Advanced Search
MyIDEAS: Login to follow this author

Keith Robert McLaren

Contents:

This is information that was supplied by Keith McLaren in registering through RePEc. If you are Keith Robert McLaren , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Keith
Middle Name: Robert
Last Name: McLaren
Suffix:

RePEc Short-ID: pmc108

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

Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University
Location: Melbourne, Australia
Homepage: http://www.buseco.monash.edu.au/ebs/
Email:
Phone: 03 990 52372
Fax: 03 990 55474
Postal: Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
Handle: RePEc:edi:dxmonau (more details at EDIRC)

Works

as in new window

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007. "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers 818, University of Tasmania, School of Economics and Finance.
  10. Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004. "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings 152, Econometric Society.
  11. Agbola, Frank W. & Maitra, Pushkar & McLaren, Keith Robert, 2003. "On The Estimation Of Demand Systems With Large Number Of Goods: An Application To South Africa Household Food Demand," 2003 Annual Conference, October 2-3, 2003, Pretoria, South Africa 19097, Agricultural Economic Association of South Africa (AEASA).
  12. 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," 2002 Conference (46th), February 13-15, 2002, Canberra 125047, Australian Agricultural and Resource Economics Society.
  13. 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.
  14. 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.
  15. 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, Victoria University, Centre of Policy Studies/IMPACT Centre.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. K.R McLaren, 1969. "Equations for Gross Business Fixed Investment," RBA Research Discussion Papers rdp06, Reserve Bank of Australia.

Articles

  1. H. Kim & Keith McLaren & K. Wong, 2013. "Empirical demand systems incorporating intertemporal consumption dynamics," Empirical Economics, Springer, vol. 45(1), pages 349-370, August.
  2. 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.
  3. 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.
  4. McLaren, Keith R. & 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), November.
  5. 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.
  6. 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.
  7. Jane Fry & Tim Fry & Keith McLaren & Tanya Smith, 2001. "Modelling zeroes in microdata," Applied Economics, Taylor & Francis Journals, vol. 33(3), pages 383-392.
  8. 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.
  9. 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.
  10. 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.
  11. McLaren, Keith R., 1996. "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, vol. 53(2), pages 115-121, November.
  12. 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.
  13. 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.
  14. 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.
  15. Breece, James H, et al, 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.
  16. 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 187-96, June.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. McLaren, Keith, 1982. "Estimation of Translog Demand Systems," Australian Economic Papers, Wiley Blackwell, vol. 21(39), pages 392-406, December.
  24. 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(01), April.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. McLaren, Keith R, 1979. "A Dynamic Model of a Joint Firm-Household," Australian Economic Papers, Wiley Blackwell, vol. 18(33), pages 294-307, December.
  31. McLaren, Keith R, 1978. "On the Derivation of a Determinate Investment Equation," Australian Economic Papers, Wiley Blackwell, vol. 17(30), pages 177-84, June.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2008-11-18 2014-02-21
  2. NEP-CFN: Corporate Finance (1) 2003-01-27
  3. NEP-CMP: Computational Economics (1) 2003-01-27
  4. NEP-ECM: Econometrics (2) 2007-05-12 2009-05-16
  5. NEP-FIN: Finance (1) 2003-01-27
  6. NEP-FMK: Financial Markets (1) 2003-01-27
  7. NEP-RMG: Risk Management (1) 2003-01-27
  8. NEP-UPT: Utility Models & Prospect Theory (4) 2007-05-12 2009-03-22 2014-02-21 2014-02-21. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Keith McLaren should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.