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Publications

by members of

Monash University → Monash Business School → Department of Econometrics and Business Statistics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Jiti Gao & Fei Liu & Bin Peng, 2026, "Inference for High-Dimensional Local Projection," Papers, arXiv.org, number 2602.10415, Feb.
  2. Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2026, "Identification, Estimation and Inference Based on Structural Error Projection," Papers, arXiv.org, number 2607.05699, Jul, revised Jul 2026.
  3. Rob J. Hyndman & David T. Frazier, 2026, "Anomaly Detection Using Surprisals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/26.
  4. Lucas D. Konrad & Nikolas Kuschnig, 2026, "Finding Most Influential Sets," Papers, arXiv.org, number 2606.05919, Jun, revised Jun 2026.
  5. Rami V. Tabri, 2026, "Ordinal Distributional Change and Conservative Transition Benchmarks: Measurement, Identification, and Inference," Papers, arXiv.org, number 2604.12611, Apr, revised Aug 2026.
  6. Yun Young Gwak & James Morley & Benjamin Wong, 2026, "Unpacking Global Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-64, Aug.
  7. Gilliane De Gorostiza-Roudnitski & Benjamin Wong, 2026, "Real GDP Growth Predictability and Implications for Estimating Australia's Output Gap," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-67, Aug.
  8. Tino Berger & Benjamin Wong, 2026, "Information Sets and Output Gap Estimates from Beveridge-Nelson and Unobserved Components Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-73, Aug.

2025

  1. Bailey, N. & Ditzen, J. & Holly, S., 2025, "My neighbour's neighbour is not my neighbour: Instrumentation and causality in spatial models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2501, Jan.
  2. Ando, Tomohiro & Bailey, Natalia & Rambaldi, Alicia & Shukla, Jyoti & Tirumala, Raghu & Tiwari, Piyush, 2025, "Towards sustainable housing market: A simple distributional analysis of Australia," MPRA Paper, University Library of Munich, Germany, number 126530, Oct.
  3. Acerenza, Santiago & Wich, Hannah & Bartalotti, Otavio & Kreider, Brent, 2025, "The Effect of SNAP Participation on Mental Health: Using Marginal Effects to Bound Average Effects," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 360893, DOI: 10.22004/ag.econ.360893.
  4. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2025, "Panel Data Estimation and Inference: Homogeneity versus Heterogeneity," Papers, arXiv.org, number 2502.03019, Feb, revised Jul 2025.
  5. Yuying Sun & Feng Chen & Jiti Gao, 2025, "Model Averaging for Time-Varying Vector Autoregressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/25.
  6. Li Chen & Jiti Gao & Farshid Vahid, 2025, "Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/25.
  7. Hasan Fallahgoul & Jiti Gao, 2025, "Estimation and Inference based on Summary Statistics for State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/25.
  8. Boyao Wu & Jiti Gao & Deshui Yu, 2025, "Time-Varying Generalized Network Autoregressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/25.
  9. Lucas D. Konrad & Nikolas Kuschnig, 2025, "Testing Most Influential Sets," Papers, arXiv.org, number 2510.20372, Oct, revised Jun 2026.
  10. Lukas Vashold & Gustav Pirich & Maximilian Heinze & Nikolas Kuschnig, 2025, "Downstream Impacts of Mines On Agriculture in Africa," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/25.
  11. Akanksha Negi & Didier Nibbering, 2025, "Identification of dynamic treatment effects when treatment histories are partially observed," Papers, arXiv.org, number 2501.04853, Jan, revised Jun 2025.
  12. Didier Nibbering & Matthijs Oosterveen, 2025, "Policy-relevant causal effect estimation using instrumental variables with interference," Papers, arXiv.org, number 2509.12538, Sep.
  13. David T. Frazier & Donald S. Poskitt, 2025, "Sequential Scoring Rule Evaluation for Forecast Method Selection," Papers, arXiv.org, number 2505.09090, May.
  14. James Morley & Benjamin Wong, 2025, "How Important Is Global R-Star for Open Economies?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-24, Apr.

2024

  1. Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri, 2024, "Testing identifying assumptions in Tobit Models," Papers, arXiv.org, number 2408.02573, Aug, revised Dec 2025.
  2. Gayani Rathnayake & Akanksha Negi & Otavio Bartalotti & Xueyan Zhao, 2024, "Difference-in-Differences with Sample Selection," Papers, arXiv.org, number 2411.09221, Nov, revised Feb 2026.
  3. Guohua Feng & Jiti Gao & Fei Liu & Bin Peng, 2024, "Estimation and Inference for Three-Dimensional Panel Data Models," Papers, arXiv.org, number 2404.08365, Apr, revised Sep 2024.
  4. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2024, "Robust Estimation and Inference for High-Dimensional Panel Data Models," Papers, arXiv.org, number 2405.07420, May, revised Feb 2025.
  5. Jiti Gao & Bin Peng & Yayi Yan, 2024, "Robust Inference for High Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/24, DOI: 10.26180/28757240.
  6. Yangzhuoran Fin Yang & Rob J Hyndman & George Athanasopoulos & Anastasios Panagiotelis, 2024, "Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/24, DOI: 10.26180/28757405.
  7. Nuwani K Palihawadana & Rob J Hyndman & Xiaoqian Wang, 2024, "Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/24, DOI: 10.26180/28757258.
  8. Xiaoqian Wang & Rob J Hyndman, 2024, "Online Conformal Inference for Multi-Step Time Series Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/24, DOI: 10.26180/28757276.
  9. Xiaoqian Wang & Rob J Hyndman & Shanika Wickramasuriya, 2024, "Optimal Forecast Reconciliation with Time Series Selection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/24, DOI: 10.26180/28757402.
  10. Lukas Vashold & Gustav Pirich & Maximilian Heinze & Nikolas Kuschnig, 2024, "Mines-Rivers-Yields: Downstream Mining Impacts on Agriculture in Africa," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp368, Sep.
  11. Tom Boot & Didier Nibbering, 2024, "Inference on LATEs with covariates," Papers, arXiv.org, number 2402.12607, Feb, revised Dec 2024.
  12. Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2024, "Random Subspace Local Projections," Papers, arXiv.org, number 2406.01002, Jun.
  13. Xiaolin Sun & Xueyan Zhao & D. S. Poskitt, 2024, "Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps," Papers, arXiv.org, number 2410.01159, Oct, revised Oct 2024.
  14. Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao, 2024, "Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions," Papers, arXiv.org, number 2411.04450, Nov.
  15. Rami V. Tabri & Mathew J. Elias, 2024, "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers, arXiv.org, number 2406.15702, Jun.
  16. Rami V. Tabri, 2024, "The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/24, DOI: 10.26180/28757213.
  17. Pablo Guillen & Rami Tabri & Edward Wang, 2024, "Matching with batches," Working Papers, University of Sydney, School of Economics, number 2024-13, Jun, revised Jan 2025.
  18. Gunes Kamber & James Morley & Benjamin Wong, 2024, "Trend-Cycle Decomposition in the Presence of Large Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-24, Mar, revised Aug 2024.
  19. Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.

2023

  1. Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023, "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/23.
  2. Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023, "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers, arXiv.org, number 2301.06631, Jan.
  3. Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
  4. Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2023, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Papers, arXiv.org, number 2306.05593, Jun, revised Jul 2024.
  5. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023, "Smoothing the Nonsmoothness," Papers, arXiv.org, number 2309.16348, Sep.
  6. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023, "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers, arXiv.org, number 2311.02789, Nov, revised Apr 2024.
  7. Jiti Gao & Bin Peng & Yayi Yan, 2023, "A Localised Neural network with Dependent Data: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/23.
  8. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023, "Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/23.
  9. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023, "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/23.
  10. Puwasala Gamakumara & Edgar Santos-Fernandez & Priyanga Dilini Talagala & Rob J Hyndman & Kerrie Mengersen & Catherine Leigh, 2023, "Conditional Normalization in Time Series Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/23.
  11. George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023, "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/23.
  12. Daniele Girolimetto & George Athanasopoulos & Tommaso Di Fonzo & Rob J Hyndman, 2023, "Cross-temporal Probabilistic Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/23.
  13. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023, "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/23.
  14. Kuschnig, Nikolas & Vashold, Lukas, 2023, "The economic impacts of malaria: past, present, and future," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 338, Jul.
  15. Didier Nibbering & Matthijs Oosterveen, 2023, "Instrument-based estimation of full treatment effects with movers," Papers, arXiv.org, number 2306.07018, Jun.
  16. Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu, 2023, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Papers, arXiv.org, number 2306.14445, Jun.
  17. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023, "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/23.
  18. Didier Nibbering, 2023, "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/23.
  19. David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023, "Solving the Forecast Combination Puzzle," Papers, arXiv.org, number 2308.05263, Aug.
  20. Donald S. Poskitt & Xueyan Zhao, 2023, "Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/23.
  21. Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023, "Disentangling Structural Breaks in Factor Models for Macroeconomic Data," Papers, arXiv.org, number 2303.00178, Mar, revised Nov 2025.

2022

  1. 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, Monash University, Department of Econometrics and Business Statistics, number 12/22.
  2. Jiti Gao & Bin Peng & Yayi Yan, 2022, "Higher-order Expansions and Inference for Panel Data Models," Papers, arXiv.org, number 2205.00577, May, revised Jun 2023.
  3. Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Papers, arXiv.org, number 2206.00409, Jun.
  4. Difang Huang & Jiti Gao & Tatsushi Oka, 2022, "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers, arXiv.org, number 2206.08503, Jun, revised Jan 2025.
  5. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022, "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers, arXiv.org, number 2208.03632, Aug, revised Nov 2024.
  6. Gao, J. & Linton, O. & Peng, B., 2022, "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2239, Jun.
  7. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022, "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/22.
  8. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022, "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/22.
  9. Jiti Gao & Bin Peng & Yayi Yan, 2022, "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/22.
  10. Guohua Feng & Jiti Gao & Bin Peng, 2022, "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/22.
  11. Rub'en Loaiza-Maya & Didier Nibbering, 2022, "Fast variational Bayes methods for multinomial probit models," Papers, arXiv.org, number 2202.12495, Feb, revised Oct 2022.
  12. Rub'en Loaiza-Maya & Didier Nibbering, 2022, "Efficient variational approximations for state space models," Papers, arXiv.org, number 2210.11010, Oct, revised Jun 2023.
  13. Christian Cox & Akanksha Negi & Digvijay Negi, 2022, "Risk-Sharing Tests with Network Transaction Costs," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/22.
  14. Akanksha Negi & Digvijay Singh Negi, 2022, "Difference-in-Differences with a Misclassified Treatment," Papers, arXiv.org, number 2208.02412, Aug.
  15. Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022, "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers, arXiv.org, number 2212.03471, Dec, revised Jul 2023.
  16. Nibbering, Didier & Oosterveen, Matthijs & Silva, Pedro Luís, 2022, "Clustered Local Average Treatment Effects: Fields of Study and Academic Student Progress," IZA Discussion Papers, IZA Network @ LISER, number 15159, Mar.
  17. Ryan Zischke & Gael M. Martin & David T. Frazier & D. S. Poskitt, 2022, "The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts," Papers, arXiv.org, number 2206.02376, Jun.
  18. Oliver R. Cutbill & Rami V. Tabri, 2022, "The Impossibility of Testing for Dependence Using Kendall’s Ƭ Under Missing Data of Unknown Form," Working Papers, University of Sydney, School of Economics, number 2022-03, Feb.
  19. Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022, "Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic," Working Paper Series, European Central Bank, number 2716, Aug.
  20. James Morley & Trung Duc Tran & Benjamin Wong, 2022, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-02, Jan, revised Mar 2023.

2021

  1. Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers, arXiv.org, number 2112.07014, Dec.
  2. Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021, "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers, Iowa State University, Department of Economics, number 202103290700001124, Mar.
  3. Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis, 2021, "Manifold Learning with Approximate Nearest Neighbors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/21.
  4. Guohua Feng & Jiti Gao & Bin Peng, 2021, "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Papers, arXiv.org, number 2111.00449, Oct.
  5. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021, "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Papers, arXiv.org, number 2111.02023, Nov.
  6. Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
  7. 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, Monash University, Department of Econometrics and Business Statistics, number 17/21.
  8. Yayi Yan & Jiti Gao & Bin Peng, 2021, "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/21.
  9. 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, Monash University, Department of Econometrics and Business Statistics, number 5/21.
  10. 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, Monash University, Department of Econometrics and Business Statistics, number 6/21.
  11. George Athanasopoulos & Rob J Hyndman & Mitchell O'Hara-Wild, 2021, "The Road to Recovery from COVID-19 for Australian Tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/21.
  12. Sevvandi Kandanaarachchi & Rob J Hyndman, 2021, "Leave-one-out Kernel Density Estimates for Outlier Detection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/21.
  13. Sayani Gupta & Rob J Hyndman & Dianne Cook, 2021, "Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/21.
  14. Nikolas Kuschnig & Gregor Zens & Jesús Crespo Cuaresma, 2021, "Hidden in Plain Sight: Influential Sets in Linear Models," CESifo Working Paper Series, CESifo, number 8981.
  15. Nikolas Kuschnig, 2021, "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp318, Dec.
  16. David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Papers, arXiv.org, number 2104.14054, Apr, revised May 2022.
  17. David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin, 2021, "Variational Bayes in State Space Models: Inferential and Predictive Accuracy," Papers, arXiv.org, number 2106.12262, Jun, revised Feb 2022.
  18. Didier Nibbering & Coos van Buuren & Wei Wei, 2021, "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/21.
  19. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021, "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/21.
  20. Yufeng Mao & Bin Peng & Mervyn J Silvapulle & Param Silvapulle & Yanrong Yang, 2021, "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/21.
  21. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Papers, arXiv.org, number 2111.11506, Nov.
  22. Tino Berger & Paul David Boll & James Morley & Benjamin Wong, 2021, "Cyclical signals from the labor market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-91, Oct.
  23. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021, "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 02/2021.
  24. Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021, "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/21.

2020

  1. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020, "Sectoral Employment Dynamics in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-51, May.
  2. George Athanasopoulos & Nikolaos Kourentzes, 2020, "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/20.
  3. 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, Monash University, Department of Econometrics and Business Statistics, number 26/20.
  4. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series, CESifo, number 8146.
  5. Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/20.
  6. Xiaochun Meng & James W. Taylor & Souhaib Ben Taieb & Siran Li, 2020, "Scores for Multivariate Distributions and Level Sets," Papers, arXiv.org, number 2002.09578, Feb, revised Jun 2023.
  7. Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020, "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 41/20.
  8. 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, Monash University, Department of Econometrics and Business Statistics, number 9/20.
  9. Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2020, "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/20.
  10. Yayi Yan & Jiti Gao & Bin Peng, 2020, "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers, arXiv.org, number 2010.01492, Oct.
  11. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020, "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2012.03182, Dec, revised Nov 2021.
  12. 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, Monash University, Department of Econometrics and Business Statistics, number 12/20.
  13. Yi He & Sombut Jaidee & Jiti Gao, 2020, "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/20.
  14. 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, Monash University, Department of Econometrics and Business Statistics, number 19/20.
  15. 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, Monash University, Department of Econometrics and Business Statistics, number 22/20.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 28/20.
  17. Yayi Yan & Jiti Gao & Bin peng, 2020, "A Class of Time-Varying Vector Moving Average (infinity) Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 39/20.
  18. Fei Liu & Jiti Gao & Yanrong Yang, 2020, "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 42/20.
  19. Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020, "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/20.
  20. 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, Monash University, Department of Econometrics and Business Statistics, number 31/20.
  21. Sayani Gupta & Rob J Hyndman & Dianne Cook & Antony Unwin, 2020, "Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 35/20.
  22. Bahman Rostami-Tabar & Mohammad M Ali & Tao Hong & Rob J Hyndman & Michael D Porter & Aris Syntetos, 2020, "Forecasting for Social Good," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 37/20.
  23. Pablo Montero-Manso & Rob J Hyndman, 2020, "Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 45/20.
  24. Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher, 2020, "Fast and Accurate Variational Inference for Models with Many Latent Variables," Papers, arXiv.org, number 2005.07430, May, revised Apr 2021.
  25. Ruben Loaiza-Maya & Didier Nibbering, 2020, "Scalable Bayesian estimation in the multinomial probit model," Papers, arXiv.org, number 2007.13247, Jul, revised Mar 2021.
  26. Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020, "Optimal probabilistic forecasts: When do they work?," Papers, arXiv.org, number 2009.09592, Sep.
  27. Akanksha Negi & Jeffrey M. Wooldridge, 2020, "Robust and Efficient Estimation of Potential Outcome Means under Random Assignment," Papers, arXiv.org, number 2010.01800, Oct, revised Aug 2024.
  28. Akanksha Negi, 2020, "Doubly weighted M-estimation for nonrandom assignment and missing outcomes," Papers, arXiv.org, number 2011.11485, Nov.
  29. Chen, J.; & Gu, Y.; & Jones, A.M.; & Peng, B.;, 2020, "Modelling healthcare costs: a semiparametric extension of generalised linear models," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/03, Feb.
  30. Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020, "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers, arXiv.org, number 2009.02642, Sep, revised Sep 2022.
  31. Don S. Poskitt, 2020, "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 40/20.
  32. Rami V. Tabri & Christopher D. Walker, 2020, "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers, arXiv.org, number 2008.09021, Aug, revised Aug 2020.
  33. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020, "Confidence in Public Institutions and the Run up to the October 2019 Uprising in Lebanon," IZA Discussion Papers, IZA Network @ LISER, number 13104, Mar.
  34. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020, "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Working Papers, University of Sydney, School of Economics, number 2020-05, May, revised Jun 2021.
  35. Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers, Bank of Canada, number 20-45, Nov, DOI: 10.34989/swp-2020-45.
  36. Tino Berger & Julia Richter & Benjamin Wong, 2020, "Financial Factors and the Business Cycle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-44, May.
  37. Tino Berger & James Morley & Benjamin Wong, 2020, "Nowcasting the Output Gap," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-78, Aug.
  38. David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020, "Weak Identification in Discrete Choice Models," Papers, arXiv.org, number 2011.06753, Nov, revised Jan 2021.

2019

  1. 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, Monash University, Department of Econometrics and Business Statistics, number 18/19.
  2. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019, "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/19.
  3. Nikolaos Kourentzes & George Athanasopoulos, 2019, "Elucidate Structure in Intermittent Demand Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/19.
  4. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019, "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series, CESifo, number 7542.
  5. He, Yang & Bartalotti, Otávio, 2019, "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers, Iowa State University, Department of Economics, number 201903010800001071, Mar.
  6. Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019, "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers, Iowa State University, Department of Economics, number 201905170700001045, May.
  7. Pick Schen Yip & Robert Brooks & Hung Xuan Do & Duc Khuong Nguyen, 2019, "Dynamic Volatility Spillover Effect between Oil and Agricultural Products," Working Papers, Department of Research, Ipag Business School, number 2019-009, Jan.
  8. Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019, "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/19.
  9. Guohua Feng & Jiti Gao & Bin Peng, 2019, "An Integrated Panel Data Approach to Modelling Economic Growth," Papers, arXiv.org, number 1903.07948, Mar.
  10. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019, "Estimation of Cross-Sectional Dependence in Large Panels," Papers, arXiv.org, number 1904.06843, Apr.
  11. Cheng, T. & Gao, J. & Linton, O., 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1932, Mar.
  12. Gong, Xiaodong & Gao, Jiti & Liang, Xuan, 2019, "Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China," IZA Discussion Papers, IZA Network @ LISER, number 12329, May.
  13. 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, Monash University, Department of Econometrics and Business Statistics, number 10/19.
  14. Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/19.
  15. 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, Monash University, Department of Econometrics and Business Statistics, number 24/19.
  16. Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019, "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/19.
  17. 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, Monash University, Department of Econometrics and Business Statistics, number 26/19.
  18. 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, Monash University, Department of Econometrics and Business Statistics, number 28/19.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 31/19.
  20. Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-457, Jul, DOI: 10.3929/ethz-b-000354388.
  21. Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles, 2019, "A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/19.
  22. Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "Calendar-based Graphics for Visualizing People's Daily Schedules," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/19.
  23. Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/19.
  24. Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman, 2019, "Optimal Non-negative Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/19.
  25. Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
  26. Sevvandi Kandanaarachchi & Rob J Hyndman, 2019, "Dimension Reduction For Outlier Detection Using DOBIN," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/19.
  27. Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles, 2019, "Anomaly Detection in High Dimensional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/19.
  28. Mahsa Ashouri & Rob J Hyndman & Galit Shmueli, 2019, "Fast Forecast Reconciliation Using Linear Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/19.
  29. Rob J Hyndman, 2019, "A Brief History of Forecasting Competitions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/19.
  30. Jeremy Forbes & Dianne Cook & Rob J Hyndman, 2019, "Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/19.
  31. Maxwell King & Xibin Zhang & Muhammad Akram, 2019, "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/19.
  32. Kuschnig, Nikolas & Vashold, Lukas, 2019, "BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 296, Oct.
  33. Bruckner, Martin & Wood, Richard & Moran, Daniel & Kuschnig, Nikolas & Wieland, Hanspeter & Maus, Victor & Börner, Jan, 2019, "FABIO - The Construction of the Food and Agriculture Biomass Input-Output Model," Ecological Economic Papers, WU Vienna University of Economics and Business, number 27, Jun.
  34. Kuschnig, Nikolas & Crespo Cuaresma, Jesús & Krisztin, Tamás & Giljum, Stefan, 2019, "Unveiling Drivers of Deforestation: Evidence from the Brazilian Amazon," Ecological Economic Papers, WU Vienna University of Economics and Business, number 32.
  35. Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019, "Focused Bayesian Prediction," Papers, arXiv.org, number 1912.12571, Dec, revised Aug 2020.
  36. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n16, Nov.
  37. Nibbering, D. & Paap, R., 2019, "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-30, Sep.
  38. Didier Nibbering, 2019, "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/19.
  39. Guohua Feng & Jiti Gao & Bin Peng, 2019, "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/19.
  40. Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao, 2019, "Binary Outcomes, OLS, 2SLS and IV Probit," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/19.
  41. Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019, "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/19.
  42. Chen, Ruxin & Tabri, Rami V., 2019, "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers, University of Sydney, School of Economics, number 2019-07, Apr, revised Sep 2019.

