Monash University, Department of Econometrics and Business Statistics

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Web: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/
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Series handle: repec:msh:ebswps

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1997

• 7/97 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence
  by Matyas, L. & Konya, L. & Macquarie, L.
• 6/97 Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
  by Smith, M. & Naik, N.Y.
• 5/97 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
  by Martin, G.M.
• 4/97 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
  by Martin, G.M. & Martin, V.L.
• 3/97 Bayesian Arbitrage Threshold Analysis
  by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.
• 2/97 Strike Data with a Crisis Point
  by Lieberman, O.
• 1/97 Modelling Export Activity in a Multicountry Economic Area : The APEC Case
  by Matyas, L. & Konya, L. & Harris, M.N.

• 20/96 Aggregation and Cointegration
  by Korosi, G. & Longmire, R. & Matyas, L.
• 19/96 Additive Nonparametric Regression with Autocorrelated Errors
  by Smith, M. & Wong, C.M. & Kohn, R.
• 18/96 Improved Small Sample Midel selection Procedures
  by King, M.L. & Forbes, C.S. & Morgan, A.
• 17/96 A Logit Model of Laudry Detergent Brand Choice in Melbourne
  by Fry, T.R.L. & Longmire, R.
• 15/96 Computers and Productivity in France: Some Evidence
  by Greenman, N. & Mairesse, J.
• 14/96 Growth Convergence: Some Panel Data Evidence
  by Lee, M. & Longmire, R. & Matyas, L. & Harris, M.
• 13/96 Estimating Daily Volatility from Intraday Data
  by Bollen, B. & Kofman, P.
• 12/96 Cointegration Analysis of Purchasing Power Parity in a Small Country Context
  by Ravindiran, T.
• 11/96 Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals
  by Snyder, R.D. & Grose, S.
• 10/96 A Test to Compare two Related Stationary Time Series
  by Maharaj, A. & Inder, B.
• 9/96 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
  by Harris, M.N. & Longmire, R.J. & Matyas, L.
• 8/96 A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information
  by Atukorala, R. & King, M.L.
• 7/96 Testing for Serial Correlation in the of Dynamic Heteroscedasticity
  by Silvapulle, P. & Evans, M.
• 6/96 Estimation of Regression Disturbances Based on Minimum Message Length
  by Laskar, M.R. & King, M.L.
• 5/96 Using the EM Algorithm with Complete, but Scrambled, data
  by Kalb, G.
• 4/96 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models
  by Harris, M.N. & Matyas, L.
• 3/96 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations
  by Hao, K.
• 2/96 Principal Components Analysis of Cointegrated Time Series
  by Harris, D.
• 1/96 Trends, Lead Times and Forecasting
  by Saligari, G.R. & Snyder, R.D.

• 20/95 Interaction Between the London and New-York Stock Market During Common Trading Hours
  by Kofman, P. & Martens, M.
• 19/95 Homogeneity of Variance Test for the Comparison of Two or More Spectra
  by Maharaj, E.A. & Singh, N. & Inder, B.A.
• 18/95 A Modified Fluctuation Test for Structural Change
  by Hao, K. & Inder, B.
• 17/95 Fractional Cointegration: A Bayesian Aproach
  by Martin, G.
• 16/95 Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo
  by Martin, G.
• 15/95 A Small Sample Variable Selection Procedure
  by Forbes, C.S. & King, M.L. & Morgan, A.
• 14/95 A Threshold Error Correction Model for Intraday Futures and Index Returns
  by Martens, M. & Kofman, P. & Vorst, T.C.F.
• 13/95 From Dornbush to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model
  by Powell, A.A.
• 12/95 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances
  by Ara, I. & King, M.L.
• 11/95 Mixtures of Tails in Clustered Automobile Claims
  by Kalb, G.R.J. & Kofman, P. & Vorst, T.C.F.
• 10/95 Misspecified Heterogeneity in Panel Data Models
  by Pierre Blanchard & Laszlo Matyas
• 9/95 The INITB Macros User's Guide: A Macro Collection to Write Books Using TEX
  by Gabor Korosi & Laszlo Matyas
• 8/95 A Computer Simulation of the Spread of Hepatitis C
  by Mather, D.
• 7/95 Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors
  by Wu, P. & King, M.L.
• 6/95 The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors
  by King, M.L. & Harris, D.C.
• 5/95 Inventory Control: Back to the Molehills
  by Snyder, R.D.
• 4/95 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
  by Ord, J.K. & Koehler, A. & Snyder, R.D.
• 3/95 A Parsimonious Autocorrelation Correction for Singular Demand Systems
  by Keith R. McLaren
• 2/95 The Size and Power Properties of Combining Choice Set Participation Tests for the IIA Property in the Logit Model
  by Robert D. Brooks & Tim R.L. Fry & Mark N. Harris
• 1/95 Combining Choice Set Partition Tests for the Independence of Irrelevant Alternatives Property: Size Properties in the Four Alternatives Setting
  by Robert D. Brooks & Tim R.L. Fry & Mark N. Harris

• 1994-20 Advertising Wearout in the Transport Accident Commission Road Safety Compaigns
  by Fry, T.R.L.
• 1994-19 A Diagnostic Test for Structural Change in Cointegrated Regression Models
  by Hao, K. & Inder, B.
• 1994-18 A Significance Test for Classifying ARMA Models
  by Maharaj, E.A.
• 1994-17 A Comparative Study of Introductory and Undergraduate Econometric Textbooks
  by Harris, M.N. & Macquarie, L.R.
• 1994-16 Volatility Patterns and Spillovers in Bund Futures
  by Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B.
• 1994-15 Improved Estimation Procedures for Nonlinear Panel Data Models
  by Lieberman, O. & Matyas, L.
• 1994-7 BURR Distribution Tables for Approximating p-Values and Critical Values by Matching Skewness and Kurtosis
  by Evans, M. & Grose, S.
• 1994-6 One Sided Hypothesis Testing in Econometrics: A Survey
  by Wu, P.X. & King, M.L.
• 1994-5 Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications
  by Brooks, R.D. & King, M.L.
• 1994-4 A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation
  by Rahman, S. & King, M.L.
• 1994-3 Robustness of Tests for Error Component Models to Nonnormality
  by Blanchard, P. & Matyas, L.
• 1994-2 Testing for Independence or Irrelevent Alternatives: Some Empirical Results
  by Fry, T.R.L. & Harris, M.N.
• 1994-1 Bayesian Statistical Variable Selection: A Review
  by Scipione, C.M.

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This page was last updated on 2008-8-13.