry, Jane M & Fry, Tim R L & McLaren, Keith R, 2000. "Compositional Data Analysis and Zeros in Micro Data," Applied Economics, Taylor and Francis Journals, vol. 32(8), pages 953-59, June. [Downloadable!] (restricted)
   Other versions:
   • Jane M. Fry & Tim R.L. Fry & Keith R. McLaren, 1996. "Compositional Data Analysis and Zeros in Micro Data," Centre of Policy Studies/IMPACT Centre Working Papers g-120, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]

4. McLaren, Keith R., 1996. "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, vol. 53(2), pages 115-121, November. [Downloadable!] (restricted)

5. Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R., 1996. "The stochastic specification of demand share equations: Restricting budget shares to the unit simplex," Journal of Econometrics, Elsevier, vol. 73(2), pages 377-385, August. [Downloadable!] (restricted)

6. Cooper, Russel J & McLaren, Keith R, 1996. "A System of Demand Equations Satisfying Effectively Global Regularity Conditions," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 359-64, May. [Downloadable!] (restricted)

7. McLaren, Keith R & Fry, Jane M & Fry, Tim R L, 1995. "A Simple Nested Test of the Almost Ideal Demand System," Empirical Economics, Springer, vol. 20(1), pages 149-61.

8. Cooper, Russel J & Madan, Dilip B & McLaren, Keith R, 1995. "Approaches to the Solution of Stochastic Intertemporal Consumption Models," Australian Economic Papers, Blackwell Publishing, vol. 34(64), pages 86-103, June.

9. Cooper, Russel J & McLaren, Keith R & Parameswaran, Priya, 1994. "A System of Demand Equations Satisfying Effectively Global Curvature Conditions," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 26-35, March.

10. McLaren, Keith R, 1994. " Introductory Statistics/Econometrics: EXECUSTAT Version 3.0 and ET the Econometrics Toolkit Version 3.0," Journal of Economic Surveys, Blackwell Publishing, vol. 8(2), pages 187-96, June.

11. Cooper, Russel J & McLaren, Keith R, 1993. "Approaches to the Solution of Intertemporal Consumer Demand Models," Australian Economic Papers, Blackwell Publishing, vol. 32(60), pages 20-39, June.

12. Russel J. Cooper & Keith R. McLaren, 1992. "An Empirically Oriented Demand System with Improved Regularity Properties," Canadian Journal of Economics, Canadian Economics Association, vol. 25(3), pages 652-68, August. [Downloadable!] (restricted)

13. Keith Mclaren, 1990. "A variant on the argument for the invariance of estimators in a singular system of equations," Econometric Reviews, Taylor and Francis Journals, vol. 9(1), pages 91-102. [Downloadable!] (restricted)

14. McLaren, Keith R & Upcher, Mark R, 1986. "Testing Further Restrictions on Portfolio Models," Australian Economic Papers, Blackwell Publishing, vol. 25(47), pages 193-205, December.

15. Dowell, Richard S & McLaren, Keith R, 1986. "An Intertemporal Analysis of the Interdependence between Risk Preference, Retirement, and Work Rate Decisions," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 667-82, June. [Downloadable!] (restricted)

16. Cooper, Russel J & McLaren, Keith R, 1983. "The ORANI-MACRO Interface: An Illustrative Exposition," The Economic Record, The Economic Society of Australia, vol. 59(165), pages 166-79, June.

17. Cooper, Russel J & McLaren, Keith R, 1983. "Modelling Price Expectations in Intertemporal Consumer Demand Systems: Theory and Application," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 282-88, May. [Downloadable!] (restricted)

18. McLaren, Keith, 1982. "Estimation of Translog Demand Systems," Australian Economic Papers, Blackwell Publishing, vol. 21(39), pages 392-406, December.

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

20. Cooper, Russel J & McLaren, Keith, 1980. "Inflationary Expectations in Intertemporal Consumer Demand Systems," Australian Economic Papers, Blackwell Publishing, vol. 19(34), pages 193-202, June.

21. Cooper, Russel J & McLaren, Keith R, 1980. "Atemporal, Temporal and Intertemporal Duality in Consumer Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(3), pages 599-609, October. [Downloadable!] (restricted)

22. McLaren, Keith R & Cooper, Russel J, 1980. "Intertemporal Duality: Application to the Theory of the Firm," Econometrica, Econometric Society, vol. 48(7), pages 1755-62, November. [Downloadable!] (restricted)

23. McLaren, Keith R, 1979. "A Dynamic Model of a Joint Firm-Household," Australian Economic Papers, Blackwell Publishing, vol. 18(33), pages 294-307, December.

24. McLaren, Keith R, 1979. "The Optimality of Rational Distributed Lags," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 183-91, February. [Downloadable!] (restricted)

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

1. NEP-CFN: Corporate Finance (1) 2003-01-27
2. NEP-CMP: Computational Economics (1) 2003-01-27
3. NEP-ECM: Econometrics (1) 2007-05-12
4. NEP-FIN: Finance (1) 2003-01-27
5. NEP-FMK: Financial Markets (1) 2003-01-27
6. NEP-RMG: Risk Management (1) 2003-01-27
7. NEP-UPT: Utility Models & Prospect Theory (1) 2007-05-12

This page was last updated on 2008-7-25.