2018

  1. Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018, "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/18.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 19/18.
  3. Nikolaos Kourentzes & George Athanasopoulos, 2018, "Cross-temporal coherent forecasts for Australian tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/18.
  4. Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018, "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/18.
  5. Raghavan, Mala & Athanasopoulos, George, 2018, "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-02.
  6. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2018, "Exponent of Cross-sectional Dependence for Residuals," CESifo Working Paper Series, CESifo, number 7223.
  7. Bartalotti, Otávio, 2018, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," IZA Discussion Papers, IZA Network @ LISER, number 11560, May.
  8. Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
  9. Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad -- new evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/18.
  10. Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
  11. 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
  12. Jiti Gao & Oliver Linton & Bin Peng, 2018, "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/18, Jan.
  13. Shujie Ma & Oliver Linton & Jiti Gao, 2018, "Estimation in semiparametric quantile factor models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/18, Jan.
  14. Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/18.
  15. 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, Monash University, Department of Econometrics and Business Statistics, number 20/18.
  16. Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/18.
  17. 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, Monash University, Department of Econometrics and Business Statistics, number 22/18.
  18. Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/18.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 8/18.
  20. Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/18.
  21. Yanfei Kang & Rob J Hyndman & Feng Li, 2018, "Efficient generation of time series with diverse and controllable characteristics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/18.
  22. Sevvandi Kandanaarachchi & Mario A Munoz & Rob J Hyndman & Kate Smith-Miles, 2018, "On normalization and algorithm selection for unsupervised outlier detection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/18.
  23. Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz, 2018, "Anomaly detection in streaming nonstationary temporal data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/18.
  24. Güneş Kamber & Benjamin Wong, 2018, "Global factors and trend inflation," BIS Working Papers, Bank for International Settlements, number 688, Jan.
  25. Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018, "Measuring uncertainty and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2018/01, Jan.

2017

  1. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017, "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/17.
  2. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017, "The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-15, Feb.
  3. 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, Monash University, Department of Econometrics and Business Statistics, number 2/17.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 22/17.
  5. Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
  6. Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
  7. Bartalotti, Otávio & Brummet, Quentin, 2017, "Regression Discontinuity Designs with Clustered Data," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001669, Jan.
  8. Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017, "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/17.
  9. Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "Dynamic asset price jumps and the performance of high frequency tests and measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/17.
  10. Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "High-Frequency Jump Tests: Which Test Should We Use?," Papers, arXiv.org, number 1708.09520, Aug, revised Jan 2020.
  11. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
  12. 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, Monash University, Department of Econometrics and Business Statistics, number 11/17.
  13. Jiti Gao & Kai Xia, 2017, "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/17.
  14. Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.
  15. Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017, "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/17.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 20/17.
  17. 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, Monash University, Department of Econometrics and Business Statistics, number 4/17.
  18. 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, Monash University, Department of Econometrics and Business Statistics, number 5/17.
  19. Shujie Ma & Oliver Linton & Jiti Gao, 2017, "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/17.
  20. Ruben Loaiza-Maya & Michael Stanley Smith, 2017, "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers, arXiv.org, number 1712.09150, Dec, revised Jul 2018.
  21. Tom Boot & Didier Nibbering, 2017, "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-032/III, Mar, revised 05 Jul 2017.
  22. David Gunawan & William Griffths & Anatasios Panagiotelis and Duangkamon Chotikapanich, 2017, "Bayesian Weighted Inference from Surveys "Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selection inherent in complex survey sampling methods. We," Department of Economics - Working Papers Series, The University of Melbourne, number 2030, Mar.
  23. David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt, 2017, "Construction and visualization of optimal confidence sets for frequentist distributional forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/17.
  24. James Morley & Benjamin Wong, 2017, "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-46, Jul.
  25. Benjamin Wong, 2017, "Incorporating Relevant Multivariate Information for Characterizing Half-Life with an Application to Purchasing Power Parity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-47, Jul.
  26. Benjamin Wong, 2017, "Historical Decompositions for Nonlinear Vector Autoregression Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-62, Oct.

2016

  1. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
  2. Steven Dieterle & Otávio Bartalotti & Quentin Brummet, 2016, "Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A Measurement Error-Corrected Regression Discontinuity Approach," CARRA Working Papers, Center for Economic Studies, U.S. Census Bureau, number 2016-01, Mar.
  3. Quentin Brummet & Otávio Bartalotti, 2016, "The Effect of Low-Income Housing on Neighborhood Mobility: Evidence from Linked Micro-Data," CARRA Working Papers, Center for Economic Studies, U.S. Census Bureau, number 2016-02, May.
  4. Dieterle, Steven & Bartalotti, Otávio C. & Brummet, Quentin O., 2016, "Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A Measurement Error-Corrected RD Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 3392, Apr.
  5. Bartalotti, Otávio C. & Brummet, Quentin O., 2016, "Regression Discontinuity Designs with Clustered Data: Variance and Bandwidth Choice," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 3393, Apr.
  6. Bartalotti, Otávio C. & Calhoun, Gray & He, Yang, 2016, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs with the Uniform Kernel," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 3394, May.
  7. 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, Monash University, Department of Econometrics and Business Statistics, number 2/16.
  8. Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016, "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/16.
  9. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
  10. 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, Monash University, Department of Econometrics and Business Statistics, number 11/16.
  11. 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, Monash University, Department of Econometrics and Business Statistics, number 12/16.
  12. Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016, "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/16.
  13. Chaohua Dong & Jiti Gao & Bin Peng, 2016, "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/16.
  14. 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, Monash University, Department of Econometrics and Business Statistics, number 20/16.
  15. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
  16. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016, "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/16.
  17. Zenou, Yves & Hahn, Youjin & Hassani-Mahmooei, behrooz & Islam, Asad & Patacchini, Eleonora, 2016, "Do Friends Improve Female Education? The Case of Bangladesh," CEPR Discussion Papers, Centre for Economic Policy Research, number 11615, Nov.
  18. Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
  19. Thomas Url & Rob J Hyndman & Alexander Dokumentov, 2016, "Long-term forecasts of age-specific participation rates with functional data models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/16.
  20. 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, Monash University, Department of Econometrics and Business Statistics, number 4/16.
  21. Thomas Url & Rob J. Hyndman & Alexander Dokumentov, 2016, "Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models," WIFO Working Papers, WIFO, number 510, Jan.
  22. Daniel Melser & Iqbal A. Syed, 2016, "The Product Life Cycle and Sample Representativity Bias in Price Indexes," Discussion Papers, School of Economics, The University of New South Wales, number 2016-07, Jul.
  23. Tom Boot & Didier Nibbering, 2016, "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-073/III, Sep, revised 11 Aug 2017.
  24. Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
  25. D.S. Poskitt, 2016, "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/16.
  26. Chuhui Li & Donald S. Poskitt & Xueyan Zhao, 2016, "The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/16.
  27. Mohamed Khaled & Paul Makdissi & Rami Tabri & Myra Yazbeck, 2016, "A Framework for Testing the Equality Between the Health Concentration Curve and the 45-Degree Line," Working Papers, Canadian Centre for Health Economics, number 160011, Dec.
  28. Güneş Kamber & James Morley & Benjamin Wong, 2016, "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers, Bank for International Settlements, number 584, Sep.
  29. Günes Kamber & Gabriela Nodari & Benjamin Wong, 2016, "The Impact of Commodity Price Movements on the New Zealand Economy," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2016/05, May.
  30. Günes Kamber & Benjamin Wong, 2016, "Testing an Interpretation of Core Inflation Measures in New Zealand," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2016/06, Aug.
  31. 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, HEDG, c/o Department of Economics, University of York, number 16/30, Sep.

2015

  1. 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, Monash University, Department of Econometrics and Business Statistics, number 4/15.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 15/15.
  3. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015, "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/15.
  4. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015, "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," CESifo Working Paper Series, CESifo, number 5428.
  5. Natalia Bailey & Liudas Giraitis, 2015, "Spectral Approach to Parameter-Free Unit Root Testing," Working Papers, Queen Mary University of London, School of Economics and Finance, number 746, May.
  6. Otávio Bartalotti & Quentin Brummet, 2015, "Estimation and Inference in Regression Discontinuity Designs with Clustered Sampling," CARRA Working Papers, Center for Economic Studies, U.S. Census Bureau, number 2015-06, Aug.
  7. Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
  8. 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, Monash University, Department of Econometrics and Business Statistics, number 9/15.
  9. 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, IZA Network @ LISER, number 9265, Aug.
  10. Biqing Cai & Jiti Gao & Dag Tjostheim, 2015, "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/15.
  11. 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, Monash University, Department of Econometrics and Business Statistics, number 17/15.
  12. Biqing Cai & Chaohua Dong & Jiti Gao, 2015, "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/15.
  13. 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, Monash University, Department of Econometrics and Business Statistics, number 20/15.
  14. 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, Monash University, Department of Econometrics and Business Statistics, number 21/15.
  15. Tingting Cheng & Jiti Gao & Xibin Zhang, 2015, "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/15.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 7/15.
  17. Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
  18. Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
  19. Ahmad Farid Osman & Maxwell L. King, 2015, "A new approach to forecasting based on exponential smoothing with independent regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/15.
  20. Maxwell L. King & Sivagowry Sriananthakumar, 2015, "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/15.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 11/15.
  22. Negi, Akanksha & Roy, Devesh, 2015, "The cooling effect of pulse imports on price: The case of the pigeon pea in India," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1439, May.
  23. Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
  24. Tabri, Rami V., 2015, "Empirical Likelihood for Robust Poverty Comparisons," Working Papers, University of Sydney, School of Economics, number 2015-02, Feb, revised May 2015.
  25. Lok, Thomas M. & Tabri, Rami V., 2015, "An Improved Bootstrap Test For Restricted Stochastic Dominance," Working Papers, University of Sydney, School of Economics, number 2015-15, Jun, revised Aug 2019.
  26. Benjamin Wong, 2015, "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/01, Apr.
  27. Ou Yang & Xueyan Zhao & Preety Srivastava, 2015, "Binge Drinking, Antisocial and Unlawful Behaviours, and Beverage Types," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n03, Jan.

2014

  1. 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, Monash University, Department of Econometrics and Business Statistics, number 23/14.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 22/14.
  3. Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014, "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1413, Jun.
  4. Bartalotti, Otavio, 2014, "Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 38297, Aug.
  5. Souhaib Ben Taieb & Rob J Hyndman, 2014, "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/14.
  6. Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014, "Concurrent momentum and contrarian strategies in the Australian stock market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-02, May, revised 13 May 2014.
  7. Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne, 2014, "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," Development Economics Working Papers, East Asian Bureau of Economic Research, number 24045, Mar.
  8. Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao & Wasana Karunarathne, 2014, "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," ADBI Working Papers, Asian Development Bank Institute, number 468, Mar.
  9. Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Papers, arXiv.org, number 1401.3911, Jan, revised Mar 2016.
  10. 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, Monash University, Department of Econometrics and Business Statistics, number 1/14.
  11. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014, "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/14.
  12. 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, Monash University, Department of Econometrics and Business Statistics, number 15/14.
  13. Chaohua Dong & Jiti Gao, 2014, "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/14.
  14. Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
  15. Jiti Gao & Han Hong, 2014, "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/14.
  16. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2014, "High Dimensional Correlation Matrices: CLT and Its Applications," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/14.
  17. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014, "Semiparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/14.
  18. 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, Monash University, Department of Econometrics and Business Statistics, number 7/14.
  19. Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/14.
  20. Bin Peng & Chaohua Dong & Jiti Gao, 2014, "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/14.
  21. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
  22. Christoph Bergmeir & Rob J Hyndman & Jose M Benitez, 2014, "Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/14.
  23. Ingrida Steponavice & Rob J Hyndman & Kate Smith-Miles & Laura Villanova, 2014, "Efficient Identification of the Pareto Optimal Set," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/14.
  24. Alexander Dokumentov & Rob J Hyndman, 2014, "Low-dimensional decomposition, smoothing and forecasting of sparse functional data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/14.
  25. Rob J Hyndman & Alan Lee & Earo Wang, 2014, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/14.
  26. Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
  27. Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014, "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/14.
  28. Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014, "Exchange Rates Contagion in Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 842, Sep, DOI: 10.32468/be.842.
  29. Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia, Banco de la Republica de Colombia, number 853, Nov, DOI: 10.32468/be.853.
  30. Luis F. Melo Velandia & Rub�n A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks� Estimates," Borradores de Economia, Banco de la Republica, number 12323, Nov.
  31. 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, Monash University, Department of Econometrics and Business Statistics, number 18/14.
  32. 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, Monash University, Department of Econometrics and Business Statistics, number 20/14.
  33. 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, Monash University, Department of Econometrics and Business Statistics, number 4/14.
  34. 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, Monash University, Department of Econometrics and Business Statistics, number 5/14.
  35. 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, Monash University, Department of Econometrics and Business Statistics, number 6/14.
  36. Daniel Melser & Iqbal A. Syed, 2014, "Life Cycle Price Trends and Product Replacement: Implications for the Measurement of Inflation," Discussion Papers, School of Economics, The University of New South Wales, number 2014-40, Dec.
  37. 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, Monash University, Department of Econometrics and Business Statistics, number 3/14.
  38. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014, "Forecasting with EC-VARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-07, Feb, revised 22 Feb 2014.
  39. 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, University of Tasmania, Tasmanian School of Business and Economics, number 2014-14.
  40. Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
  41. Miles Parker & Benjamin Wong, 2014, "Exchange rate and commodity price pass‐through in New Zealand," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2014/01, Mar.
  42. Anella Munro & Benjamin Wong, 2014, "Monetary Policy and Funding Spreads," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2014/07, Dec.
  43. 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, Monash University, Department of Econometrics and Business Statistics, number 28/14.

2013

  1. Heather M. Anderson & Farshid Vahid, 2013, "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/13.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 12/13.
  3. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2013, "Canadian Monetary Policy Analysis using a Structural VARMA Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/13.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 6/13.
  5. Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013, "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1362, 12.
  6. Otávio Bartalotti, 2013, "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers, Tulane University, Department of Economics, number 1301, Jan.
  7. Gianluca Bontempi & Souhaib Ben Taieb & Yann-Aël Le Borgne, 2013, "Machine learning strategies for time series forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/167761.
  8. Farha Ghapar & Robert Brooks & Russell Smyth, 2013, "The Impact of Patenting Activity on the Financial Performance of Malaysian Firms," Monash Economics Working Papers, Monash University, Department of Economics, number 22-13, Jul.
  9. Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-29, Nov.
  10. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
  11. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
  12. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1929, Dec.
  13. 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, Monash University, Department of Econometrics and Business Statistics, number 10/13.
  14. Jiti Gao & Peter M. Robinson, 2013, "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/13.
  15. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/13.
  16. Biqing Cai & Jiti Gao, 2013, "Hermite Series Estimation in Nonlinear Cointegrating Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/13.
  17. Jia Chen & Degui Li & Jiti Gao, 2013, "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/13.
  18. 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, Monash University, Department of Econometrics and Business Statistics, number 21/13.
  19. Chaohua Dong & Jiti Gao, 2013, "Orthogonal Expansion of Levy Process Functionals: Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/13.
  20. Tingting Cheng & Jiti Gao & Xibin Zhang, 2013, "Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/13.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 9/13.
  22. Behrooz Hassani-Mahmooei, Behrooz & Vahabi, Mehrdad, 2013, "Identity, Authority and Evolution of Order: the trajectory of dueling simulated," MPRA Paper, University Library of Munich, Germany, number 48219, Jan, revised 10 Jul 2013.
  23. Alexander Dokumentov & Rob J Hyndman, 2013, "Two-dimensional smoothing of mortality rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/13.
  24. 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, Monash University, Department of Econometrics and Business Statistics, number 13/13.
  25. Xibin Zhang & Maxwell L. King, 2013, "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/13.
  26. 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, Monash University, Department of Econometrics and Business Statistics, number 20/13.
  27. 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, Monash University, Department of Econometrics and Business Statistics, number 29/13.
  28. Daniel Melser & Iqbal A. Syed, 2013, "Prices over the Product Life Cycle: Implications for Quality-Adjustment and the Measurement of Inflation," Discussion Papers, School of Economics, The University of New South Wales, number 2013-26, Oct.
  29. Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013, "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/13.
  30. Benjamin Wong, 2013, "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-59, Aug.
  31. Benjamin Wong, 2013, "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-70, Oct.
  32. William H Greene & Mark N Harris & Preety Srivastava & Xueyan Zhao, 2013, "Econometric Modelling of Social Bads," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1305, Jul.

2012

  1. Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012, "Exponent of Cross-sectional Dependence: Estimation and Inference," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1206, Jan.
  2. Souhaib Ben Taieb & Rob J Hyndman, 2012, "Recursive and direct multi-step forecasting: the best of both worlds," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/12.
  3. Robert Brooks & Mark N. Harris & Christopher Spencer, 2012, "Inflated Ordered Outcomes," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_09, Oct, revised Oct 2012.
  4. Gholamreza Hajargsht, William E. Griffiths, Joseph Brice, D.S. Prasada Rao, Duangkamon Chotikapanich, 2012, "Inference for Income Distributions Using Grouped Data," Department of Economics - Working Papers Series, The University of Melbourne, number 1140.
  5. Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012, "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series, The University of Melbourne, number 1154.
  6. G. Pan & J. Gao & Y. Yang & M. Guo, 2012, "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/12, Jan.
  7. Degui Li & Dag Tjøstheim & Jiti Gao, 2012, "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/12, Jul.
  8. Jiti Gao & Maxwell King, 2012, "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/12, Aug.
  9. Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
  10. Chaohua Dong & Jiti Gao, 2012, "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/12, Jan.
  11. Chaohua Dong & Jiti Gao, 2012, "Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/12.
  12. Patrick Saart & Jiti Gao, 2012, "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/12.
  13. Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
  14. Chaohua Dong & Jiti Gao, 2012, "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/12, Mar.
  15. Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.
  16. Hassani Mahmooei, Behrooz & Vahabi, Mehrdad, 2012, "Dueling for honor and identity economics," MPRA Paper, University Library of Munich, Germany, number 44370, Jul.
  17. Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Dynamics of effort allocation and evolution of trust: an agent-based model," MPRA Paper, University Library of Munich, Germany, number 44919, Jul.
  18. Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Why might climate change not cause conflict? an agent-based computational response," MPRA Paper, University Library of Munich, Germany, number 44918, Nov.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 5/12, Feb.
  20. Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
  21. Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2012, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia, Banco de la Republica de Colombia, number 729, Aug, DOI: 10.32468/be.729.
  22. 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, Monash University, Department of Econometrics and Business Statistics, number 8/12, Apr.
  23. 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, Monash University, Department of Econometrics and Business Statistics, number 9/12, Apr.
  24. D.S. Poskitt & Wenying Yao, 2012, "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/12, Apr.
  25. Ralph Snyder & Adrian Beaumont & J. Keith Ord, 2012, "Intermittent demand forecasting for inventory control: A multi-series approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/12, Jul.
  26. 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, HEDG, c/o Department of Economics, University of York, number 12/04, Feb.
  27. 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, Monash University, Department of Econometrics and Business Statistics, number 3/12, Jan.

2011

  1. Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
  2. Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
  3. George Athanasopoulos & Rob J Hyndman, 2011, "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/11, Feb.
  4. Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011, "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series, The University of Melbourne, number 1129.
  5. Jill Wright & Ma. Rebecca Valenzuela & Duangkamon Chotikapanich, 2011, "Measuring Poverty and Inequality from Highly Aggregated Small Area Data: The Changing Fortunes of Latrobe Valley Households," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/12, Dec.
  6. David Warner & Prasada Rao & William E. Griffiths & Duangkamon Chotikapanich, 2011, "Global Inequality: Levels and Trends, 1993-2005," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 436.
  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, Monash University, Department of Econometrics and Business Statistics, number 11/11, Aug.
  8. Susan Tregeagle & Elizabeth Cox & Catherine Forbes & Cathy Humphreys & Cas O'Neill, 2011, "Worker time and the cost of stability," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/11, Feb.
  9. 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, Monash University, Department of Econometrics and Business Statistics, number 14/11, Sep.
  10. Jiti Gao & Peter C.B. Phillips, 2011, "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/11, Sep.
  11. Pipat Wongsaart & Jiti Gao, 2011, "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/11, Sep.
  12. Chaohua Dong & Jiti Gao, 2011, "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/11, Sep.
  13. Jiti Gao & Maxwell King, 2011, "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/11, Sep.
  14. 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, Monash University, Department of Econometrics and Business Statistics, number 21/11, Sep.
  15. Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011, "Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201116, Feb.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
  17. Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
  18. Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011, "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/11, May.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 22/11, Sep.
  20. 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, Monash University, Department of Econometrics and Business Statistics, number 23/11, Oct.
  21. Terence Chai Cheng & Farshid Vahid, 2011, "Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n22, Sep.

2010

  1. Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
  2. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010, "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 152.
  3. Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
  4. 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, Central Bank of Brazil, Research Department, number 205, Apr.
  5. 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, Monash University, Department of Econometrics and Business Statistics, number 11/09, Feb.
  6. Andrea Vinh & William E. Griffiths & Duangkamon Chotikapanich, 2010, "Bivariate Income Distributions for AssessingInequality and Poverty Under Dependent Samples," Department of Economics - Working Papers Series, The University of Melbourne, number 1093.
  7. Guohua Feng & Apostolos Serletis, 2010, "A Primal Divisia Technical Change Index Based on the Output Distance Function," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/10, Mar.
  8. 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, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
  9. Degui Li & Jia Chen & Jiti Gao, 2010, "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-08, May.
  10. Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-09, May.
  11. Jia Chen & Jiti Gao & Degui Li, 2010, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-10, May.
  12. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Simultaneous Equations of Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-26, Oct.
  13. Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Semiparametric Time Series Regression," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-27, Oct.
  14. Song Xi Chen & Jiti Gao, 2010, "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-28, Oct.
  15. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1769, Sep.
  16. Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010, "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers, School of Economics, La Trobe University, number 2010.06.
  17. Shu Fan & Rob Hyndman, 2010, "The price elasticity of electricity demand in South Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/10, Aug.
  18. Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 8/10, Apr.
  20. Farah Yasmeen & Rob J Hyndman & Bircan Erbas, 2010, "Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/10, Apr.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 2/10, Feb.
  22. Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
  23. D.S. Poskitt & Arivalzahan Sengarapillai, 2010, "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/10, Jun.
  24. 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, Monash University, Department of Econometrics and Business Statistics, number 21/10, Dec.
  25. Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting the Intermittent Demand for Slow-Moving Items," Working Papers, The George Washington University, The Center for Economic Research, number 2010-003, May, revised Mar 2011.
  26. Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting Compositional Time Series with Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/10, Nov.
  27. Benjamin Wong & Kam Ki Tang, 2010, "The Ageing, Longevity and Crowding Out Effects on Private and Public Savings," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-12, Apr.
  28. 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, University of Adelaide, Wine Economics Research Centre, number 2010-07, Apr.
  29. William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010, "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Department of Economics - Working Papers Series, The University of Melbourne, number 1092.
  30. 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, Monash University, Department of Econometrics and Business Statistics, number 1/10, Jan.
  31. Katharina Hauck & Xueyan Zhao, 2010, "A structural equation model of adverse events and length of stay in hospitals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/10, Feb.
  32. Katharina Hauck & Xueyan Zhao & Terri Jackson, 2010, "Adverse events in surgical inpatients: A comparative analysis of public hospitals in Victoria," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/10, Feb.
  33. 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, Monash University, Department of Econometrics and Business Statistics, number 18/10.

2009

  1. Minfeng Deng & George Athanasopoulos, 2009, "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/09, Nov.
  2. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009, "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/09, Aug.
  3. 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, Monash University, Department of Economics, number 16-09, Aug.
  4. Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia, 2009, "Global Income Distribution and Inequality: 1993 and 2000," Department of Economics - Working Papers Series, The University of Melbourne, number 1062.
  5. Guohua Feng & Apostolos Serletis, 2009, "Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/09, Jun.
  6. 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, Monash University, Department of Econometrics and Business Statistics, number 14/09, Nov.
  7. Jiti Gao & Irene Gijbels, 2009, "Bandwidth Selection in Nonparametric Kernel Testing," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-01.
  8. Jia Chen & Jiti Gao & Degui Li, 2009, "Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-02.
  9. Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim, 2009, "Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-03.
  10. Jiti Gao & Qiying Wang & Jiying Yin, 2009, "Specification Testing in Nonlinear Time Series with Long-Range Dependence," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-04.
  11. Jia Chen & Jiti Gao & Degui Li, 2009, "A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-16.
  12. Jiti Gao & Dag Tjostheim & Jiying Yin, 2009, "Estimation in Threshold Autoregressive Models with Nonstationarity," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-25.
  13. Alysha M De Livera & Rob J Hyndman, 2009, "Forecasting time series with complex seasonal patterns using exponential smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/09, Dec.
  14. Han Lin Shang & Rob J Hyndman, 2009, "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/09, Aug.
  15. Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009, "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/09, Aug.
  16. Keith R. McLaren, 2009, "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/09, Feb.
  17. 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, Monash University, Department of Econometrics and Business Statistics, number 3/09, Apr.
  18. Robert J. Hill & Daniel Melser & Iqbal Syed, 2009, "Measuring a Boom and Bust: The Sydney Housing Market 2001-2006," Discussion Papers, School of Economics, The University of New South Wales, number 2009-08, May.
  19. D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
  20. D. S. Poskitt & Arivalzahan Sengarapillai, 2009, "Description Length and Dimensionality Reduction in Functional Data Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/09, Nov.
  21. Ralph D. Snyder & J. Keith Ord, 2009, "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/09, Jun.
  22. James W. Taylor & Ralph D. Snyder, 2009, "Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/09, Oct.
  23. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2009n20, Jul.

2008

  1. George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
  3. 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, Monash University, Department of Econometrics and Business Statistics, number 2/08, Apr.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 3/08, Apr.
  5. Duangkamon Chotikapanich & William E Griffiths, 2008, "Estimating Income Distributions Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series, The University of Melbourne, number 1034.
  6. Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008, "Exponential smoothing and non-negative data," Working Papers, The George Washington University, The Center for Economic Research, number 2008-003, Jul.
  7. J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008, "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/08.
  8. Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
  9. Rob J. Hyndman & Han Lin Shang, 2008, "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/08, Nov.
  10. Tine Olsen & Brett Inder, 2008, "Coffee Commodity Chain," Monash Economics Working Papers, Monash University, Department of Economics, number 06/08, Mar.
  11. 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, Australian Agricultural and Resource Economics Society, number 6009, DOI: 10.22004/ag.econ.6009.
  12. 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, Monash University, Department of Econometrics and Business Statistics, number 8/08, Oct.
  13. Iqbal Syed & Robert J. Hill & Daniel Melser, 2008, "Flexible Spatial and Temporal Hedonic Price Indexes for Housing in the Presence of Missing Data," Discussion Papers, School of Economics, The University of New South Wales, number 2008-14, Oct.
  14. Iqbal Syed & Daniel Melser, 2008, "Prices over the Product Life Cycle: An Empirical Analysis," Discussion Papers, School of Economics, The University of New South Wales, number 2008-25, Nov.
  15. Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
  16. Trevor Breusch & Farshid Vahid, 2008, "Global Temperature Trends," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2008-495, Jul.
  17. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Fleming, Euan M. & Zhao, Xueyan, 2008, "An Equilibrium Displacement Model of the Australian Sheep and Wool Industries," Research Reports, New South Wales Department of Primary Industries Research Economists, number 37663, Apr, DOI: 10.22004/ag.econ.37663.
  18. 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, HEDG, c/o Department of Economics, University of York, number 08/17, Jul.

2007

  1. H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
  2. Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007, "Constructing Historical Euro Area Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-18, Oct.
  3. 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, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
  4. George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007, "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/07, Aug, revised Nov 2007.
  5. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
  6. Otávio Bartalotti & Maria Carolina da Silva Leme, 2007, "Discriminação Salarial Além Da Média: Uma Abordagem De Decomposição Contrafactual Utilizando Regressões Quantílicas," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 138.
  7. Hoa Nguyen & William Dimovski & Robert Brooks, 2007, "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings," Working Papers, Deakin University, Department of Economics, number 2007_17, Oct.
  8. Kenji Kutsuna & William Dimovski & Robert Brooks, 2007, "The Pricing and Underwriting Costs of Japanese REIT IPOs," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2007-37, Sep.
  9. 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, University Library of Munich, Germany, number 25020, Oct, revised Oct 2007.
  10. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007, "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 25349, May, revised May 2007.
  11. Brooks, Robert & Harris, Mark & Spencer, Christopher, 2007, "An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data," MPRA Paper, University Library of Munich, Germany, number 8509, Aug.
  12. Duangkamon Chotikapanich & D. S. Prasada Rao & William E. Griffiths & Vicar Valencia, 2007, "Global Inequality: Recent Evidence and Trends," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2007-01.
  13. Gao, Jiti & Hong, Yongmiao, 2007, "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper, University Library of Munich, Germany, number 11977, Aug, revised Dec 2007.
  14. Gao, Jiti, 2007, "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 39563, Sep, revised 01 Sep 2007.
  15. Muhammad Akram & Rob J. Hyndman & J. Keith Ord, 2007, "Non-linear exponential smoothing and positive data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/07, Nov.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 3/07, May.
  17. Rob J. Hyndman & Yeasmin Khandakar, 2007, "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/07, Jun.
  18. Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 11/07, Aug.
  20. 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, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 5/07, Jun.
  22. 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, Monash University, Department of Econometrics and Business Statistics, number 2/07, May.
  23. Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007, "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 818, Mar.
  24. Melser, Daniel & Syed, Iqbal, 2007, "Life Cycle Pricing and the Measurement of Inflation," MPRA Paper, University Library of Munich, Germany, number 16722, Aug, revised 07 Jul 2008.
  25. Robert J. Hill & Daniel Melser, 2007, "Comparing House Prices Across Regions and Time: An Hedonic Approach," Discussion Papers, School of Economics, The University of New South Wales, number 2007-33, Nov.
  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, Monash University, Department of Econometrics and Business Statistics, number 8/07, Jun.
  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, Monash University, Department of Econometrics and Business Statistics, number 1/07, Feb.
  28. Ralph D. Snyder & Adrian Beaumont, 2007, "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/07, Dec.
  29. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Fleming, Euan M. & Zhao, Xueyan, 2007, "Economic Evaluation of New Technologies and Promotions in the Australian Sheep and Wool Industries," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand, Australian Agricultural and Resource Economics Society, number 10415, DOI: 10.22004/ag.econ.10415.
  30. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Fleming, Euan M. & Zhao, Xueyan, 2007, "Composition of the National Sheep Flock and Specification of Equilibrium Prices and Quantities for the Australian Sheep and Wool Industries, 2002-03 to 2004-05," Research Reports, New South Wales Department of Primary Industries Research Economists, number 37664, Dec, DOI: 10.22004/ag.econ.37664.

2006

  1. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006, "Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-14, Apr.
  2. Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beverridge Nelson Decomposition with Markov Switching," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-18, Jul.
  3. George Athanasopoulos & Rob J. Hyndman, 2006, "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/06, Oct.
  4. George Athanasopoulos & Farshid Vahid, 2006, "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/06, Jan.
  5. George Athanasopoulos & Farshid Vahid, 2006, "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/06, Jan.
  6. Duangkamon Chotikapanich & William E. Griffiths, 2006, "Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 960.
  7. 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, Monash University, Department of Econometrics and Business Statistics, number 21/06, Nov.
  8. Ramani Gunatilaka & Duangkamon Chotikapanich, 2006, "Inequality Trends and Determinants in Sri Lanka 1980-2002: A Shapley Approach to Decomposition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/06, Feb.
  9. Duangkamon Chotikapanich & D. S. Prasada Rao & Kam Ki Tang, 2006, "Estimating Income Inequality in China Using Grouped Data and the Generalized Beta Distribution," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2006-134.
  10. Catherine Forbes & Brett Inder & Sunitha Raman, 2006, "Measuring the cost of leaving care in Victoria," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/06, Aug.
  11. 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, Monash University, Department of Econometrics and Business Statistics, number 22/06, Dec.
  12. Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006, "Semiparametric penalty function method in partially linear model selection," MPRA Paper, University Library of Munich, Germany, number 11975, Feb, revised Aug 2006.
  13. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006, "Econometric modelling in finance and risk management: An overview," MPRA Paper, University Library of Munich, Germany, number 11978, Dec, revised Nov 2007.
  14. Gao, Jiti & Casas, Isabel, 2006, "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper, University Library of Munich, Germany, number 11980, Nov, revised Aug 2007.
  15. Casas, Isabel & Gao, Jiti, 2006, "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper, University Library of Munich, Germany, number 11981, Oct, revised Aug 2007.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 11/06, Jun.
  17. Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006, "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/06, May.
  18. Rob J Hyndman & Heather Booth, 2006, "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/06, May.
  19. Rob J Hyndman & Muhammad Akram, 2006, "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/06, Jan.
  20. Azhong Ye & Rob J Hyndman & Zinai Li, 2006, "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/06, May.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 10/06.
  22. D. S. Poskitt, 2006, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/06, Jul.
  23. S. D. Grose & D. S. Poskitt, 2006, "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/06, Jun.
  24. 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, Monash University, Department of Econometrics and Business Statistics, number 9/06, May.
  25. Ralph D. Snyder & Anne B. Koehler, 2006, "Incorporating a Tracking Signal into State Space Models for Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/06, Aug.
  26. Ramful, Preety & Zhao, Xueyan, 2006, "Heterogeneity in Alcohol Consumption: The Case of Beer, Wine and Spirits in Australia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25359, DOI: 10.22004/ag.econ.25359.

2005

  1. Heather Anderson & Fashid Vahid, 2005, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-451, Mar.
  2. Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 589, Apr.
  3. Robert Brooks & Edwyna Harris, 2005, "An Analysis of Watermove Water Markets," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/05, May.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 9/05, May.
  5. 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, Monash University, Department of Econometrics and Business Statistics, number 11/05, May.
  6. Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005, "A test for model specification of diffusion processes," MPRA Paper, University Library of Munich, Germany, number 11976, Nov, revised Feb 2007.
  7. Gao, Jiti & Gijbels, Irene, 2005, "Bandwidth selection for nonparametric kernel testing," MPRA Paper, University Library of Munich, Germany, number 11982, Dec, revised Jun 2007.
  8. Denny Meyer & Rob J. Hyndman, 2005, "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/05, Mar.
  9. Jan G. De Gooijer & Rob J. Hyndman, 2005, "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/05, May.
  10. Rob J. Hyndman & Anne B. Koehler, 2005, "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/05, May.
  11. Rob J. Hyndman & Md. Shahid Ullah, 2005, "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/05, Feb.
  12. Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig, 2005, "Forecasting age-specific breast cancer mortality using functional data models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/05, Feb.
  13. J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005, "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/05, Apr.
  14. 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, Monash University, Department of Economics, number 22/05, Dec.
  15. John Creedy & Guyonne Kalb & Hsein Kew, 2005, "Confidence Intervals for Policy Reforms in Behavioural Tax Microsimulation Modelling," Department of Economics - Working Papers Series, The University of Melbourne, number 936.
  16. Jahar L. Bhowmik & Maxwell L. King, 2005, "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/05.
  17. Jahar L. Bhowmik & Maxwell L. King, 2005, "Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/05.
  18. Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler, 2005, "Exponential Smoothing Model Selection for Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/05, Mar.
  19. Alonso Fernández, Andrés Modesto & Maharaj, Elizabeth Ann, 2005, "On the comparison of time series using subsampling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws050702, Feb.
  20. D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
  21. D. S. Poskitt, 2005, "Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/05, Jun.
  22. Ralph D Snyder, 2005, "A Pedant's Approach to Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/05, Mar.
  23. Farshid Vahid & Pushkar Maitra, 2005, "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-452, May.
  24. Zhao, Xueyan & Mullen, John D. & Griffith, Garry R., 2005, "Economic Surplus Measurement in Multi-Market Models," Working Papers, University of New England, School of Economics, number 12910, DOI: 10.22004/ag.econ.12910.
  25. Kenneth W. Clements & Xueyan Zhao, 2005, "Economic Aspects of Marijuana," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 05-28, Nov.
  26. Kenneth W. Clements & Yihui Lan & Xueyan Zhao, 2005, "The Demand for Vice: Inter-Commodity Interactions with Uncertainty," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 05-30.

2004

  1. Heather M. Anderson & Lucy D. Gunn, 2004, "A Model for Trade Frequency in the Presence of Announcements," Econometric Society 2004 Australasian Meetings, Econometric Society, number 165, Aug.
  2. Chin Nam Low & Heather Anderson & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 242, Aug.
  3. Heather M. Anderson & Chin Nam Low, 2004, "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/04, Nov, revised May 2005.
  4. Farshid Vahid & George Athanasopoulos, 2004, "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings, Econometric Society, number 244, Aug.
  5. Sinclair Davidson & Robert Brooks, 2004, "R&D, Agency Costs and Capital Structure: International Evidence," Econometric Society 2004 Australasian Meetings, Econometric Society, number 59, Aug.
  6. 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, Econometric Society, number 62, Aug.
  7. 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, Econometric Society, number 97, Aug.
  8. D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004, "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 213, Aug.
  9. Gael Martin & Chris Strickland & Catherine Forbes, 2004, "Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 324, Aug.
  10. Don U.A. Galagedera & Roland G. Shami, 2004, "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings, Econometric Society, number 126, Aug.
  11. 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, Monash University, Department of Econometrics and Business Statistics, number 16/04, Oct.
  12. 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, Monash University, Department of Econometrics and Business Statistics, number 8/04, Apr.
  13. Don U.A. Galagedera, 2004, "A survey on risk-return analysis," Finance, University Library of Munich, Germany, number 0406010, Jun.
  14. Don U.A. Galagedera, 2004, "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance, University Library of Munich, Germany, number 0406013, Jun.
  15. 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, University Library of Munich, Germany, number 0408006, Aug.
  16. Jiti Gao & Maxwell King, 2004, "Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 225, Aug.
  17. Arapis, Manuel & Gao, Jiti, 2004, "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 11974, Sep, revised 23 Dec 2005.
  18. Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings, Econometric Society, number 120, Aug.
  19. Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004, "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/04, Dec, revised Oct 2005.
  20. Katy Cornwell & Brett Inder, 2004, "Migration and Unemployment in South Africa: When Motivation Surpasses the Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/04, Feb.
  21. Brett Inder, 2004, "Economic growth and contraction and their impact on the poor," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/04, Feb.
  22. Maxwell L. King & Jahar L. Bhowmik, 2004, "Maximal Invariant Likelihood Based Testing of Semi-Linear Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 245, Aug.
  23. Xibin Zhang & Maxwell L. King, 2004, "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/04, Nov.
  24. 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, Monash University, Department of Econometrics and Business Statistics, number 13/04, Jun.
  25. Andrew D. Sanford & Gael Martin, 2004, "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/04, May.
  26. Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004, "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings, Econometric Society, number 152, Aug.
  27. D.S. Poskitt & Jing Zhang, 2004, "Estimating Components in Finite Mixtures and Hidden Markov Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/04, Mar.
  28. D.S. Poskitt, 2004, "Some Results on the Identification and Estimation of Vector ARMAX Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/04, May.
  29. 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, Monash University, Department of Econometrics and Business Statistics, number 19/04, Oct.
  30. D. S. Poskitt, 2004, "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/04, Oct.
  31. 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, Monash University, Department of Econometrics and Business Statistics, number 29/04, Dec.
  32. Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004, "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings, Econometric Society, number 317, Aug.
  33. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004, "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings, Econometric Society, number 316, Aug.
  34. 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, University Library of Munich, Germany, number 0406006, Jun.
  35. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004, "Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan," International Trade, University Library of Munich, Germany, number 0406006, Jun.
  36. Ralph D. Snyder, 2004, "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/04, Aug.
  37. Farshid Vahid & Lin Luo, 2004, "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 232, Aug.
  38. 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, Econometric Society, number 301, Aug.
  39. Xueyan Zhao & Mark Harris, 2004, "Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 363, Aug.

2003

  1. Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
  2. Heather Anderson & Farshid Vahid, 2003, "The Decline in Income Growth Volatility in the United States: Evidence from Regional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/03, Nov.
  3. George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
  4. Duangkamon Chotikapanich & William E. Griffiths, 2003, "Averaging Lorenz Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/03, Dec.
  5. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003, "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/03, Feb.
  6. 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, Monash University, Department of Econometrics and Business Statistics, number 17/03, Oct.
  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, Monash University, Department of Econometrics and Business Statistics, number 14/03, Aug.
  8. Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman, 2003, "Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/03, Nov.
  9. 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, Monash University, Department of Econometrics and Business Statistics, number 20/03, Dec.
  10. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Estimation in semiparametric spatial regression," MPRA Paper, University Library of Munich, Germany, number 11971, May.
  11. Gao, Jiti & King, Maxwell, 2003, "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper, University Library of Munich, Germany, number 11989, Mar, revised Feb 2006.
  12. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Semiparametric spatial regression: theory and practice," MPRA Paper, University Library of Munich, Germany, number 11991, Apr, revised Oct 2006.
  13. Lydia Shenstone & Rob J. Hyndman, 2003, "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/03, Feb.
  14. Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003, "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/03, Jul.
  15. Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003, "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/03, Jan.
  16. Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003, "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/03, Apr.
  17. Strachan, Rodney & Brett Inder, 2003, "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 197, Jun.
  18. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n09, Apr.
  19. Xibin Zhang & Maxwell L. King, 2003, "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/03, Apr.
  20. Elizabeth Ann Maharaj, 2003, "Using Evolutionary Spectra to Forecast Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/03, Feb.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 6/03, Feb.
  22. Andrew D. Sanford & Gael M. Martin, 2003, "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/03, Sep.
  23. B.P.M. McCabe & G.M. Martin & A.R. Tremayne, 2003, "Persistence and Nonstationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/03, Sep.
  24. B.P.M. McCabe & G.M. Martin, 2003, "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/03, Apr.
  25. Ambarawati, I Gusti Agung Ayu & Zhao, Xueyan & Griffith, Garry R. & Piggott, Roley R., 2003, "Distribution of Gains from Cattle Development in a Multi-Stage Production System: The Case of the Bali Beef Industry," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia, Australian Agricultural and Resource Economics Society, number 57829, Feb, DOI: 10.22004/ag.econ.57829.
  26. Zhao, Xueyan, 2003, "Drugs as a Rational Choice: Preliminary Explorations of Marijuana Consumption in Australia," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia, Australian Agricultural and Resource Economics Society, number 58276, Feb, DOI: 10.22004/ag.econ.58276.
  27. Y.K. Tse & Xibin Zhang, 2003, "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/03, Mar.

2002

  1. Heather M. Anderson, 2002, "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/02, Dec.
  2. George Athanasopoulos & Farshid Vahid, 2002, "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/02, Aug.
  3. Brian Hanlon & Catherine Forbes, 2002, "Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/02, Aug.
  4. Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
  5. Ralph D. Snyder & Catherine S. Forbes, 2002, "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/02, Oct.
  6. 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, Monash University, Department of Econometrics and Business Statistics, number 2/02, Feb.
  7. Gao, Jiti, 2002, "Modeling long-range dependent Gaussian processes with application in continuous-time financial models," MPRA Paper, University Library of Munich, Germany, number 11973, May, revised 18 Sep 2003.
  8. Gao, Jiti & Tong, Howell, 2002, "Nonparametric and semiparametric regression model selection," MPRA Paper, University Library of Munich, Germany, number 11987, May, revised Feb 2004.
  9. Yao, Qiwei & Hyndman, Rob J., 2002, "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6092.
  10. Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002, "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/02, Aug.
  11. Peter Hall & Rob J. Hyndman, 2002, "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/02, Sep.
  12. Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord, 2002, "Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/02, Feb.
  13. Guyonne Kalb & Rosanna Scutella & Hsein Kew, 2002, "Estimation of Wage Equations in Australia: Allowing for Censored Observations of Labour Supply," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n26, Nov.
  14. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n25, Nov.
  15. Xibin Zhang & Maxwell L. King, 2002, "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/02, Dec.
  16. 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, Monash University, Department of Econometrics and Business Statistics, number 4/02, May.
  17. 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, Monash University, Department of Econometrics and Business Statistics, number 1/02, Feb.
  18. 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, Australian Agricultural and Resource Economics Society, number 125047, Feb, DOI: 10.22004/ag.econ.125047.
  19. Powell, Alan A. & McLaren, Keith R. & Pearson, K.R. & Rimmer, Maureen T., 2002, "Cobb-Douglas Utility - Eventually!," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 330977.
  20. 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, Monash University, Department of Econometrics and Business Statistics, number 13/02, Dec.
  21. 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, Monash University, Department of Econometrics and Business Statistics, number 6/02, Jul.
  22. 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, The University of Melbourne, number 862.
  23. Issler, João Victor & Vahid, Farshid, 2002, "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 445, May.
  24. Xueyan Zhao & Kym Anderson & Glyn Wittwer, 2002, "Who Gains from Australian Generic Wine R&D and Promotion?," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2002-04, Feb.
  25. Xueyan Zhao, 2002, "Who Bears the Burden and Who Receives the Gain? - The Case of GWRDC R&D Investments in the Australian Grape and Wine Industry," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/02, Nov.
  26. X. Zhao & J.D. Mullen & G.R. Griffith & R.R. Piggott & W.E. Griffiths, 2002, "The Economic Incidence of R&D and Promotion Investments in the Australian Beef Industry," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/02, Nov.
  27. Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
  28. 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, Monash University, Department of Econometrics and Business Statistics, number 17/02, Nov.

2001

  1. Anderson, H.M. & Vahid, F., 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/01, May.
  2. 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, Monash University, Department of Econometrics and Business Statistics, number 7/01, Jun.
  3. Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001, "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series, The University of Melbourne, number 794.
  4. Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001, "Averaging Income Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 798.
  5. Chotikapanich, D. & Griffiths, W., 2001, "On Calculation of the Extended Gini Coefficient," Department of Economics - Working Papers Series, The University of Melbourne, number 801.
  6. Racine, J & Hyndman, R.J., 2001, "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/01, Nov.
  7. Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001, "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/01, Dec.
  8. Hyndman, R.J. & Billah, B., 2001, "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/01, Jun.
  9. Hyndman, R.J. & Erbas, B., 2001, "Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/01, Sep.
  10. John Creedy & Guyonne Kalb & Hsein Kew, 2001, "The Melbourne Institute Tax and Transfer Simulator (MITTS)," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n16, Nov.
  11. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n10, Sep.
  12. Maharaj, E.A., 2001, "Comparison of Non-Stationary Time Series in the Frequency Domain," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/01, Mar.
  13. Antonio, J. & Martin, G., 2001, "Spot Market Competition with Stranded Costs in the Spanish Electricity Industry," Papers, Centro de Estudios Monetarios Y Financieros-, number 0106.
  14. Vahid, Farshid & Issler, João Victor, 2001, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 417, Apr.
  15. Issler, João Victor & Vahid, Farshid, 2001, "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 429, Jul.
  16. Vahid, F. & Sarin, R., 2001, "Strategy Similarity and Coordination," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/01, Jul.
  17. Zhao, Xueyan & Mullen, John D. & Griffith, Garry R., 2001, "Some Practical Issues in Economic Surplus Measurement in Multi-Market Models," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia, Australian Agricultural and Resource Economics Society, number 126067, Jan, DOI: 10.22004/ag.econ.126067.

2000

  1. Anderson, H.M. & Vahid, F., 2000, "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/00, Mar.
  2. Duangkamon Chotikapanich & William E. Griffiths, 2000, "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1215, Aug.
  3. Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 751.
  4. Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Atkinson Inequality Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 766.
  5. Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0575, Aug.
  6. Shami, R.G. & Forbes, C.S., 2000, "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/00, Dec.
  7. Forbes, C.S. & Kofman, P., 2000, "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/00, Apr.
  8. Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000, "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/00, Aug.
  9. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000, "Partially linear models," MPRA Paper, University Library of Munich, Germany, number 39562, Sep, revised 01 Sep 2000.
  10. Cai, T. & Hyndman, R.J. & Wand, M.P., 2000, "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/00, Dec.
  11. Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000, "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/00, Aug.
  12. Grose, S. & McLaren, K., 2000, "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/00, Feb.
  13. Grose, S. & McLaren, K., 2000, "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/00, Mar.
  14. Farshid Vahid, 2000, "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0251, Aug.
  15. Zhao, Xueyan & Griffith, Garry R. & Mullen, John D., 2000, "Returns to New Technologies in the Australian Beef Industry: On-farm Research versus Off-farm Research," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia, Australian Agricultural and Resource Economics Society, number 123749, DOI: 10.22004/ag.econ.123749.
  16. Zhao, Xueyan & Mullen, John D. & Griffith, Garry R. & Griffiths, William E. & Piggott, Roley R., 2000, "An Equilibrium Displacement Model of the Australian Beef Industry," Research Reports, New South Wales Department of Primary Industries Research Economists, number 28007, DOI: 10.22004/ag.econ.28007.

1999

  1. Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999, "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/99, Jun.
  2. Snyder, R.D. & Forbes, C.S., 1999, "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/99, Dec.
  3. Gao, jiti & Anh, vo & Heyde, christopher, 1999, "Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency," MPRA Paper, University Library of Munich, Germany, number 11972, Dec, revised 23 Oct 2001.
  4. Marahaj, E.A. & Inder, B., 1999, "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/99, Jun.
  5. Bernard Bollen & Brett Inder, 1999, "Estimating Daily Volatility in Financial Markets Utilizing Intraday Data," Working Papers, School of Economics, La Trobe University, number 1999.01.
  6. Strachan, R.W. & Inder, B., 1999, "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/99, Oct.
  7. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999, "Selecting the Order of an ARCH Model," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 1999-01.
  8. 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, Monash University, Department of Econometrics and Business Statistics, number 11/99, Sep.
  9. Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999, "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/99, Jan.
  10. Snyder, R.D. & Koehler, A. & Ord, K., 1999, "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/99, Aug.
  11. Snyder, R., 1999, "Forecasting Sales of Slow and Fast Moving Inventories," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/99, Jun.
  12. Vahid, Farshid & Issler, João Victor, 1999, "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 352, Sep.
  13. Sarin, R. & Vahid, F., 1999, "Predicting how People Play Games: a Simple Dynamic Model of Choice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/99, Oct.
  14. Griffiths, William E. & Zhao, Xueyan, 1999, "A Unified Approach To Sensitivity Analysis In Equilibrium Displacement Models: Comment," Working Papers, University of New England, School of Economics, number 12950, DOI: 10.22004/ag.econ.12950.

1998

  1. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers, Melbourne - Centre in Finance, number 98-3.
  2. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.
  3. Nahar, S. & Inder, B., 1998, "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/98.
  4. Bollen, B. & Inder, B., 1998, "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/98.
  5. Martin, G.M., 1998, "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/98.
  6. Issler, João Victor & Vahid, Farshid, 1998, "Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 335, Sep.

1997

  1. 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, Melbourne - Centre in Finance, number 97-4.
  2. Oliver, J.J. & Forbes, C.S., 1997, "Bayesian Approaches to Segmenting A Simple Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/97.
  3. Forbes, C.S. & Kalb, G.R.J. & Kofman, P., 1997, "Bayesian Arbitrage Threshold Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/97.
  4. Snyder, R. & Inder, B., 1997, "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/97.
  5. Martin, G.M., 1997, "Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/97.
  6. 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, Monash University, Department of Econometrics and Business Statistics, number 4/97.

1996

  1. Faff, R. & Brooks, R., 1996, "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers, Melbourne - Centre in Finance, number 96-10.
  2. Lee, J. & Brooks, R., 1996, "The Stability of ARCH Models Across Australian Financial Markets," Papers, Melbourne - Centre in Finance, number 96-9.
  3. King, M.L. & Forbes, C.S. & Morgan, A., 1996, "Improved Small Sample Midel selection Procedures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/96.
  4. Maharaj, A. & Inder, B., 1996, "A Test to Compare two Related Stationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/96.
  5. Poskitt, D., 1996, "The Analysis of Cointegrated Autoregressive Moving-Average Systems," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,58.
  6. Lütkepohl, H. & Poskitt, D. S., 1996, "Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,74.
  7. Silvapulle, P. & Evans, M., 1996, "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/96.
  8. Zhao, Xueyan & Mullen, John D. & Griffith, Garry R., 1996, "Functional Forms and Economic Surplus Changes," 1996 Conference (40th), February 11-16, 1996, Melbourne, Australia, Australian Agricultural and Resource Economics Society, number 156588, DOI: 10.22004/ag.econ.156588.
  9. Zhao, Xueyan & Griffith, Garry R. & Mullen, John D., 1996, "The Competitive Structure of the Australian Meat and Livestock Industries," 1996 Conference (40th), February 11-16, 1996, Melbourne, Australia, Australian Agricultural and Resource Economics Society, number 156589, DOI: 10.22004/ag.econ.156589.

1995

  1. Brooks, R. & Faff, R., 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers, Melbourne - Centre in Finance, number 95-3.
  2. Brooks, R. & Michaelides, P., 1995, "Autocorrelations, Returns and Australian Financial Futures," Papers, Melbourne - Centre in Finance, number 95-9.
  3. Forbes, C.S. & King, M.L. & Morgan, A., 1995, "A Small Sample Variable Selection Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/95.
  4. 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, Monash University, Department of Econometrics and Business Statistics, number 19/95.
  5. Hao, K. & Inder, B., 1995, "A Modified Fluctuation Test for Structural Change," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/95.
  6. Wu, P. & King, M.L., 1995, "Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/95.
  7. Martin, G., 1995, "Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/95.
  8. Martin, G., 1995, "Fractional Cointegration: A Bayesian Aproach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/95.
  9. Keith R. McLaren, 1995, "A Parsimonious Autocorrelation Correction for Singular Demand Systems," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/95, Mar.
  10. Poskitt, D. & Lütkepohl, H., 1995, "Consistent Specification of Cointegrated Autoregressive Moving-Average Systems," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,54.
  11. Param Silvapulle, 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics, University Library of Munich, Germany, number 9506005, Jun, revised 16 Jun 1995.
  12. Issler, João Victor & Vahid, Farshid, 1995, "Common cycles in macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 257, Feb.

1994

  1. Brooks, R., 1994, "The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach," Papers, Melbourne - Centre in Finance, number 94-11.
  2. Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994, "Beta Stability and Portfolio Formation," Papers, Melbourne - Centre in Finance, number 94-3.
  3. Brooks, R.D. & King, M.L., 1994, "Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/94.
  4. Scipione, C.M., 1994, "Bayesian Statistical Variable Selection: A Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/94.
  5. Gao, Jiti, 1994, "Asymptotic theory for partly linear models," MPRA Paper, University Library of Munich, Germany, number 40452, Jul, revised 02 Dec 1994.
  6. Hao, K. & Inder, B., 1994, "A Diagnostic Test for Structural Change in Cointegrated Regression Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/94.
  7. Maharaj, E.A., 1994, "A Significance Test for Classifying ARMA Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/94.
  8. Vahid, Farshid & Issler, João Victor, 1994, "Common cycles in macroeconomic aggregates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 233, Apr.

1993

  1. Brooks, R.D., 1993, "The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients," Papers, Melbourne - Centre in Finance, number 93-3.
  2. Param Silvapulle & Inder Inder, 1993, "Yields spreads and Interest Rates Movements: A Cointegration Approach," Working Papers, School of Economics, La Trobe University, number 1993.09.

1992

  1. Param Silvapulle & Brett Inder, 1992, "Does the Fisher Effect Apply in Australia?," Working Papers, School of Economics, La Trobe University, number 1991.02.

1991

  1. McLaren, Keith, 1991, "The USe of Adjustment Cost Investment Models in Intertemporal Computable General Equilibrium Models," Impact Project Archive, Impact Research Centre, University of Melbourne, number 295064, Mar, DOI: 10.22004/ag.econ.295064.
  2. Breece, James H. & McLaren, Keith R. & Murphy, Chris & Powell, Alan A., 1991, "Using the Murphy Model to Provide Short-Run Macroeconomic Closure for Orani," Impact Project Archive, Impact Research Centre, University of Melbourne, number 316149, Jul, DOI: 10.22004/ag.econ.316149.

1990

  1. Anderson, H.M. & Granger, C.W.G. & Hall, A.D., 1990, "Treasury Bi;; Yield Curves And Cointegration," Papers, Australian National University - Department of Economics, number 215.

1989

  1. Dufour, J.M. & King, M.L., 1989, "Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8921.

1982

  1. Cooper, Russell & McLaren, Keith, 1982, "Design of the ORANI- Macro-Bachuroo Interface," Impact Project Archive, Impact Research Centre, University of Melbourne, number 295050, Sep, DOI: 10.22004/ag.econ.295050.

1975

  1. Hall, V.B. & King, M. L., 1975, "Inflationary Expectations In New Zealand, A Preliminary Study," Working Papers, University of Sydney, School of Economics, number 4, Aug.

1969

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

Undated

  1. Chotikapanich, Duangkamon & Griffiths, William E., undated, "Flexible Distributed Lags," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia, Australian Agricultural and Resource Economics Society, number 123623, DOI: 10.22004/ag.econ.123623.
  2. Apostolos Serletis & Guohua Feng, undated, "Imposing Theoretical Regularity on Flexible Functional Forms," Working Papers, Department of Economics, University of Calgary, number 2013-11.
  3. Guohua Feng & Apostolos Serletis, undated, "Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function," Working Papers, Department of Economics, University of Calgary, number 2013-15.
  4. Hyndman, Rob J. & Grunwald, Gary K., undated, "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267393, DOI: 10.22004/ag.econ.267393.
  5. Bashtannyk, David M. & Hyndman, Rob J., undated, "Bandwidth Selection for Kernel Conditional Density Estimation," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267481, DOI: 10.22004/ag.econ.267481.
  6. Fraccaro, Richard & Hyndman, Rob & Veevers, Alan, undated, "Residual Diagnostic Plots for Checking for Model Mis-Specification in Time Series Regression," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267485, DOI: 10.22004/ag.econ.267485.
  7. Hyndman, R.J. & Wand, M.P., undated, "Nonparametric autocovariance function estimation," Statistics Working Paper, Australian Graduate School of Management, number _006.
  8. King, Maxwell L., undated, "Towards a Theory of Point Optimal Testing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266861, DOI: 10.22004/ag.econ.266861.
  9. King, Maxwell L., undated, "Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266865, DOI: 10.22004/ag.econ.266865.
  10. King, Maxwell L., undated, "The Power of Student's t Test: Can a Non-Similar Test Do Better?," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266886, DOI: 10.22004/ag.econ.266886.
  11. King, Maxwell L. & Edwards, Phillip M., undated, "Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266931, DOI: 10.22004/ag.econ.266931.
  12. Bhatti, Muhammad I. & King, Maxwell L., undated, "A Beta-Optimal Test of the Equicorrelation Coefficient," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266939, DOI: 10.22004/ag.econ.266939.
  13. King, Maxwell L. & Wu, Ping X., undated, "Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266984, DOI: 10.22004/ag.econ.266984.
  14. King, Maxwell L. & Wu, Ping X., undated, "Locally Optimal One-Sided Tests for Multiparameter Hypothesis," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266993, DOI: 10.22004/ag.econ.266993.
  15. Dufour, Jean-Marie & King, Maxwell L., undated, "Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267065, DOI: 10.22004/ag.econ.267065.
  16. Silvapulle, Paramsothy & King, Maxwell L., undated, "Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267070, DOI: 10.22004/ag.econ.267070.
  17. King, Maxwell L. & Shah, Chandra & van Garderen, Kees Jan, undated, "Tutoring in Economic Statistics: The Monash Experience," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267072, DOI: 10.22004/ag.econ.267072.
  18. Grose, Simone D. & King, Maxwell L., undated, "The Locally Unbiased Two-Sided Durbin-Watson Test," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267135, DOI: 10.22004/ag.econ.267135.
  19. King, Maxwell L. & Shively, Thomas S., undated, "Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267158, DOI: 10.22004/ag.econ.267158.
  20. Lee, John H. H. & King, Maxwell L., undated, "A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267297, DOI: 10.22004/ag.econ.267297.
  21. Rahman, Shahidur & King, Maxwell L., undated, "Testing for ARMA(1,1) Disturbances in the Linear Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267386, DOI: 10.22004/ag.econ.267386.
  22. Shah, C. & King, M. L., undated, "Choice of Time-Series Forecasting Method Using Discriminant Scores," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267388, DOI: 10.22004/ag.econ.267388.
  23. Granger, Clive & King, Maxwell L. & White, Halbert, undated, "Comments on Testing Economic Theories and the Use of Model Selection Criteria," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267403, DOI: 10.22004/ag.econ.267403.
  24. Bhatti, M. Ishaq & King, Maxwell L., undated, "Testing for Subblock Effects in Multi-Stage Linear Regression Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267406, DOI: 10.22004/ag.econ.267406.
  25. King, Maxwell L., undated, "Hypothesis Testing in the Presence of Nuisance Parameters," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267419, DOI: 10.22004/ag.econ.267419.
  26. Ara, Ismat & King, Maxwell L., undated, "Marginal Likelihood Based Tests of Regression Disturbances," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267420, DOI: 10.22004/ag.econ.267420.
  27. Rahman, Shahidur & King, Maxwell L., undated, "Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267421, DOI: 10.22004/ag.econ.267421.
  28. King, Maxwell L. & Rankin, Mei Leng, undated, "Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267423, DOI: 10.22004/ag.econ.267423.
  29. Brooks, Robert D. & King Maxwell L., undated, "Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267425, DOI: 10.22004/ag.econ.267425.
  30. Grose, Simone D. & King, Maxwell L., undated, "The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267426, DOI: 10.22004/ag.econ.267426.
  31. Rahman, Shahidur & King, Maxwell L., undated, "A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficients in the Presence of Autocorrelation," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267434, DOI: 10.22004/ag.econ.267434.
  32. Wu, Ping X. & King, Maxwell L., undated, "One-Sided Hypothesis Testing in Econometrics: A Sruvey," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267436, DOI: 10.22004/ag.econ.267436.
  33. Hossain, Md. Zakir & King, Maxwell L., undated, "Model Selection When a Key Parameter is Constrained to be in an Interval," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267482, DOI: 10.22004/ag.econ.267482.
  34. Laskar, Mizan R. & King, Maxwell L., undated, "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267490, DOI: 10.22004/ag.econ.267490.
  35. King, Maxwell L. & Harris, David C., undated, "The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267759, DOI: 10.22004/ag.econ.267759.
  36. Wu, Ping & King, Maxwell L., undated, "Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267760, DOI: 10.22004/ag.econ.267760.
  37. Ara, Ismat & King, Maxwell L., undated, "Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267765, DOI: 10.22004/ag.econ.267765.
  38. Laskar, Mizan R. & King, Maxwell L., undated, "Estimation of Regression Disturbances Based on Minimum Message Length," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267908, DOI: 10.22004/ag.econ.267908.
  39. Atukorala, Ranjani & King, Maxwell L., undated, "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267910, DOI: 10.22004/ag.econ.267910.
  40. Laskar, Mizan R. & King, Maxwell L., undated, "Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267941, DOI: 10.22004/ag.econ.267941.
  41. Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R., undated, "Compositional Data Analysis and Zeros in Micro Data," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266380, DOI: 10.22004/ag.econ.266380.
  42. Cooper, Russel J. & McLaren, Keith R., undated, "Regular Alternatives to the Almost Ideal Demand System," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266885, DOI: 10.22004/ag.econ.266885.
  43. Cooper, Russel J. & Madan, Dilip B. & McLaren, Keith R., undated, "A 'Gormanesque' Approach to the Solution of Intertemporal Consumption Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266964, DOI: 10.22004/ag.econ.266964.
  44. McLaren, Keith R., undated, "A Variant on the Arguments for the Invariance of Estimators in a Singular System of Equations," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266969, DOI: 10.22004/ag.econ.266969.
  45. McLaren, Keith R., undated, "A Reappraisal of the Neoclassical Approach to Modelling Business Investment," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267066, DOI: 10.22004/ag.econ.267066.
  46. Cooper, Russel J. & McLaren, Keith R. & Parameswaran, Priya, undated, "A System of Demand Equations Satisfying Effectively Global Curvature Conditions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267295, DOI: 10.22004/ag.econ.267295.
  47. Cooper, Russel J. & McLaren, Keith R., undated, "An Empirically Oriented Demand System with Improved Regularity Properties (Revised Version)," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267296, DOI: 10.22004/ag.econ.267296.
  48. Cooper, Russel J. & McLaren, Keith R., undated, "A System of Demand Equations Satisfying Effectively Global Regularity Conditions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267397, DOI: 10.22004/ag.econ.267397.
  49. Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R., undated, "The Stochastic Specification of Demand Share Equations Restricting Budget Shares to the Unit Simplex," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267407, DOI: 10.22004/ag.econ.267407.
  50. McLaren, Keith R. & Fry, Jane M. & Fry, Tim R. L., undated, "A Simple Nested Test of AIDS," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267417, DOI: 10.22004/ag.econ.267417.
  51. McLaren, Keith R., undated, "A Parsimonious Autocorrelation Correction for Singular Demand Systems (Third Draft)," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267756, DOI: 10.22004/ag.econ.267756.
  52. D.S. Poskitt, undated, "Specification of echelon form VARMA models," Statistic und Oekonometrie, Humboldt Universitaet Berlin, number 9305.
  53. Snyder, Ralph D., undated, "Statistical Foundations of Exponential Smoothing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266862, DOI: 10.22004/ag.econ.266862.
  54. Snyder, Ralph D., undated, "Kalman Filtering with Partially Diffuse Initial Conditions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266882, DOI: 10.22004/ag.econ.266882.
  55. Snyder, R. D. & Shah, C. & Lehmer, C., undated, "Multi-Series Heuristics for Exponential Smoothing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266889, DOI: 10.22004/ag.econ.266889.
  56. Snyder, R. D., undated, "A Computerized System for Forecasting Spare Parts Sales: A Case Study," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266981, DOI: 10.22004/ag.econ.266981.
  57. Dunsmuir, W. T. M. & Snyder, R. D., undated, "ABC Analysis in Inventory Control - The Issue of Stability," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 266986, DOI: 10.22004/ag.econ.266986.
  58. Snyder, R. D., undated, "Why Kalman Filter?," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267075, DOI: 10.22004/ag.econ.267075.
  59. Snyder, Ralph D., undated, "Maximum Likelihood Estimation: A Prediction Error Approach," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267131, DOI: 10.22004/ag.econ.267131.
  60. Choong, Foong Chee & Snyder, Ralph D., undated, "The Evaluation of Forecast Accuracy of a Non Statistical Method of Forecasting," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267161, DOI: 10.22004/ag.econ.267161.
  61. Snyder, Ralph D. & Saligari, Grant, undated, "Kalman Filtering: The Initialization Problem," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267387, DOI: 10.22004/ag.econ.267387.
  62. Koehler, Anne & Ord, Keith & Snyder, Ralph D., undated, "Rationalization of Exponential Smoothing in Terms of a Statistical Framework with Multiplicative Disturbances," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267392, DOI: 10.22004/ag.econ.267392.
  63. Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, undated, "Lead Time Demand for Simple Exponential Smoothing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267484, DOI: 10.22004/ag.econ.267484.
  64. Ord, J. K. & Koehler, A. & Snyder, R. D., undated, "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267757, DOI: 10.22004/ag.econ.267757.
  65. Snyder, R. D., undated, "Inventory Control: Back to the Molehills," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267758, DOI: 10.22004/ag.econ.267758.
  66. Saligari, Grant R. & Snyder, Ralph D., undated, "Trends, Lead Times and Forecasting," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267774, DOI: 10.22004/ag.econ.267774.
  67. Snyder, Ralph D. & Grose, Simone, undated, "Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267913, DOI: 10.22004/ag.econ.267913.
  68. Snyder, R. D. & Ord, J. K. & Koehler, A. B., undated, "Prediction Intervals for ARIMA Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267930, DOI: 10.22004/ag.econ.267930.
  69. Shami, Roland G. & Snyder, Ralph D., undated, "Exponential Smoothing of Seasonal Data: A Comparison," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267932, DOI: 10.22004/ag.econ.267932.
  70. Shami, Roland G. & Snyder, Ralph D., undated, "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267939, DOI: 10.22004/ag.econ.267939.

Journal articles

2026

  1. Heather M. Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2026, "Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 13-23, January, DOI: 10.1080/07350015.2025.2488346.
  2. Robert Moss & Ruarai J Tobin & Mitchell O’Hara-Wild & Adeshina I Adekunle & Dennis Liu & Tobin South & Dylan J Morris & Gerard E Ryan & Tianxiao Hao & Aarathy Babu & Katharine L Senior & James G Wood , 2026, "Ensemble forecasts of COVID-19 activity to support Australia’s pandemic response: 2020–22," PLOS Computational Biology, Public Library of Science, volume 22, issue 4, pages 1-22, April, DOI: 10.1371/journal.pcbi.1014199.
  3. Vashold, Lukas & Pirich, Gustav & Heinze, Maximilian & Kuschnig, Nikolas, 2026, "Downstream impacts of mines on agriculture in Africa," Journal of Development Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.jdeveco.2025.103671.
  4. Morley, James & Wong, Benjamin, 2026, "How important is global r-star for open economies?," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105391.

2025

  1. Sun, Xiaotong & Anderson, Heather M. & Wei, Wei & Zhang, Xibin, 2025, "Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108397.
  2. Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn Silvapulle & Param Silvapulle, 2025, "Impact of climate change on agriculture in Australia: an interactive fixed effects model approach," Applied Economics, Taylor & Francis Journals, volume 57, issue 43, pages 6901-6914, September, DOI: 10.1080/00036846.2024.2387361.
  3. Yan, Yayi & Gao, Jiti & Peng, Bin, 2025, "ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES," Econometric Theory, Cambridge University Press, volume 41, issue 3, pages 584-616, June.
  4. Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
  5. Tingting Cheng & Jiti Gao & Oliver Linton & Yayi Yan, 2025, "Nonparametric predictive regression for stock return prediction," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 10, pages 1462-1493, November, DOI: 10.1080/07474938.2025.2519389.
  6. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon–Jae Whang, 2025, "Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 5, pages 630-648, May, DOI: 10.1080/07474938.2024.2433688.
  7. Difang Huang & Jiti Gao & Tatsushi Oka, 2025, "Semiparametric single-index estimation for average treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 6, pages 843-885, July, DOI: 10.1080/07474938.2025.2457561.
  8. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2025, "Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, volume 120, issue 552, pages 2822-2833, October, DOI: 10.1080/01621459.2025.2507436.
  9. Wang, Xiaoqian & Hyndman, Rob J. & Wickramasuriya, Shanika L., 2025, "Optimal forecast reconciliation with time series selection," European Journal of Operational Research, Elsevier, volume 323, issue 2, pages 455-470, DOI: 10.1016/j.ejor.2024.12.004.
  10. Rob J. Hyndman, 2025, "Errors on Percentage Errors," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 78, pages 26-28, Q3.
  11. Kasun Bandara & Rob J. Hyndman & Christoph Bergmeir, 2025, "MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns," International Journal of Operational Research, Inderscience Enterprises Ltd, volume 52, issue 1, pages 79-98.
  12. Rob J. Hyndman, 2025, "Comments on: Exploratory functional data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 34, issue 2, pages 483-487, June, DOI: 10.1007/s11749-025-00963-z.
  13. Rob J. Hyndman & Bahman Rostami-Tabar, 2025, "Forecasting interrupted time series," Journal of the Operational Research Society, Taylor & Francis Journals, volume 76, issue 4, pages 790-803, April, DOI: 10.1080/01605682.2024.2395315.
  14. Philipp Sepin & Lukas Vashold & Nikolas Kuschnig, 2025, "Mapping mining areas in the tropics from 2016 to 2024," Nature Sustainability, Nature, volume 8, issue 11, pages 1400-1407, November, DOI: 10.1038/s41893-025-01668-9.
  15. Lina Zhang & David T. Frazier & D.S. Poskitt & Xueyan Zhao, 2025, "Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 7, pages 915-938, August, DOI: 10.1080/07474938.2025.2460540.
  16. Kamber, Güneş & Morley, James & Wong, Benjamin, 2025, "Trend-cycle decomposition in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105066.

2024

  1. Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024, "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102225.
  2. Victor Matheson & Robert Brooks, 2024, "Vale1 Ross Booth (1952–2024)," Journal of Sports Economics, , volume 25, issue 7, pages 887-891, October, DOI: 10.1177/15270025241268767.
  3. Akram Shavkatovich Hasanov & Robert Brooks & Sirojiddin Abrorov & Aktam Usmanovich Burkhanov, 2024, "Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1403-1407, November, DOI: 10.1002/jae.3091.
  4. Don Galagedera & Joan Tan, 2024, "Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency," Mathematics, MDPI, volume 12, issue 22, pages 1-25, November.
  5. Don U. A. Galagedera & Jessica Leung & Farshid Vahid, 2024, "Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective," SAGE Open, , volume 14, issue 2, pages 21582440241, June, DOI: 10.1177/21582440241256953.
  6. Don U.A. Galagedera, 2024, "Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels," Applied Economics, Taylor & Francis Journals, volume 56, issue 28, pages 3385-3400, June, DOI: 10.1080/00036846.2023.2206618.
  7. Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024, "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105577.
  8. Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024, "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105671.
  9. Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024, "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105853.
  10. Jiti Gao & Bin Peng & Yayi Yan, 2024, "Higher-Order Expansions and Inference for Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 548, pages 2760-2771, October, DOI: 10.1080/01621459.2023.2277411.
  11. 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, volume 42, issue 1, pages 122-134, January, DOI: 10.1080/07350015.2023.2166048.
  12. 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, volume 42, issue 1, pages 310-321, January, DOI: 10.1080/07350015.2023.2191673.
  13. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024, "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 430-456, DOI: 10.1016/j.ijforecast.2023.10.010.
  14. Girolimetto, Daniele & Athanasopoulos, George & Di Fonzo, Tommaso & Hyndman, Rob J., 2024, "Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1134-1151, DOI: 10.1016/j.ijforecast.2023.10.003.
  15. Raffaele Mattera & George Athanasopoulos & Rob Hyndman, 2024, "Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 11, pages 1641-1667, November, DOI: 10.1080/14697688.2024.2412687.
  16. Kim, H. Youn & McLaren, Keith R., 2024, "Intertemporal Two-stage Budgeting: Implications for Consumer Demands and Consumption," Research in Economics, Elsevier, volume 78, issue 1, pages 25-36, DOI: 10.1016/j.rie.2024.01.007.
  17. Melser, Daniel & Le, Trinh & Ruthbah, Ummul, 2024, "Climate change and its impact on home insurance uptake in Australia," Ecological Economics, Elsevier, volume 222, issue C, DOI: 10.1016/j.ecolecon.2024.108195.
  18. Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan, 2024, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105741.
  19. Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024, "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 811-839, DOI: 10.1016/j.ijforecast.2023.05.002.
  20. Didier Nibbering, 2024, "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 481-497, April, DOI: 10.1002/jae.3034.
  21. Didier Nibbering & Richard Paap, 2024, "Forecasting carbon emissions using asymmetric grouping," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2228-2256, September, DOI: 10.1002/for.3124.
  22. Poskitt, Donald S., 2024, "On Gmm Inference: Partial Identification, Identification Strength, And Nonstandard Asymptotics," Econometric Theory, Cambridge University Press, volume 40, issue 4, pages 875-925, August.
  23. James Morley & Trung Duc Tran & Benjamin Wong, 2024, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 665-680, April, DOI: 10.1080/07350015.2023.2221974.
  24. Xueyan Zhao & Fangyuan Wang & Li Wang & Qing Wang & Ancheng Liu & Yan Li, 2024, "Deep Simple Epicotyl Morphophysiological Dormancy in Seeds of Endemic Chinese Helleborus thibetanus," Agriculture, MDPI, volume 14, issue 7, pages 1-14, June.
  25. Yujin Lu & Xingmeng Xu & Gaoru Zhu & Yuting Peng & Yi Li & Xueyan Zhao, 2024, "Land Space and High-Speed Transportation Coordinated Development Evaluation in the Beijing–Tianjin–Hebei Urban Agglomeration of China," Land, MDPI, volume 13, issue 10, pages 1-27, October.
  26. Xingmeng Xu & Gaoru Zhu & Chun Zhang & Xueyan Zhao & Yi Li, 2024, "Research Progress of the Impacts of Comprehensive Transportation Network on Territorial Spatial Development and Protection," Land, MDPI, volume 13, issue 4, pages 1-18, April.
  27. Xiaobin Gao & Feiqi Deng & Wenli Shang & Xueyan Zhao & Shuqi Li, 2024, "Attack-resilient asynchronous state estimation of interval type-2 fuzzy systems under stochastic protocols," International Journal of Systems Science, Taylor & Francis Journals, volume 55, issue 13, pages 2688-2700, October, DOI: 10.1080/00207721.2024.2345199.

2023

  1. 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, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106798.
  2. Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor, 2023, "Identifying marginal treatment effects in the presence of sample selection," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 565-584, DOI: 10.1016/j.jeconom.2021.11.011.
  3. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023, "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 407-422, April, DOI: 10.1002/jae.2956.
  4. Emawtee Bissoondoyal‐Bheenick & Robert Brooks & Hung Xuan Do, 2023, "Risk Analysis of Pension Fund Investment Choices," Abacus, Accounting Foundation, University of Sydney, volume 59, issue 3, pages 872-898, September, DOI: 10.1111/abac.12264.
  5. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan, 2023, "ESG and firm performance: The role of size and media channels," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106203.
  6. Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023, "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106444.
  7. Vellachami, Sanggetha & Hasanov, Akram Shavkatovich & Brooks, Robert, 2023, "Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102715.
  8. Pick-Schen Yip & Wee-Yeap Lau & Robert Brooks, 2023, "The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries," Commodities, MDPI, volume 2, issue 2, pages 1-16, April.
  9. Meng-Horng Lee & Chee-Wooi Hooy & Robert Brooks, 2023, "A New Measure for Idiosyncratic Risk Based on Decomposition Method," JRFM, MDPI, volume 16, issue 1, pages 1-8, January.
  10. Anirban Sengupta & Debasish Maitra & Saumya Ranjan Dash & Robert Brooks, 2023, "Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 2, pages 399-430.
  11. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Do, 2023, "Asset allocation of Australian superannuation funds: a markov regime switching approach," Annals of Operations Research, Springer, volume 330, issue 1, pages 485-515, November, DOI: 10.1007/s10479-022-04741-0.
  12. Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023, "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 320-345, DOI: 10.1016/j.jeconom.2021.07.004.
  13. He, Yi & Jaidee, Sombut & Gao, Jiti, 2023, "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 151-177, DOI: 10.1016/j.jeconom.2021.10.015.
  14. Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi, 2023, "Binary response models for heterogeneous panel data with interactive fixed effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1654-1679, DOI: 10.1016/j.jeconom.2023.01.009.
  15. Panagiotelis, Anastasios & Gamakumara, Puwasala & Athanasopoulos, George & Hyndman, Rob J., 2023, "Probabilistic forecast reconciliation: Properties, evaluation and score optimisation," European Journal of Operational Research, Elsevier, volume 306, issue 2, pages 693-706, DOI: 10.1016/j.ejor.2022.07.040.
  16. Hyndman, Rob J., 2023, "Forecasting, causality and feedback," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 558-560, DOI: 10.1016/j.ijforecast.2022.09.007.
  17. Wang, Xiaoqian & Kang, Yanfei & Hyndman, Rob J. & Li, Feng, 2023, "Distributed ARIMA models for ultra-long time series," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1163-1184, DOI: 10.1016/j.ijforecast.2022.05.001.
  18. Rajapaksha, Dilini & Bergmeir, Christoph & Hyndman, Rob J., 2023, "LoMEF: A framework to produce local explanations for global model time series forecasts," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1424-1447, DOI: 10.1016/j.ijforecast.2022.06.006.
  19. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023, "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1518-1547, DOI: 10.1016/j.ijforecast.2022.11.005.
  20. Claire Kermorvant & Benoit Liquet & Guy Litt & Kerrie Mengersen & Erin E Peterson & Rob J Hyndman & Jeremy B Jones Jr. & Catherine Leigh, 2023, "Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data," PLOS ONE, Public Library of Science, volume 18, issue 6, pages 1-16, June, DOI: 10.1371/journal.pone.0287640.
  21. Daniel Melser, 2023, "Selection Bias in Housing Price Indexes: The Characteristics Repeat Sales Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 623-637, June, DOI: 10.1111/obes.12534.
  22. Daniel Melser, 2023, "The housing market reaction to the combustible cladding crisis: Safety or financial concerns?," Urban Studies, Urban Studies Journal Limited, volume 60, issue 4, pages 620-637, March, DOI: 10.1177/00420980221110785.
  23. Rubén Loaiza-Maya & Didier Nibbering, 2023, "Fast Variational Bayes Methods for Multinomial Probit Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1352-1363, October, DOI: 10.1080/07350015.2022.2139267.
  24. Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023, "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 450-469, DOI: 10.1016/j.ijforecast.2021.12.008.
  25. Berger, Tino & Morley, James & Wong, Benjamin, 2023, "Nowcasting the output gap," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2020.08.011.
    • Tino Berger & James Morley & Benjamin Wong, 2020, "Nowcasting the Output Gap," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-78, Aug.
  26. Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023, "Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic," European Economic Review, Elsevier, volume 153, issue C, DOI: 10.1016/j.euroecorev.2023.104385.
  27. Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023, "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 751-766, August, DOI: 10.1002/jae.2975.

2022

  1. Natalia Bailey & Dandan Jiang & Jianfeng Yao, 2022, "A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 5, pages 564-582, June, DOI: 10.1080/07474938.2021.2009705.
  2. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
  3. Tanin, Tauhidul Islam & Hasanov, Akram Shavkatovich & Shaiban, Mohammed Sharaf Mohsen & Brooks, Robert, 2022, "Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106389.
  4. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh, 2022, "What drives cross-market correlations during the United States Q.E.?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102320.
  5. Garima Goel & Saumya Ranjan Dash & Robert Brooks & Sowmya Subramaniam, 2022, "Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 11, pages 3119-3135, September, DOI: 10.1080/1540496X.2022.2028618.
  6. 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, volume 84, issue 3, pages 707-708, July, DOI: 10.1111/rssb.12523.
  7. Feng, Guohua & Gao, Jiti & Peng, Bin, 2022, "An integrated panel data approach to modelling economic growth," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 379-397, DOI: 10.1016/j.jeconom.2020.09.009.
  8. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022, "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 240-254, DOI: 10.1016/j.jeconom.2021.04.003.
  9. 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, volume 40, issue 4, pages 1784-1802, October, DOI: 10.1080/07350015.2021.1979564.
  10. Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022, "Seasonal functional autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 2, pages 197-218, March, DOI: 10.1111/jtsa.12608.
  11. Rostami-Tabar, Bahman & Ali, Mohammad M. & Hong, Tao & Hyndman, Rob J. & Porter, Michael D. & Syntetos, Aris, 2022, "Forecasting for social good," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 1245-1257, DOI: 10.1016/j.ijforecast.2021.02.010.
  12. Alexander Dokumentov & Rob J. Hyndman, 2022, "STR: Seasonal-Trend Decomposition Using Regression," INFORMS Joural on Data Science, INFORMS, volume 1, issue 1, pages 50-62, April, DOI: 10.1287/ijds.2021.0004.
  13. Nikolas Kuschnig, 2022, "Bayesian spatial econometrics: a software architecture," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-25, December, DOI: 10.1007/s43071-022-00023-w.
  14. Emi Tanaka & Jessica Wai Yin Leung & Dianne Cook, 2022, "Commentary on “Visualization in Operations Management Research”: Incorporating Statistical Thinking into Visualization Practices for Decision Making in Operational Management," INFORMS Joural on Data Science, INFORMS, volume 1, issue 2, pages 188-191, October, DOI: 10.1287/ijds.2021.0008.
  15. Martin, Gael M. & Loaiza-Maya, Rubén & Maneesoonthorn, Worapree & Frazier, David T. & Ramírez-Hassan, Andrés, 2022, "Optimal probabilistic forecasts: When do they work?," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 384-406, DOI: 10.1016/j.ijforecast.2021.05.008.
  16. Morteza Moallemi & Daniel Melser & Xiaoyan Chen & Ashton Silva, 2022, "The Globalization of Local Housing Markets: Immigrants, the Motherland and Housing Prices in Australia," The Journal of Real Estate Finance and Economics, Springer, volume 65, issue 1, pages 103-126, July, DOI: 10.1007/s11146-021-09828-2.
  17. Nibbering, Didier & Hastie, Trevor J., 2022, "Multiclass-penalized logistic regression," Computational Statistics & Data Analysis, Elsevier, volume 169, issue C, DOI: 10.1016/j.csda.2021.107414.
  18. Rubén Loaiza-Maya & Didier Nibbering, 2022, "Scalable Bayesian Estimation in the Multinomial Probit Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1678-1690, October, DOI: 10.1080/07350015.2021.1961788.
  19. Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao, 2022, "Binary outcomes, OLS, 2SLS and IV probit," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 8, pages 859-876, September, DOI: 10.1080/07474938.2022.2072321.
  20. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022, "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 342-358, DOI: 10.1016/j.jeconom.2021.09.016.
  21. Berger, Tino & Richter, Julia & Wong, Benjamin, 2022, "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104315.
  22. Preety Srivastava & Ou Yang & Xueyan Zhao, 2022, "Equal Tax for Equal Alcohol? Beverage Types and Antisocial and Unlawful Behaviours," The Economic Record, The Economic Society of Australia, volume 98, issue 323, pages 354-372, December, DOI: 10.1111/1475-4932.12704.
  23. Jianxiu Yang & Xing Ma & Xueyan Zhao & Wenqing Li, 2022, "Spatiotemporal of the Coupling Relationship between Ecosystem Services and Human Well-Being in Guanzhong Plain Urban Agglomeration," IJERPH, MDPI, volume 19, issue 19, pages 1-19, October.
  24. Shang Han Lin & Zhang Xibin, 2022, "Bayesian bandwidth estimation for local linear fitting in nonparametric regression models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 55-71, February, DOI: 10.1515/snde-2018-0050.

2021

  1. Kourentzes, Nikolaos & Athanasopoulos, George, 2021, "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, volume 288, issue 1, pages 141-152, DOI: 10.1016/j.ejor.2020.05.046.
  2. 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, volume 37, issue 1, pages 343-359, DOI: 10.1016/j.ijforecast.2020.06.004.
  3. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021, "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 1, pages 18-44, January, DOI: 10.1002/jae.2792.
  4. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2021, "Measurement of factor strength: Theory and practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 587-613, August, DOI: 10.1002/jae.2830.
  5. Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021, "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 833-848, July, DOI: 10.1080/07350015.2020.1737081.
  6. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021, "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101868.
  7. Robert Brooks, 2021, "Superstars and “The Voice”," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 20, pages 1797-1800, November, DOI: 10.1080/13504851.2020.1854435.
  8. Zheng Fang & Jianying Xie & Ruiming Peng & Sheng Wang, 2021, "Climate Finance: Mapping Air Pollution and Finance Market in Time Series," Econometrics, MDPI, volume 9, issue 4, pages 1-15, December.
  9. 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, volume 53, issue 34, pages 3931-3947, July, DOI: 10.1080/00036846.2021.1888863.
  10. Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
  11. Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021, "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 439-465, DOI: 10.1016/j.jeconom.2020.07.055.
  12. Gao, Jiti & Peng, Bin & Smyth, Russell, 2021, "On income and price elasticities for energy demand: A panel data study," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105168.
  13. Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021, "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106093.
  14. 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, volume 40, issue 7, pages 688-707, August, DOI: 10.1080/07474938.2021.1889196.
  15. 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, volume 39, issue 3, pages 700-711, July, DOI: 10.1080/07350015.2020.1721294.
  16. 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., volume 36, issue 3, pages 328-345, April, DOI: 10.1002/jae.2809.
  17. Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021, "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, volume 291, issue 2, pages 693-710, DOI: 10.1016/j.ejor.2020.09.046.
  18. Li, Han & Hyndman, Rob J., 2021, "Assessing mortality inequality in the U.S.: What can be said about the future?," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 152-162, DOI: 10.1016/j.insmatheco.2021.03.014.
  19. Montero-Manso, Pablo & Hyndman, Rob J., 2021, "Principles and algorithms for forecasting groups of time series: Locality and globality," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1632-1653, DOI: 10.1016/j.ijforecast.2021.03.004.
  20. Claire Kermorvant & Benoit Liquet & Guy Litt & Jeremy B. Jones & Kerrie Mengersen & Erin E. Peterson & Rob J. Hyndman & Catherine Leigh, 2021, "Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters," IJERPH, MDPI, volume 18, issue 23, pages 1-14, December.
  21. Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2021, "Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 116, issue 533, pages 27-43, March, DOI: 10.1080/01621459.2020.1736081.
  22. Cameron Roach & Rob Hyndman & Souhaib Ben Taieb, 2021, "Non‐linear mixed‐effects models for time series forecasting of smart meter demand," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1118-1130, September, DOI: 10.1002/for.2750.
  23. Nikolas Kuschnig, 2021, "Inadequate methods undermine a study of malaria, deforestation and trade," Nature Communications, Nature, volume 12, issue 1, pages 1-3, December, DOI: 10.1038/s41467-021-22514-4.
  24. Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021, "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 517-543, August, DOI: 10.1002/jae.2810.
  25. 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, volume 25, issue 2, pages 379-425, March.
  26. 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, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105320.
  27. Daniel Melser & Michael Webster, 2021, "Multilateral Methods, Substitution Bias, and Chain Drift: Some Empirical Comparisons," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 67, issue 3, pages 759-785, September, DOI: 10.1111/roiw.12495.
  28. Melser, Daniel & Moallemi, Morteza & Kim, Jun Sung, 2021, "Preferences for single-sex schools: Evidence from the housing market," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 710-726, DOI: 10.1016/j.jebo.2021.07.018.
  29. 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, volume 15, issue 5, pages 1170-1194, September, DOI: 10.1108/IJHMA-07-2021-0082.
  30. Akanksha Negi & Jeffrey M. Wooldridge, 2021, "Revisiting regression adjustment in experiments with heterogeneous treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 504-534, April, DOI: 10.1080/07474938.2020.1824732.
  31. Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
  32. Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021, "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 53-72, DOI: 10.1016/j.jeconom.2020.09.002.
  33. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021, "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, volume 98, issue C, pages 361-370, DOI: 10.1016/j.econmod.2020.11.005.
  34. Chen, Ruxin & Tabri, Rami V., 2021, "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 68-77, DOI: 10.1016/j.jeconom.2019.11.007.
  35. Lok, Thomas M. & Tabri, Rami V., 2021, "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2019.08.016.
  36. 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, volume 83, issue 1, pages 199-227, February, DOI: 10.1111/obes.12379.

2020

  1. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020, "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 53, issue 3, pages 402-414, September, DOI: 10.1111/1467-8462.12390.
  2. Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020, "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103992.
  3. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
  4. Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020, "FFORMA: Feature-based forecast model averaging," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 86-92, DOI: 10.1016/j.ijforecast.2019.02.011.
  5. Steven Dieterle & Otávio Bartalotti & Quentin Brummet, 2020, "Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A Measurement-Error-Corrected Regression Discontinuity Approach," American Economic Journal: Economic Policy, American Economic Association, volume 12, issue 2, pages 84-114, May, DOI: 10.1257/pol.20160439.
  6. Yang He & Otávio Bartalotti, 2020, "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," The Econometrics Journal, Royal Economic Society, volume 23, issue 2, pages 211-231.
  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, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104689.
  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, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101465.
  9. Nath, Harmindar B. & Brooks, Robert D., 2020, "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101383.
  10. Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S., 2020, "High-frequency jump tests: Which test should we use?," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 478-487, DOI: 10.1016/j.jeconom.2020.03.012.
  11. Wang, Hong & Forbes, Catherine S. & Fenech, Jean-Pierre & Vaz, John, 2020, "The determinants of bank loan recovery rates in good times and bad – New evidence," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 875-897, DOI: 10.1016/j.jebo.2020.06.001.
  12. 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, volume 287, issue 2, pages 653-667, DOI: 10.1016/j.ejor.2020.04.009.
  13. 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, volume 36, issue 2, pages 223-249, April.
  14. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020, "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 607-632, DOI: 10.1016/j.jeconom.2019.10.005.
  15. 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, volume 39, issue 4, pages 415-435, April, DOI: 10.1080/07474938.2019.1682313.
  16. Stephanie Clark & Rob J. Hyndman & Dan Pagendam & Louise M. Ryan, 2020, "Modern Strategies for Time Series Regression," International Statistical Review, International Statistical Institute, volume 88, issue S1, pages 179-204, December, DOI: 10.1111/insr.12432.
  17. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020, "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 15-28, DOI: 10.1016/j.ijforecast.2019.05.011.
  18. Hyndman, Rob J., 2020, "A brief history of forecasting competitions," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 7-14, DOI: 10.1016/j.ijforecast.2019.03.015.
  19. Sevvandi Kandanaarachchi & Rob J Hyndman & Kate Smith-Miles, 2020, "Early classification of spatio-temporal events using partial information," PLOS ONE, Public Library of Science, volume 15, issue 8, pages 1-39, August, DOI: 10.1371/journal.pone.0236331.
  20. King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020, "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 425-455, DOI: 10.1016/j.jeconom.2020.03.010.
  21. Rubén Loaiza-Maya & Michael Stanley Smith, 2020, "Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 470-486, April, DOI: 10.1080/07350015.2018.1514309.
  22. H. Youn Kim & Keith R. McLaren & K. K. Gary Wong, 2020, "Valuation of public goods: an intertemporal mixed demand approach," Empirical Economics, Springer, volume 59, issue 5, pages 2223-2253, November, DOI: 10.1007/s00181-019-01734-0.
  23. Morteza Moallemi & Daniel Melser, 2020, "The impact of immigration on housing prices in Australia," Papers in Regional Science, Wiley Blackwell, volume 99, issue 3, pages 773-786, June, DOI: 10.1111/pirs.12497.
  24. Melser, Daniel, 2020, "Estimating the housing capitalization effects of new infrastructure: Should we be using rents instead of prices?," Transportation Research Part A: Policy and Practice, Elsevier, volume 138, issue C, pages 402-421, DOI: 10.1016/j.tra.2020.04.016.
  25. Donald S. Poskitt, 2020, "On Singular Spectrum Analysis And Stepwise Time Series Reconstruction," Journal of Time Series Analysis, Wiley Blackwell, volume 41, issue 1, pages 67-94, January, DOI: 10.1111/jtsa.12479.
  26. Martin, Gael M. & Nadarajah, K. & Poskitt, D.S., 2020, "Issues in the estimation of mis-specified models of fractionally integrated processes," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 559-573, DOI: 10.1016/j.jeconom.2019.09.007.
  27. Emi Tanaka, 2020, "Simple outlier detection for a multi‐environmental field trial," Biometrics, The International Biometric Society, volume 76, issue 4, pages 1374-1382, December, DOI: 10.1111/biom.13216.
  28. Kamber, Güneş & Wong, Benjamin, 2020, "Global factors and trend inflation," Journal of International Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jinteco.2019.103265.
  29. James Morley & Benjamin Wong, 2020, "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 1-18, January, DOI: 10.1002/jae.2733.
  30. 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, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104681.

2019

  1. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019, "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, volume 83, issue C, pages 127-140, DOI: 10.1016/j.econmod.2019.02.004.
  2. Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
  3. Kourentzes, Nikolaos & Athanasopoulos, George, 2019, "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, volume 75, issue C, pages 393-409, DOI: 10.1016/j.annals.2019.02.001.
  4. Raghavan, Mala & Athanasopoulos, George, 2019, "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, volume 77, issue C, pages 187-203, DOI: 10.1016/j.econmod.2018.09.004.
  5. 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, volume 35, issue 2, pages 616-633, DOI: 10.1016/j.ijforecast.2018.12.002.
  6. 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, volume 114, issue 526, pages 804-819, April, DOI: 10.1080/01621459.2018.1448825.
  7. Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019, "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 507-534, DOI: 10.1016/j.jeconom.2018.10.006.
  8. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2019, "Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 46-102, September, DOI: 10.1007/s13571-019-00196-9.
  9. Bartalotti Otávio, 2019, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-26, January, DOI: 10.1515/jem-2016-0007.
  10. 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, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101221.
  11. 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, volume 62, issue C, pages 309-320, DOI: 10.1016/j.iref.2019.04.009.
  12. Chaiyuth Padungsaksawasdi & Sirimon Treepongkaruna & Robert Brooks, 2019, "Investor Attention and Stock Market Activities: New Evidence from Panel Data," IJFS, MDPI, volume 7, issue 2, pages 1-19, June.
  13. 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, volume 273, issue 1, pages 376-389, DOI: 10.1016/j.ejor.2018.08.011.
  14. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019, "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, volume 177, issue C, pages 47-51, DOI: 10.1016/j.econlet.2019.01.024.
  15. Chaohua Dong & Jiti Gao, 2019, "Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 2, pages 125-150, February, DOI: 10.1080/07474938.2016.1235305.
  16. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 7, pages 733-762, August, DOI: 10.1080/07474938.2017.1397835.
  17. Chaohua Dong & Jiti Gao & Bin Peng, 2019, "Estimation in a semiparametric panel data model with nonstationarity," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 961-977, September, DOI: 10.1080/07474938.2018.1514021.
  18. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 1-12, January, DOI: 10.1080/07350015.2016.1255216.
  19. Catherine Leigh & Sevvandi Kandanaarachchi & James M McGree & Rob J Hyndman & Omar Alsibai & Kerrie Mengersen & Erin E Peterson, 2019, "Predicting sediment and nutrient concentrations from high-frequency water-quality data," PLOS ONE, Public Library of Science, volume 14, issue 8, pages 1-22, August, DOI: 10.1371/journal.pone.0215503.
  20. Morteza Moallemi & Daniel Melser, 2019, "Examining the Economic Interactions Between Australia's Regions: Results From a Global VAR," The Economic Record, The Economic Society of Australia, volume 95, issue S1, pages 79-99, June, DOI: 10.1111/1475-4932.12458.
  21. Daniel Melser & Robert J. Hill, 2019, "Residential Real Estate, Risk, Return and Diversification: Some Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 1, pages 111-146, July, DOI: 10.1007/s11146-018-9668-x.
  22. Daniel Melser, 2019, "Valuing the quantity and quality of product variety to consumers," Empirical Economics, Springer, volume 57, issue 6, pages 2107-2128, December, DOI: 10.1007/s00181-018-1532-6.
  23. Boot, Tom & Nibbering, Didier, 2019, "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 391-406, DOI: 10.1016/j.jeconom.2019.01.009.
  24. Jeon, Jooyoung & Panagiotelis, Anastasios & Petropoulos, Fotios, 2019, "Probabilistic forecast reconciliation with applications to wind power and electric load," European Journal of Operational Research, Elsevier, volume 279, issue 2, pages 364-379, DOI: 10.1016/j.ejor.2019.05.020.
  25. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019, "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 122-133, DOI: 10.1016/j.insmatheco.2019.02.011.
  26. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019, "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 607-622, DOI: 10.1016/j.jeconom.2019.05.018.
  27. Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan, 2019, "The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 94-113, DOI: 10.1016/j.jeconom.2018.07.009.
  28. Trung Duc Tran & Tugrul Vehbi & Benjamin Wong, 2019, "Measuring Uncertainty for New Zealand Using Data‐Rich Approach," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 52, issue 3, pages 344-352, September, DOI: 10.1111/1467-8462.12339.
  29. Benjamin Wong, 2019, "Time Series Econometerics," The Economic Record, The Economic Society of Australia, volume 95, issue 310, pages 399-400, September, DOI: 10.1111/1475-4932.12496.
  30. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019, "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, volume 82, pages 1-14, April.
  31. Kannika Damrongplasit & Cheng Hsiao & Xueyan Zhao, 2019, "Health status and labour market outcome: Empirical evidence from Australia," Pacific Economic Review, Wiley Blackwell, volume 24, issue 2, pages 269-292, May, DOI: 10.1111/1468-0106.12257.
  32. Hailemariam, Abebe & Smyth, Russell & Zhang, Xibin, 2019, "Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model," Energy Economics, Elsevier, volume 83, issue C, pages 40-51, DOI: 10.1016/j.eneco.2019.06.010.
  33. Guohua Feng & Chuan Wang & Xibin Zhang, 2019, "Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach," Journal of Productivity Analysis, Springer, volume 51, issue 1, pages 1-19, February, DOI: 10.1007/s11123-018-0542-x.
  34. Awaworyi Churchill, Sefa & Inekwe, John & Smyth, Russell & Zhang, Xibin, 2019, "R&D intensity and carbon emissions in the G7: 1870–2014," Energy Economics, Elsevier, volume 80, issue C, pages 30-37, DOI: 10.1016/j.eneco.2018.12.020.

2018

  1. 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, volume 34, issue 4, pages 665-677, DOI: 10.1016/j.ijforecast.2018.03.009.
  2. Meng‐Horng Lee & Chee‐Wooi Hooy & Robert Brooks, 2018, "Decomposition of systematic and total risk variations in emerging markets," International Finance, Wiley Blackwell, volume 21, issue 2, pages 158-174, June, DOI: 10.1111/infi.12127.
  3. 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, volume 43, issue 2, pages 263-285, May, DOI: 10.1177/0312896217717305.
  4. Feng, Guohua & Wang, Chuan, 2018, "Why European banks are less profitable than U.S. banks: A decomposition approach," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 1-16, DOI: 10.1016/j.jbankfin.2018.02.017.
  5. Guohua Feng & Chuan Wang & Apostolos Serletis, 2018, "Shadow prices of $$\hbox {CO}_{2}$$ CO 2 emissions at US electric utilities: a random-coefficient, random-directional-vector directional output distance function approach," Empirical Economics, Springer, volume 54, issue 1, pages 231-258, February, DOI: 10.1007/s00181-016-1217-y.
  6. 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, volume 50, issue 3, pages 117-138, December, DOI: 10.1007/s11123-018-0538-6.
  7. 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, volume 77, issue C, pages 168-179, DOI: 10.1016/j.omega.2017.06.006.
  8. 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, volume 50, issue 22, pages 2439-2458, May, DOI: 10.1080/00036846.2017.1400649.
  9. Dong, Chaohua & Gao, Jiti, 2018, "Specification Testing Driven By Orthogonal Series For Nonlinear Cointegration With Endogeneity," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 754-789, August.
  10. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
  11. 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, volume 36, issue 1, pages 88-100, January, DOI: 10.1080/07350015.2016.1138118.
  12. 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., volume 27, issue 12, pages 1921-1944, December, DOI: 10.1002/hec.3811.
  13. Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo, 2018, "A note on the validity of cross-validation for evaluating autoregressive time series prediction," Computational Statistics & Data Analysis, Elsevier, volume 120, issue C, pages 70-83, DOI: 10.1016/j.csda.2017.11.003.
  14. Petropoulos, Fotios & Hyndman, Rob J. & Bergmeir, Christoph, 2018, "Exploring the sources of uncertainty: Why does bagging for time series forecasting work?," European Journal of Operational Research, Elsevier, volume 268, issue 2, pages 545-554, DOI: 10.1016/j.ejor.2018.01.045.
  15. Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn, 2018, "Time series copulas for heteroskedastic data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 332-354, April, DOI: 10.1002/jae.2610.
  16. Daniel Melser, 2018, "Scanner Data Price Indexes: Addressing Some Unresolved Issues," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 516-522, July, DOI: 10.1080/07350015.2016.1218339.
  17. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018, "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 288-311, DOI: 10.1016/j.ijforecast.2017.12.004.
  18. Mohamad A. Khaled & Paul Makdissi & Rami V. Tabri & Myra Yazbeck, 2018, "A framework for testing the equality between the health concentration curve and the 45‐degree line," Health Economics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 887-896, May, DOI: 10.1002/hec.3637.
  19. Francis K. C. Hui & Emi Tanaka & David I. Warton, 2018, "Order selection and sparsity in latent variable models via the ordered factor LASSO," Biometrics, The International Biometric Society, volume 74, issue 4, pages 1311-1319, December, DOI: 10.1111/biom.12888.
  20. Lucy Greig & Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018, "Measuring Uncertainty and Its Impact on a Small Open Economy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 51, issue 1, pages 87-98, March, DOI: 10.1111/1467-8462.12255.
  21. Günes Kamber & James Morley & Benjamin Wong, 2018, "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, volume 100, issue 3, pages 550-566, July.
  22. 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., volume 27, issue 2, pages 372-389, February, DOI: 10.1002/hec.3553.

2017

  1. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017, "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, volume 262, issue 1, pages 60-74, DOI: 10.1016/j.ejor.2017.02.046.
  2. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017, "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, volume 66, issue C, pages 399-410, DOI: 10.1016/j.eneco.2017.07.008.
  3. Guohua Feng & Bin Peng & Xiaohui Zhang, 2017, "Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach," Journal of Productivity Analysis, Springer, volume 48, issue 2, pages 179-192, December, DOI: 10.1007/s11123-017-0515-5.
  4. 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, volume 196, issue 1, pages 68-82, DOI: 10.1016/j.jeconom.2016.09.011.
  5. Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2017, "Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 504-532, April.
  6. Simon Xu & Francis In & Catherine Forbes & Inchang Hwang, 2017, "Systemic risk in the European sovereign and banking system," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 4, pages 633-656, April, DOI: 10.1080/14697688.2016.1205212.
  7. Catherine S. Forbes & Worapree Maneesoonthorn, 2017, "Discussion of ‘Deep learning for finance: deep portfolios’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 33, issue 1, pages 13-15, January, DOI: 10.1002/asmb.2223.
  8. 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, volume 79, issue 3, pages 677-693, June.
  9. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
  10. Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017, "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 104-117, DOI: 10.1016/j.jeconom.2017.05.016.
  11. Biqing Cai & Jiti Gao & Dag Tjøstheim, 2017, "A New Class of Bivariate Threshold Cointegration Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 288-305, April, DOI: 10.1080/07350015.2015.1062385.
  12. Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017, "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 345-358, DOI: 10.1016/j.ijforecast.2016.09.004.
  13. Paul Goodwin & Fotios Petropoulos & Rob J. Hyndman, 2017, "A note on upper bounds for forecast-value-added relative to naïve forecasts," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 9, pages 1082-1084, September, DOI: 10.1057/s41274-017-0218-3.
  14. Ingrida Steponavičė & Rob J. Hyndman & Kate Smith-Miles & Laura Villanova, 2017, "Dynamic algorithm selection for pareto optimal set approximation," Journal of Global Optimization, Springer, volume 67, issue 1, pages 263-282, January, DOI: 10.1007/s10898-016-0420-x.
  15. 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, volume 33, issue 2, pages 502-512, DOI: 10.1016/j.ijforecast.2016.11.008.
  16. Melser, Daniel, 2017, "Disaggregated property price appreciation: The mixed repeat sales model," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 108-118, DOI: 10.1016/j.regsciurbeco.2017.05.007.
  17. Daniel Melser & Iqbal A. Syed, 2017, "The product life cycle and sample representativity bias in price indexes," Applied Economics, Taylor & Francis Journals, volume 49, issue 6, pages 573-586, February, DOI: 10.1080/00036846.2016.1203060.
  18. Panagiotelis, Anastasios & Czado, Claudia & Joe, Harry & Stöber, Jakob, 2017, "Model selection for discrete regular vine copulas," Computational Statistics & Data Analysis, Elsevier, volume 106, issue C, pages 138-152, DOI: 10.1016/j.csda.2016.09.007.
  19. Poskitt, D. S. & Martin, Gael M. & Grose, Simone D., 2017, "Bias Correction Of Semiparametric Long Memory Parameter Estimators Via The Prefiltered Sieve Bootstrap," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 578-609, June.
  20. Khan, M. Atikur Rahman & Poskitt, D.S., 2017, "Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 199-213, DOI: 10.1016/j.ijforecast.2016.01.003.
  21. D. S. Poskitt & Wenying Yao, 2017, "Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 407-419, July, DOI: 10.1080/07350015.2015.1077139.
  22. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
  23. Han Li & Colin O'hare & Farshid Vahid, 2017, "A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 4, pages 357-367, July.
  24. Haoyi Mo & Xueyan Zhao & Feiqi Deng, 2017, "Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps," International Journal of Systems Science, Taylor & Francis Journals, volume 48, issue 3, pages 462-470, February, DOI: 10.1080/00207721.2016.1186245.
  25. 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, volume 67, issue C, pages 255-267, DOI: 10.1016/j.eneco.2017.08.017.
  26. 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, volume 67, issue C, pages 346-354, DOI: 10.1016/j.eneco.2017.08.029.

2016

  1. Dumrongrittikul, Taya & Anderson, Heather M., 2016, "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, volume 119, issue C, pages 67-85, DOI: 10.1016/j.jdeveco.2015.10.004.
  2. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016, "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 1, pages 347-373, February, DOI: 10.1111/caje.12200.
  3. 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., volume 31, issue 6, pages 1100-1119, September.
  4. Bailey, Natalia & Giraitis, Liudas, 2016, "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 4-16, DOI: 10.1016/j.csda.2015.05.002.
  5. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016, "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 1, pages 249-280, January.
  6. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2016, "Exponent of Cross‐Sectional Dependence: Estimation and Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 929-960, September.
  7. 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, volume 36, issue C, pages 1-28, DOI: 10.1016/j.najef.2015.11.003.
  8. 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, volume 42, issue C, pages 167-185, DOI: 10.1016/j.iref.2015.11.003.
  9. 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, volume 33, issue 4, pages 509-531, October, DOI: 10.1108/SEF-01-2015-0036.
  10. 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, volume 41, issue 1, pages 161-181, February, DOI: 10.1177/0312896214546055.
  11. 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, volume 41, issue 1, pages 77-106, February, DOI: 10.1177/0312896214534864.
  12. 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, volume 61, issue C, pages 62-77, DOI: 10.1016/j.omega.2015.07.007.
  13. Gao, Jiti & Robinson, Peter M., 2016, "Inference On Nonstationary Time Series With Moving Mean," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 431-457, April.
  14. 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, volume 32, issue 3, pages 655-685, June.
  15. 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, volume 55, issue C, pages 57-72, DOI: 10.1016/j.econmod.2016.02.005.
  16. Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, volume 97, issue C, pages 16-32, DOI: 10.1016/j.csda.2015.11.007.
  17. Bergmeir, Christoph & Hyndman, Rob J. & Benítez, José M., 2016, "Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 303-312, DOI: 10.1016/j.ijforecast.2015.07.002.
  18. Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J., 2016, "Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 896-913, DOI: 10.1016/j.ijforecast.2016.02.001.
  19. Munir Mahmood & Maxwell L. King, 2016, "On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 70, issue 4, pages 332-355, November.
  20. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016, "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, volume 4, issue 2, pages 1-27, April.
  21. Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016, "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, volume 40, issue 3, pages 387-397, DOI: 10.1016/j.ecosys.2015.11.002.
  22. Paul Frijters & Benno Torgler & Grace Gao & Daniel Melser, 2016, "Revealed Preference Measures of Quality of Life in Australia's Urban and Regional Areas," The Economic Record, The Economic Society of Australia, volume 92, issue , pages 15-29, June.
  23. Daniel Melser & Iqbal A. Syed, 2016, "Life Cycle Price Trends and Product Replacement: Implications for the Measurement of Inflation," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 62, issue 3, pages 509-533, September.
  24. Daniel Melser, 2016, "Prices over the business cycle: micro-level evidence from scanner data," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1922-1928.
  25. Poskitt, D.S., 2016, "Vector autoregressive moving average identification for macroeconomic modeling: A new methodology," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 468-484, DOI: 10.1016/j.jeconom.2016.02.011.
  26. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016, "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, volume 92, issue 299, pages 590-605, December.
  27. Wiriyawit Varang & Wong Benjamin, 2016, "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 141-157, April, DOI: 10.1515/snde-2015-0030.
  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, volume 92, issue 297, pages 222-240, June.

2015

  1. 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, volume 91, issue 295, pages 523-535, December.
  2. 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, volume 42, issue 5-6, pages 777-799, June.
  3. Geerling, Wayne & Magee, Gary B. & Brooks, Robert, 2015, "Cooperation, defection and resistance in Nazi Germany," Explorations in Economic History, Elsevier, volume 58, issue C, pages 125-139, DOI: 10.1016/j.eeh.2015.04.002.
  4. 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, volume 28, issue C, pages 24-37, DOI: 10.1016/j.gfj.2015.11.003.
  5. 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, volume 35, issue PA, pages 37-55, DOI: 10.1016/j.pacfin.2014.09.001.
  6. 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, volume 38, issue C, pages 94-111, DOI: 10.1016/j.iref.2014.12.012.
  7. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon, 2015, "Do asset backed securities ratings matter on average?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 32-43, DOI: 10.1016/j.ribaf.2014.05.004.
  8. Apostolos Serletis & Guohua Feng, 2015, "Imposing Theoretical Regularity on Flexible Functional Forms," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 198-227, February, DOI: 10.1080/07474938.2014.945385.
  9. Don U. A. Galagedera & John Watson, 2015, "Benchmarking superannuation funds based on relative performance," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2959-2973, June, DOI: 10.1080/00036846.2015.1011315.
  10. 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, volume 44, issue 1, pages 74-100, March, DOI: 10.1080/1226508X.2015.956404.
  11. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015, "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 911-952, October.
  12. Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015, "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 301-312, DOI: 10.1016/j.jeconom.2015.06.001.
  13. 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, volume 189, issue 2, pages 346-359, DOI: 10.1016/j.jeconom.2015.03.028.
  14. Patrick W. Saart & Jiti Gao & David E. Allen, 2015, "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 849-881, December, DOI: 10.1080/07474938.2014.956594.
  15. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015, "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 117-136, February.
  16. 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, volume 18, issue 4, pages 1-16.
  17. 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, volume 18, issue 4, pages 1-4.
  18. Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 3, pages 535-549, July.
  19. Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015, "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 355-367, DOI: 10.1016/j.ribaf.2015.02.019.
  20. Martin, G., 2015, "A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy," Agricultural Systems, Elsevier, volume 132, issue C, pages 52-61, DOI: 10.1016/j.agsy.2014.08.013.
  21. Srivastava, Preety & McLaren, Keith R. & Wohlgenant, Michael & Zhao, Xueyan, 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, volume 59, issue 3, July, DOI: 10.22004/ag.econ.283211.
  22. 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, volume 131, issue C, pages 38-40, DOI: 10.1016/j.econlet.2015.03.009.
  23. Robert Hill & Daniel Melser, 2015, "Benchmark averaging and the measurement of changes in international income inequality," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 151, issue 4, pages 767-801, November, DOI: 10.1007/s10290-015-0229-6.
  24. Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 5, pages 721-740, September.
  25. Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015, "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 94-110, DOI: 10.1016/j.jeconom.2015.03.045.
  26. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015, "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, volume 52, issue PA, pages 183-194, DOI: 10.1016/j.eneco.2015.10.010.
  27. Benjamin Wong, 2015, "Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 8, pages 1673-1689, December, DOI: 10.1111/jmcb.12288.
  28. 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, volume 34, issue 3, pages 394-412, March, DOI: 10.1080/07474938.2013.807130.
  29. 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, volume 86, issue C, pages 81-96, DOI: 10.1016/j.csda.2014.12.012.
  30. Li, Han & O’Hare, Colin & Zhang, Xibin, 2015, "A semiparametric panel approach to mortality modeling," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 264-270, DOI: 10.1016/j.insmatheco.2015.02.002.
  31. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015, "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, volume 48, issue 1, pages 389-405, February, DOI: 10.1007/s00181-014-0887-6.

2014

  1. Tian, Jing & Anderson, Heather M., 2014, "Forecast combinations under structural break uncertainty," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 161-175, DOI: 10.1016/j.ijforecast.2013.06.003.
  2. Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
  3. 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, volume 90, issue 288, pages 49-62, March.
  4. 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, volume 45, issue C, pages 159-170, DOI: 10.1016/j.tourman.2014.03.018.
  5. 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.
  6. Ben Taieb, Souhaib & Hyndman, Rob J., 2014, "A gradient boosting approach to the Kaggle load forecasting competition," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 382-394, DOI: 10.1016/j.ijforecast.2013.07.005.
  7. Brooks, Robert & Harris, Edwyna, 2014, "Price leadership and information transmission in Australian water allocation markets," Agricultural Water Management, Elsevier, volume 145, issue C, pages 83-91, DOI: 10.1016/j.agwat.2013.10.010.
  8. 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, volume 34, issue C, pages 5-20, DOI: 10.1016/j.irfa.2014.05.002.
  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, volume 35, issue C, pages 190-206, DOI: 10.1016/j.irfa.2014.09.003.
  10. Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014, "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 150-166, DOI: 10.1016/j.intfin.2014.05.004.
  11. 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 Scientific Publishing, volume 3, issue 1, pages 40-75, January.
  12. 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.
  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, volume 19, issue 3, pages 445-463, July, DOI: 10.1080/13547860.2014.908536.
  14. David Warner & D. S. Prasada Rao & William E. Griffiths & Duangkamon Chotikapanich, 2014, "Global Inequality; Levels and Trends, 1993–2005: How Sensitive are These to the Choice of PPPs and Real Income Measures?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 60, issue S2, pages 281-304, November.
  15. Feng, Guohua & Serletis, Apostolos, 2014, "Undesirable outputs and a primal Divisia productivity index based on the directional output distance function," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 135-146, DOI: 10.1016/j.jeconom.2014.06.014.
  16. 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, volume 39, issue C, pages 135-145, DOI: 10.1016/j.jbankfin.2013.10.012.
  17. 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, volume 33, issue C, pages 400-416, DOI: 10.1016/j.intfin.2014.09.006.
  18. 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, volume 26, issue 1, pages 141-169, March, DOI: 10.1080/10485252.2013.840724.
  19. 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, volume 109, issue 506, pages 600-612, June, DOI: 10.1080/01621459.2013.872037.
  20. 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, volume 78, issue C, pages 218-234, DOI: 10.1016/j.csda.2014.04.016.
  21. Daniel Melser & Adrian D. Lee, 2014, "Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011," Real Estate Economics, American Real Estate and Urban Economics Association, volume 42, issue 3, pages 756-790, September.
  22. Kevin J. Fox & Daniel Melser, 2014, "Non-Linear Pricing and Price Indexes: Evidence and Implications from Scanner Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 60, issue 2, pages 261-278, June.
  23. Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher, 2014, "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 14-29, January, DOI: 10.1080/07350015.2013.835729.
  24. Tabri, Rami Victor, 2014, "Testing for normality in linear regression models using regression and scale equivariant estimators," Economics Letters, Elsevier, volume 122, issue 2, pages 192-196, DOI: 10.1016/j.econlet.2013.11.017.
  25. William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2014, "Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 67-84, August, DOI: 10.1007/s11123-013-0365-8.

2013

  1. Bailey, N. & Giraitis, L., 2013, "Weak convergence in the near unit root setting," Statistics & Probability Letters, Elsevier, volume 83, issue 5, pages 1411-1415, DOI: 10.1016/j.spl.2013.01.029.
  2. Simon MOORHEAD & Robert BROOKS, 2013, "The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 280-301, June.
  3. Mohan NANDHA & Robert BROOKS & Robert FAFF, 2013, "Oil, Oil Volatility and Airline Stocks: A Global Analysis," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 302-318, June.
  4. Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon, 2013, "Generalized impulse response analysis in a fractionally integrated vector autoregressive model," Economics Letters, Elsevier, volume 118, issue 3, pages 462-465, DOI: 10.1016/j.econlet.2012.12.023.
  5. Chris Judde & Ross Booth & Robert Brooks, 2013, "Second Place Is First of the Losers," Journal of Sports Economics, , volume 14, issue 4, pages 411-439, August, DOI: 10.1177/1527002513496009.
  6. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013, "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, volume 45, issue 6, pages 677-685, February, DOI: 10.1080/00036846.2011.610747.
  7. Duangkamon Chotikapanich & William Griffiths & Wasana Karunarathne & D.S. Prasada Rao, 2013, "Calculating Poverty Measures from the Generalised Beta Income Distribution," The Economic Record, The Economic Society of Australia, volume 89, issue , pages 48-66, June.
  8. Feng, Guohua & Serletis, Apostolos, 2013, "Public Infrastructure And Externalities In U.S. Manufacturing: Evidence From The Price-Augmenting Aim Cost Function," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 7, pages 1367-1410, October.
  9. 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, volume 29, issue 3, pages 411-430, DOI: 10.1016/j.ijforecast.2012.10.005.
  10. Galagedera, Don U.A., 2013, "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 333-357, DOI: 10.1016/j.intfin.2013.07.003.
  11. 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, volume 25, issue C, pages 306-317, DOI: 10.1016/j.najef.2012.06.009.
  12. Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2013, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2011.12.006.
  13. Gao, Jiti & Phillips, Peter C.B., 2013, "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 59-79, DOI: 10.1016/j.jeconom.2013.04.018.
  14. Jia Chen & Jiti Gao & Degui Li, 2013, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 8, pages 928-955, November, DOI: 10.1080/07474938.2012.690687.
  15. 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, volume 31, issue 3, pages 315-330, July, DOI: 10.1080/07350015.2013.775093.
  16. Hassani-Mahmooei, Behrooz & Parris, Brett W., 2013, "Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach," Economic Modelling, Elsevier, volume 30, issue C, pages 183-192, DOI: 10.1016/j.econmod.2012.08.020.
  17. Rob Hyndman & Heather Booth & Farah Yasmeen, 2013, "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), volume 50, issue 1, pages 261-283, February, DOI: 10.1007/s13524-012-0145-5.
  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, volume 60, issue C, pages 32-49, DOI: 10.1016/j.csda.2012.11.014.
  19. H. Kim & Keith McLaren & K. Wong, 2013, "Empirical demand systems incorporating intertemporal consumption dynamics," Empirical Economics, Springer, volume 45, issue 1, pages 349-370, August, DOI: 10.1007/s00181-012-0622-0.
  20. Daniel Melser, 2013, "Multilateral index number theory and generalized repeat sales house price indexes," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 786-789, May, DOI: 10.1080/13504851.2012.745924.
  21. 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, volume 34, issue 2, pages 141-155, March, DOI: j.1467-9892.2012.00820.x.
  22. Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013, "Description length and dimensionality reduction in functional data analysis," Computational Statistics & Data Analysis, Elsevier, volume 58, issue C, pages 98-113, DOI: 10.1016/j.csda.2011.03.018.
  23. 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, volume 6, issue 1, pages 1-99, August, DOI: 10.1561/0800000017.
  24. Benjamin Wong & Kam Ki Tang, 2013, "Do ageing economies save less? Evidence from OECD data," International Journal of Social Economics, Emerald Group Publishing Limited, volume 40, issue 6, pages 591-605, May, DOI: 10.1108/03068291311321875.
  25. 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., volume 22, issue 9, pages 1158-1174, September, DOI: 10.1002/hec.2972.

2012

  1. Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012, "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, volume 37, issue 3, pages 333-359, December, DOI: 10.1177/0312896211434574.
  2. 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, volume 44, issue 29, pages 3841-3856, October, DOI: 10.1080/00036846.2011.581360.
  3. 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, volume 31, issue 1, pages 60-83, DOI: 10.1080/07474938.2011.607088.
  4. Brooks, Robert & Harris, Mark N. & Spencer, Christopher, 2012, "Inflated ordered outcomes," Economics Letters, Elsevier, volume 117, issue 3, pages 683-686, DOI: 10.1016/j.econlet.2012.08.020.
  5. Mun, Melissa & Brooks, Robert, 2012, "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 1-7, DOI: 10.1016/j.ememar.2011.09.001.
  6. 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, volume 83, issue C, pages 10-22, DOI: 10.1016/j.matcom.2009.05.015.
  7. 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, volume 37, issue 1, pages 7-27, April, DOI: 10.1177/0312896211411934.
  8. Ross Booth & Robert Brooks & Neil Diamond, 2012, "Player Salaries and Revenues in the Australian Football League 2001–2009: Theory and Evidence," The Economic and Labour Relations Review, , volume 23, issue 2, pages 39-54, June, DOI: 10.1177/103530461202300204.
  9. 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, volume 11, issue 3, pages 271-300, December, DOI: 10.1177/0972652712466498.
  10. Gholamreza Hajargasht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2012, "Inference for Income Distributions Using Grouped Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 563-575, May, DOI: 10.1080/07350015.2012.707590.
  11. Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Vicar Valencia, 2012, "Global Income Distributions and Inequality, 1993 and 2000: Incorporating Country-Level Inequality Modeled with Beta Distributions," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 52-73, February.
  12. 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, volume 36, issue 7, pages 1883-1895, DOI: 10.1016/j.jbankfin.2012.02.008.
  13. Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012, "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 217-236, DOI: 10.1016/j.jeconom.2012.06.006.
  14. Galagedera, Don U.A., 2012, "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 834-854, DOI: 10.1016/j.intfin.2012.05.003.
  15. 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, volume 24, issue 4, pages 254-265, DOI: 10.1016/j.japwor.2012.07.003.
  16. 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, volume 36, issue 12, pages 3302-3317, DOI: 10.1016/j.jbankfin.2012.07.018.
  17. 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, volume 391, issue 7, pages 2330-2341, DOI: 10.1016/j.physa.2011.12.007.
  18. 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, volume 28, issue 5, pages 1144-1163, October.
  19. Chen, Jia & Gao, Jiti & Li, Degui, 2012, "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 71-85, DOI: 10.1016/j.jeconom.2012.07.001.
  20. 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, volume 21, issue 3, pages 459-463, September, DOI: 10.1007/s11749-012-0301-7.
  21. 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, volume 17, issue 6, pages 763-780, December.
  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, volume 31, issue 5, pages 1106-1125, DOI: 10.1016/j.jimonfin.2011.12.013.
  23. 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, volume 15, issue 3, pages 11-15, October, DOI: j.1368-423X.2012.00377.x.
  24. Anastasios Panagiotelis & Claudia Czado & Harry Joe, 2012, "Pair Copula Constructions for Multivariate Discrete Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 499, pages 1063-1072, September, DOI: 10.1080/01621459.2012.682850.
  25. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012, "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 3, pages 732-740, DOI: 10.1016/j.csda.2011.09.022.
  26. Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith & Beaumont, Adrian, 2012, "A study of outliers in the exponential smoothing approach to forecasting," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 477-484, DOI: 10.1016/j.ijforecast.2011.05.001.
  27. Snyder, Ralph D. & Ord, J. Keith & Beaumont, Adrian, 2012, "Forecasting the intermittent demand for slow-moving inventories: A modelling approach," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 485-496, DOI: 10.1016/j.ijforecast.2011.03.009.
  28. Taylor, James W. & Snyder, Ralph D., 2012, "Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing," Omega, Elsevier, volume 40, issue 6, pages 748-757, DOI: 10.1016/j.omega.2010.03.004.
  29. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012, "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 271-291, DOI: 10.1016/j.pacfin.2011.09.003.
  30. Hauck, Katharina & Zhao, Xueyan & Jackson, Terri, 2012, "Adverse event rates as measures of hospital performance," Health Policy, Elsevier, volume 104, issue 2, pages 146-154, DOI: 10.1016/j.healthpol.2011.06.010.
  31. 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, volume 44, issue 31, pages 4019-4035, November, DOI: 10.1080/00036846.2011.587774.

2011

  1. Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011, "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, volume 28, issue 4, pages 1498-1509, July.
  2. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011, "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 9, pages 2579-2589, September.
  3. 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, volume 164, issue 1, pages 116-129, September.
  4. Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, July.
  5. Athanasopoulos, George & Hyndman, Rob J., 2011, "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 845-849, July.
  6. 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, volume 27, issue 3, pages 855-869, July.
  7. 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, volume 27, issue 3, pages 887-901, July.
  8. Deng, Minfeng & Athanasopoulos, George, 2011, "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, volume 32, issue 5, pages 1075-1084, DOI: 10.1016/j.tourman.2010.09.006.
  9. Bontempi, Gianluca & Ben Taieb, Souhaib, 2011, "Conditionally dependent strategies for multiple-step-ahead prediction in local learning," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 689-699, July.
  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, volume 25, issue 1, pages 69-108, February.
  11. 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, volume 21, issue 1, pages 49-74, February.
  12. 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, volume 35, issue 6, pages 1415-1426, June.
  13. William Dimovski & Simmala Philavanh & Robert Brooks, 2011, "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 409-426, November, DOI: 10.1007/s11156-010-0211-2.
  14. Haifeng Guo & Robert Brooks & Hung-Gay Fung, 2011, "Underpricing of Chinese Initial Public Offerings," Chinese Economy, Taylor & Francis Journals, volume 44, issue 5, pages 72-85, September.
  15. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Samantha Hum & Sirimon Treepongkaruna, 2011, "Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 13, pages 997-1003, DOI: 10.1080/09603107.2011.554367.
  16. Tristan Masters & Roslyn Russell & Robert Brooks, 2011, "The demand for creative arts in regional Victoria, Australia," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 619-629, DOI: 10.1080/00036840802584976.
  17. Tregeagle, Susan & Cox, Elizabeth & Forbes, Catherine & Humphreys, Cathy & O'Neill, Cas, 2011, "Worker time and the cost of stability," Children and Youth Services Review, Elsevier, volume 33, issue 7, pages 1149-1158, July.
  18. Gao, Jiti & Wang, Qiying & Yin, Jiying, 2011, "Specification Testing In Nonlinear Time Series With Long-Range Dependence," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 260-284, April.
  19. Xi Chen, Song & Gao, Jiti, 2011, "Simultaneous Specification Testing Of Mean And Variance Structures In Nonlinear Time Series Regression," Econometric Theory, Cambridge University Press, volume 27, issue 4, pages 792-843, August.
  20. Degui Li & Jia Chen & Jiti Gao, 2011, "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 387-408, October, DOI: j.1368-423X.2011.00350.x.
  21. Han Lin Shang & Rob Hyndman & Heather Booth, 2011, "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 25, issue 5, pages 173-214, DOI: 10.4054/DemRes.2011.25.5.
  22. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011, "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 8, pages 2477-2489, August.
  23. Fan, Shu & Hyndman, Rob J., 2011, "The price elasticity of electricity demand in South Australia," Energy Policy, Elsevier, volume 39, issue 6, pages 3709-3719, June.
  24. Song, Haiyan & Hyndman, Rob J., 2011, "Tourism forecasting: An introduction," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 817-821, July.
  25. Shang, Han Lin & Hyndman, Rob.J., 2011, "Nonparametric time series forecasting with dynamic updating," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1310-1324, DOI: 10.1016/j.matcom.2010.04.027.
  26. Juan Camilo Galvis Ciro & Juan Guillermo Bedoya Ospina & Rubén Albeiro Loaiza Maya, 2011, "Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
  27. Juan Galvis & Juan Bedoya & Ruben Loaiza, 2011, "An Optimal Fiscal Policy Rule for the Colombian Economy: A Dynamic Stochastic General Equilibrium Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 107-141.
  28. 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, volume 73, issue 2, pages 253-272, March.
  29. 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, volume 5, issue 2, pages 181-193, September.

2010

  1. Heather M. Anderson, 2010, "Memoirs of "A Cointegration Analysis of Treasury Bill Yields"," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 172-173, spring.
  2. 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, volume 14, issue S1, pages 3-41, May.
  3. Hill, Paula & Brooks, Robert & Faff, Robert, 2010, "Variations in sovereign credit quality assessments across rating agencies," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1327-1343, June.
  4. 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, volume 29, issue 5, pages 897-918, September.
  5. 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, volume 19, issue 2, pages 196-210, April.
  6. 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, volume 24, issue 2, pages 146-157, June.
  7. Javed Iqbal & Robert Brooks & Don Galagedera, 2010, "Multivariate tests of asset pricing: simulation evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 5, pages 381-395, DOI: 10.1080/09603100903459741.
  8. 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., volume 13, issue 03, pages 333-361, DOI: 10.1142/S0219091510001974.
  9. Vinh, Andrea & Griffiths, William E. & Chotikapanich, Duangkamon, 2010, "Bivariate income distributions for assessing inequality and poverty under dependent samples," Economic Modelling, Elsevier, volume 27, issue 6, pages 1473-1483, November.
  10. Feng, Guohua & Serletis, Apostolos, 2010, "Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 127-138, January.
  11. Serletis, Apostolos & Feng, Guohua, 2010, "Semi-Nonparametric Estimates Of Currency Substitution Between The Canadian Dollar And The U.S. Dollar," Macroeconomic Dynamics, Cambridge University Press, volume 14, issue 1, pages 29-55, February.
  12. Feng, Guohua & Serletis, Apostolos, 2010, "A primal Divisia technical change index based on the output distance function," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 320-330, December.
  13. 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, volume 24, issue 3, pages 245-269, September, DOI: 10.1007/s11408-010-0133-y.
  14. Elizabeth Ann Maharaj & Pierpaolo D’Urso & Don Galagedera, 2010, "Wavelet-based Fuzzy Clustering of Time Series," Journal of Classification, Springer;The Classification Society, volume 27, issue 2, pages 231-275, September, DOI: 10.1007/s00357-010-9058-4.
  15. Hyndman, Rob J., 2010, "Changing of the guard," International Journal of Forecasting, Elsevier, volume 26, issue 1, pages 1-1, January.
  16. Hyndman, Rob J., 2010, "Encouraging replication and reproducible research," International Journal of Forecasting, Elsevier, volume 26, issue 1, pages 2-3, January.
  17. Stephan Kolassa & Rob J. Hyndman, 2010, "Free Open-Source Forecasting Using R," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 17, pages 19-23, Spring.
  18. 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, volume 389, issue 17, pages 3516-3537, DOI: 10.1016/j.physa.2010.03.051.
  19. 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, volume 6, issue 2, pages 116-127, April, DOI: 10.1108/17439131011032040.
  20. Lahiri, Kajal & Martin, Gael, 2010, "Bayesian forecasting in economics," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 211-215, April.
  21. Gael Martin, 2010, "'The 21st Century Belongs to Bayes' Debate: Introduction," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 137-138, June.
  22. Panagiotelis, Anastasios & Smith, Michael, 2010, "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 7, pages 1824-1839, July.
  23. Damrongplasit, Kannika & Hsiao, Cheng & Zhao, Xueyan, 2010, "Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 344-356.
  24. 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, volume 29, issue 2, pages 229-250, June, DOI: 10.1111/j.1759-3441.2010.00066.x.
  25. Kenneth Clements & Yihui Lan & Xueyan Zhao, 2010, "The demand for marijuana, tobacco and alcohol: inter-commodity interactions with uncertainty," Empirical Economics, Springer, volume 39, issue 1, pages 203-239, August, DOI: 10.1007/s00181-009-0302-x.
  26. Jonathan Dark & Xibin Zhang & Nan Qu, 2010, "Influence diagnostics for multivariate GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 278-291, July, DOI: 10.1111/j.1467-9892.2010.00662.x.

2009

  1. George Woodward & Heather Anderson, 2009, "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 8, pages 913-924, DOI: 10.1080/14697680802595643.
  2. Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009, "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 146-166.
  3. 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., volume 9, issue 1‐2, pages 27-50, March, DOI: 10.1111/j.1468-2443.2009.01084.x.
  4. Lim, Kian-Ping & Brooks, Robert D., 2009, "Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic," Chaos, Solitons & Fractals, Elsevier, volume 40, issue 3, pages 1271-1276, DOI: 10.1016/j.chaos.2007.09.001.
  5. 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, volume 153, issue 1, pages 21-32, November.
  6. 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, volume 18, issue 5, pages 239-249, December.
  7. Woodward, George & Brooks, Robert, 2009, "Do realized betas exhibit up/down market tendencies?," International Review of Economics & Finance, Elsevier, volume 18, issue 3, pages 511-519, June.
  8. 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, volume 1, issue 1/2, pages 44-61, September, DOI: 10.1108/19405979200900003.
  9. Mohan Nandha & Robert Brooks, 2009, "Oil prices and transport sector returns: an international analysis," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 393-409, November, DOI: 10.1007/s11156-009-0120-4.
  10. 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, volume 16, issue 13, pages 1361-1364, DOI: 10.1080/13504850701426571.
  11. 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, volume 16, issue 6, pages 649-652, DOI: 10.1080/13504850601032040.
  12. Kian-Ping Lim & Robert Brooks, 2009, "Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 2, pages 147-155, DOI: 10.1080/09603100701765182.
  13. Robert Brooks & Tim Fry & William Dimovski & Sandra Mihajilo, 2009, "A duration analysis of the time from prospectus to listing for Australian initial public offerings," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 3, pages 183-190, DOI: 10.1080/09603100802314468.
  14. Ramani Gunatilaka & Duangkamon Chotikapanich, 2009, "Accounting For Sri Lanka'S Expenditure Inequality 1980–2002: Regression‐Based Decomposition Approaches," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 55, issue 4, pages 882-906, December, DOI: 10.1111/j.1475-4991.2009.00351.x.
  15. Guohua Feng & Apostolos Serletis, 2009, "Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 105-138, DOI: 10.1002/jae.1021.
  16. Don Galagedera, 2009, "Economic significance of downside risk in developed and emerging markets," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 16, pages 1627-1632, DOI: 10.1080/13504850701604060.
  17. 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., volume 12, issue 03, pages 341-358, DOI: 10.1142/S0219024909005257.
  18. Zhengyan Lin & Degui Li & Jiti Gao, 2009, "Local Linear M‐estimation in non‐parametric spatial regression," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 3, pages 286-314, May, DOI: 10.1111/j.1467-9892.2009.00612.x.
  19. Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag, 2009, "Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1869-1892, December.
  20. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009, "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2521-2524, DOI: 10.1016/j.matcom.2008.12.016.
  21. de Silva, Ashton & Hyndman, Rob J. & Snyder, Ralph, 2009, "A multivariate innovations state space Beveridge-Nelson decomposition," Economic Modelling, Elsevier, volume 26, issue 5, pages 1067-1074, September.
  22. Hyndman, Rob J., 2009, "A change of editors," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 1-2.
  23. Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009, "Monitoring processes with changing variances," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 518-525, July.
  24. Kew, Hsein & Harris, David, 2009, "Heteroskedasticity-Robust Testing For A Fractional Unit Root," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1734-1753, December.
  25. 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., volume 24, issue 1, pages 77-104, DOI: 10.1002/jae.1033.
  26. 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, volume 91, issue 4, pages 1-2, January, DOI: 10.22004/ag.econ.164206.
  27. 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, volume 42, issue 2, pages 749-770, May, DOI: 10.1111/j.1540-5982.2009.01526.x.
  28. 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, volume 91, issue 4, pages 1110-1123.
  29. Hill, Robert J. & Melser, Daniel & Syed, Iqbal, 2009, "Measuring a boom and bust: The Sydney housing market 2001-2006," Journal of Housing Economics, Elsevier, volume 18, issue 3, pages 193-205, September.
  30. D. S. Poskitt & C. L. Skeels, 2009, "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 26-44, March.
  31. Snyder, Ralph D. & Koehler, Anne B., 2009, "Incorporating a tracking signal into a state space model," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 526-530, July.
  32. Masha F. Somi & James R. G. Butler & Farshid Vahid & Joseph D. Njau & Salim Abdulla, 2009, "Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues," Journal of International Development, John Wiley & Sons, Ltd., volume 21, issue 2, pages 200-211, DOI: 10.1002/jid.1555.
  33. Zhang, Xiaohui & Zhao, Xueyan & Harris, Anthony, 2009, "Chronic diseases and labour force participation in Australia," Journal of Health Economics, Elsevier, volume 28, issue 1, pages 91-108, January.
  34. Preety Ramful & Xueyan Zhao, 2009, "Participation in marijuana, cocaine and heroin consumption in Australia: a multivariate probit approach," Applied Economics, Taylor & Francis Journals, volume 41, issue 4, pages 481-496, DOI: 10.1080/00036840701522853.

2008

  1. Athanasopoulos, George & Vahid, Farshid, 2008, "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 237-252, April.
  2. George Athanasopoulos & Farshid Vahid, 2008, "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 533-554, May, DOI: 10.1111/j.1467-9892.2007.00568.x.
  3. Brooks, Robert & Harris, Edwyna, 2008, "Efficiency gains from water markets: Empirical analysis of Watermove in Australia," Agricultural Water Management, Elsevier, volume 95, issue 4, pages 391-399, April.
  4. 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, volume 17, issue 3, pages 571-591, June.
  5. 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, volume 17, issue 5, pages 984-997, December.
  6. 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, volume 18, issue 5, pages 527-544, December.
  7. Dimovski, William & Brooks, Robert, 2008, "The underpricing of gold mining initial public offerings," Research in International Business and Finance, Elsevier, volume 22, issue 1, pages 1-16, January.
  8. 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, volume 29, issue 2, pages 234-250, June, DOI: 10.1007/s10834-008-9106-y.
  9. 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, volume 31, issue 2, pages 209-224, August, DOI: 10.1007/s11156-007-0073-4.
  10. Don Galagedera & Elizabeth Maharaj & Robert Brooks, 2008, "Relationship between downside risk and return: new evidence through a multiscaling approach," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 20, pages 1623-1633, DOI: 10.1080/09603100701720435.
  11. David Sokulsky & Robert Brooks & Sinclair Davidson, 2008, "Untangling demand curves from information effects: evidence from Australian index adjustments," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 8, pages 605-616, DOI: 10.1080/09603100601118284.
  12. Kenji Kutsuna & William Dimovski & Robert Brooks, 2008, "The Pricing and Underwriting Costs of Japanese REIT IPOs," Journal of Property Research, Taylor & Francis Journals, volume 25, issue 3, pages 221-239, November, DOI: 10.1080/09599910802696649.
  13. Robert Brooks & Shelley Claire Naylor, 2008, "An ordered probit model of Morningstar individual stock ratings," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 5, pages 341-345, DOI: 10.1080/17446540701736002.
  14. Feng, Guohua & Serletis, Apostolos, 2008, "Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 281-311, January.
  15. Campbell, Rachel A.J. & Forbes, Catherine S. & Koedijk, Kees G. & Kofman, Paul, 2008, "Increasing correlations or just fat tails?," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 287-309, March.
  16. 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, volume 52, issue 6, pages 2911-2930, February.
  17. Don Galagedera & Elizabeth Maharaj, 2008, "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 2, pages 201-215, DOI: 10.1080/14697680600989576.
  18. Gao, Jiti & Gijbels, Irène, 2008, "Bandwidth Selection in Nonparametric Kernel Testing," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1584-1594.
  19. Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien, 2008, "Nonparametric simultaneous testing for structural breaks," Journal of Econometrics, Elsevier, volume 143, issue 1, pages 123-142, March.
  20. Gao, Jiti & McAleer, Michael & Allen, David E., 2008, "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 1-4, November.
  21. Gao, Jiti & Casas, Isabel, 2008, "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 131-140, November.
  22. Casas, Isabel & Gao, Jiti, 2008, "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 72-83, November.
  23. Gao, Jiti & Lu, Zudi & Tjøstheim, Dag, 2008, "Moment inequalities for spatial processes," Statistics & Probability Letters, Elsevier, volume 78, issue 6, pages 687-697, April.
  24. Jiti Gao & Yongmiao Hong, 2008, "Central limit theorems for generalized -statistics with applications in nonparametric specification," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 20, issue 1, pages 61-76, DOI: 10.1080/10485250801899596.
  25. Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008, "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, volume 191, issue 1, pages 207-222, November.
  26. Hyndman, Rob J. & Booth, Heather, 2008, "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 323-342.
  27. Hyndman, Rob J., 2008, "Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 557-557.
  28. Hyndman, Rob J. & Khandakar, Yeasmin, 2008, "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
  29. Rob Hyndman & Muhammad Akram & Blyth Archibald, 2008, "The admissible parameter space for exponential smoothing models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 60, issue 2, pages 407-426, June, DOI: 10.1007/s10463-006-0109-x.
  30. Katy Cornwell & Brett Inder, 2008, "Language and Labour Markets in South Africa," Journal of African Economies, Centre for the Study of African Economies, volume 17, issue 3, pages 490-525, June.
  31. Zhang, Xibin & King, Maxwell L., 2008, "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 549-566, June.
  32. 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, volume 7, issue 3, pages 213-230, December.
  33. 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, volume 78, issue 17, pages 2963-2970, December.
  34. Robert J. Hill & Daniel Melser, 2008, "Hedonic Imputation And The Price Index Problem: An Application To Housing," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 593-609, October, DOI: 10.1111/j.1465-7295.2007.00110.x.
  35. Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, volume 143, issue 2, pages 291-316, April.
  36. Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 710-727.
  37. D. S. Poskitt, 2008, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 2, pages 224-250, March, DOI: 10.1111/j.1467-9892.2007.00554.x.
  38. Poskitt, D.S. & Skeels, C.L., 2008, "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, volume 100, issue 1, pages 138-142, July.
  39. Sivagowry Sriananthakumar & Param Silvapulle, 2008, "Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 4, pages 267-273, DOI: 10.1080/09603100500414628.
  40. Farshid Vahid, 2008, "John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008)," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 15, issue 3, pages 115-116.
  41. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Fleming, Euan M. & Zhao, Xueyan, 2008, "Potential returns to the Australian sheep and wool industries from effective R&D and promotion investments and their sensitivities to assumed elasticity values," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, volume 16, DOI: 10.22004/ag.econ.125732.
  42. 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, volume 84, issue 265, pages 207-222, June, DOI: 10.1111/j.1475-4932.2008.00463.x.
  43. Xueyan Zhao, 2008, "The Demand for Alcohol, Tobacco and Marijuana: International Evidence ‐ by Saroja Selvanathan and Eliyathamby A. Selvanathan," The Economic Record, The Economic Society of Australia, volume 84, issue 267, pages 520-522, December, DOI: 10.1111/j.1475-4932.2008.00518.x.
  44. 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, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.

2007

  1. Anderson, Heather M. & Vahid, Farshid, 2007, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 76-90, January.
  2. Heather M. Anderson, 2007, "New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl," The Economic Record, The Economic Society of Australia, volume 83, issue 260, pages 109-110, March, DOI: 10.1111/j.1475-4932.2007.00384.x.
  3. 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., volume 22, issue 1, pages 63-87, DOI: 10.1002/jae.935.
  4. Jugurnath, Bhavish & Stewart, Mark & Brooks, Robert, 2007, "Asia/Pacific Regional Trade Agreements: An empirical study," Journal of Asian Economics, Elsevier, volume 18, issue 6, pages 974-987, December.
  5. Brooks, Robert, 2007, "Power arch modelling of the volatility of emerging equity markets," Emerging Markets Review, Elsevier, volume 8, issue 2, pages 124-133, May.
  6. 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, volume 17, issue 1, pages 75-93, February.
  7. 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, volume 17, issue 3, pages 214-230, July.
  8. Jenny Diggle & Robert Brooks, 2007, "The target cash rate and its impact on investment asset returns in Australia," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 8, pages 615-633, DOI: 10.1080/09603100701243503.
  9. Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007, "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 3, pages 261-265, DOI: 10.1080/14697680601110503.
  10. William Dimovski & Robert Brooks & Antonie van Eekelen, 2007, "The costs of raising equity capital for closed-end fund IPOs," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 5, pages 295-299, DOI: 10.1080/17446540701222391.
  11. Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007, "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 97-109, January.
  12. Duangkamon Chotikapanich & D. S. Prasada Rao & Kam Ki Tang, 2007, "Estimating Income Inequality In China Using Grouped Data And The Generalized Beta Distribution," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 53, issue 1, pages 127-147, March, DOI: 10.1111/j.1475-4991.2007.00220.x.
  13. 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, volume 26, issue 2-4, pages 387-418, DOI: 10.1080/07474930701220584.
  14. Galagedera, Don U.A., 2007, "An alternative perspective on the relationship between downside beta and CAPM beta," Emerging Markets Review, Elsevier, volume 8, issue 1, pages 4-19, March.
  15. Don U. A. Galagedera, 2007, "Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 147-153, DOI: 10.1080/17446540601018980.
  16. Chen, Song Xi & Gao, Jiti, 2007, "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 950-972, December.
  17. Isabel Casas & Jiti Gao, 2007, "Nonparametric Methods in Continuous Time Model Specification," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 1, pages 91-106, DOI: 10.1080/07474930600972558.
  18. Hyndman, Rob J. & Shahid Ullah, Md., 2007, "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 10, pages 4942-4956, June.
  19. 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, volume 51, issue 7, pages 3418-3432, April.
  20. Rob J. Hyndman & Andrey V. Kostenko, 2007, "Minimum Sample Size requirements for Seasonal Forecasting Models," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 6, pages 12-15, Spring.
  21. Katy Cornwell & Brett Inder, 2007, "Evidence for the ineffectiveness of debt rescheduling as a policy instrument," Applied Economics, Taylor & Francis Journals, volume 39, issue 17, pages 2269-2278, DOI: 10.1080/00036840600707175.
  22. John Creedy & Guyonne Kalb & Hsein Kew, 2007, "Confidence Intervals For Policy Reforms In Behavioural Tax Microsimulation Modelling," Bulletin of Economic Research, Wiley Blackwell, volume 59, issue 1, pages 37-65, January, DOI: 10.1111/j.0307-3378.2007.00250.x.
  23. Jahar Bhowmik & Maxwell King, 2007, "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, volume 48, issue 3, pages 357-383, September, DOI: 10.1007/s00362-006-0342-7.
  24. Maharaj, Elizabeth A. & Alonso, Andres M., 2007, "Discrimination of locally stationary time series using wavelets," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 879-895, October.
  25. 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, volume 139, issue 1, pages 217-236, July.
  26. D. Poskitt, 2007, "Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 59, issue 4, pages 697-725, December, DOI: 10.1007/s10463-006-0074-4.
  27. Choe, Kwang-Il & Nam, Kiseok & Vahid, Farshid, 2007, "Necessity of negative serial correlation for mean-reversion of stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 4, pages 576-583, September.
  28. Harris, Mark N. & Zhao, Xueyan, 2007, "A zero-inflated ordered probit model, with an application to modelling tobacco consumption," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1073-1099, December.

2006

  1. Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006, "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, volume 91, issue 1, pages 104-109, April.
  2. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006, "Common features," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 1-5, May.
  3. 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, volume 25, issue 1, pages 32-40, March, DOI: j.1759-3441.2006.tb00382.x.
  4. 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, volume 25, issue 1, pages 83-99, March, DOI: j.1759-3441.2006.tb00385.x.
  5. 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, volume 17, issue 1, pages 136-154, September.
  6. William Dimovski & Robert Brooks, 2006, "The Pricing of Property Trust IPOs in Australia," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 2, pages 185-199, March, DOI: 10.1007/s11146-006-6014-5.
  7. 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, volume 13, issue 3, pages 141-146, DOI: 10.1080/13504850500394244.
  8. William Dimovski & Robert Brooks, 2006, "Factors Influencing Money Left on the Table by Property Trust IPO Issuers," Journal of Property Research, Taylor & Francis Journals, volume 23, issue 3, pages 269-280, September, DOI: 10.1080/09599910600969206.
  9. Jenny Diggle & Robert Brooks, 2006, "Risk-return tradeoffs from investing in the Australian cash management industry," Applied Financial Economics Letters, Taylor & Francis Journals, volume 2, issue 3, pages 147-150, DOI: 10.1080/17446540500447652.
  10. Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M., 2006, "Bayesian analysis of the stochastic conditional duration model," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 9, pages 2247-2267, May.
  11. