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Monash University, Department of Econometrics and Business Statistics Monash Econometrics and Business Statistics Working Papers Contact information of
Monash University, Department of Econometrics and Business Statistics: http://www.buseco.monash.edu.au/depts/ebs/ More information through EDIRC
Order information: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/ Editor:
For technical questions regarding this series, please contact
(Simone Grose) Series handle: repec:msh:ebswps
More pages of listings: 0 |1 2008
2007 2006 2005 2004 2003 2002 2001 11/2001 Prediction Intervals for Exponential Smoothing State Space Models by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D. [Downloadable!]
10/2001 Using R to Teach Econometrics by Racine, J & Hyndman, R.J. [Downloadable!]
9/2001 The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity by Issler, J.V. & Vahid, F. [Downloadable!]
8/2001 Strategy Similarity and Coordination by Vahid, F. & Sarin, R. [Downloadable!]
7/2001 Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models by Athanasopoulos, G. & Anderson, H.M. & Vahid, F. [Downloadable!]
6/2001 Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease by Hyndman, R.J. & Erbas, B. [Downloadable!]
5/2001 Unmasking the Theta Method by Hyndman, R.J. & Billah, B. [Downloadable!]
4/2001 On the Nature and Role of Hypothesis Tests by McLean, A. [Downloadable!]
3/2001 Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices by Anderson, H.M. & Vahid, F. [Downloadable!]
2/2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study by Vahid, F. & Issler, J.V. [Downloadable!]
1/2001 Comparison of Non-Stationary Time Series in the Frequency Domain by Maharaj, E.A. [Downloadable!]
2000 11/2000 Mixed Model-Based Hazard Estimation by Cai, T. & Hyndman, R.J. & Wand, M.P. [Downloadable!]
10/2000 A structural Time Series Model with Markov Switching by Shami, R.G. & Forbes, C.S. [Downloadable!]
9/2000 A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S. [Downloadable!]
8/2000 Are Casual Jobs a Freeway to Permanent Employment? by Chalmers, J. & Kalb, G. [Downloadable!]
7/2000 Bayesian Exponential Smoothing by Forbes, C.S. & Snyder, R.D. & Shami, R.S. [Downloadable!]
6/2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model by Strachan, R. [Downloadable!]
5/2000 Implicit Bayesian Inference Using Option Prices by Martin, G.M. & Forbes, C.S. & Martin, V.L. [Downloadable!]
4/2000 Bayesian Soft Target Zones by Forbes, C.S. & Kofman, P. [Downloadable!]
3/2000 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models by Anderson, H.M. & Vahid, F. [Downloadable!]
2/2000 An EM Algorithm for Modelling Variably-Aggregated Demand by Grose, S. & McLaren, K. [Downloadable!]
1/2000 Estimating Demand with Varied Levels of Aggregation by Grose, S. & McLaren, K. [Downloadable!]
1999 14/99 Understanding the Kalman Filter: an Object Oriented Programming Perspective by Snyder, R.D. & Forbes, C.S. [Downloadable!]
13/99 Bayesian Trace Statistics for the Reduced Rank Regression Model by Strachan, R.W. & Inder, B. [Downloadable!]
12/99 Predicting how People Play Games: a Simple Dynamic Model of Choice by Sarin, R. & Vahid, F. [Downloadable!]
11/99 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap by Maharaj, E.A. [Downloadable!]
10/99 Forecasting for Inventory Control with Exponential Smoothing by Snyder, R.D. & Koehler, A. & Ord, K. [Downloadable!]
9/99 Forecasting Time Series from Clusters by Marahaj, E.A. & Inder, B. [Downloadable!]
8/99 Does International Trade Synchronize Business Cycles? by Anderson, H.M. & Kwark, N.-S. & Vahid, F. [Downloadable!]
7/99 Forecasting Sales of Slow and Fast Moving Inventories by Snyder, R. [Downloadable!]
6/99 Estimating Advertising Half-Life and the Data Interval Bias by Fry, T.R.L. & Broadbent, S. & Dixon, J.M. [Downloadable!]
5/99 Inter-Regional Migration in Australia: an Applied Economic Analysis by Fry, J. & Fry, T.R.L. & Peter, M.W. [Downloadable!]
4/99 The Predictive Approach to Teaching Statistics by McLean, A. [Downloadable!]
3/99 School-leavers' Transition to Tertiary Study: a Literature Review by Evans, M. [Downloadable!]
2/99 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall by Hyndman, R.J. & Grunwald, G.K. [Downloadable!]
1/99 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method by Koehler, A.B. & Snyder, R.D. & Ord, J.K. [Downloadable!]
1998 18/98 Institutional Characteristics and the Relationship Between Student's Last-Year University and Final-Year Secondary School Academic Performance by Evans, M. & Farley, A. [Downloadable!]
17/98 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions by Hyndman, R.J. & Yao, Q. [Downloadable!]
16/98 Bandwidth Selection for Kernel Conditional Density Estimation by Bashtannyk, D.M. & Hyndman, R.J.
15/98 Model Selection when a Key Parameter Is Constrained to Be in an Interval by Hossain, M.Z. & King, M.L.
14/98 Testing Convergence in Economic Growth for OECD Countries by Nahar, S. & Inder, B.
13/98 Lead Time demand for Simple Exponential Smoothing by Snyder, R.D. & Koehler, A.B. & Ord, J.K.
12/98 Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression by Fraccaro, R. & Hyndman, R. & Veevers, A.
11/98 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions by Lasker, M.R. & King, M.L.
10/98 A General Volatility Framework and the Generalised Historical Volatility Estimator by Bollen, B. & Inder, B.
9/98 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions by Strachan, R.W.
8/98 A New Approach to Model GNP Functions: An Application of Non-Separable Two-Stage Technologies by Wong, G.K.K.
7/98 Nonparametric Seemingly Unrelated Regression by Smith, M. & Kohn, R.
6/98 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions by Laskar, M.R. & King, M.L.
5/98 Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model by Laskar, M.R. & King, M.L.
4/98 A Comparison of Alternative Estimators for Binary Panel Probit Models by Harris, M.N. & Macquarie, L.R. & Siouclis, A.J.
3/98 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations by Shami, R.G. & Snyder, R.D.
2/98 Estimating Long-Term Trends in Tropospheric Ozone Levels by Smith, M. & Yau, P. & Shively, T. & Kohn, R.
1/98 U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks by Martin, G.M.
1997 14/97 Bayesian Approaches to Segmenting A Simple Time Series by Oliver, J.J. & Forbes, C.S.
13/97 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data by Smith, M. & Mathur, S.K. & Kohn, R.
12/97 The Comparison of two or more Stationary Time Series by Maharaj, A.
11/97 Comparison and Classification of Stationary Multivariate Time Series by Maharaj, A.
10/97 Exponential Smoothing of Seasonal Data: A Comparison by Shami, R.G. & Snyder, R.D.
9/97 Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition by Snyder, R. & Inder, B.
8/97 Prediction Intervals for Arima Models by Snyder, R.D. & Ord, J.K. & Koehler, A.B.
7/97 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence by Matyas, L. & Konya, L. & Macquarie, L.
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This page was last updated on 2008-7-16.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .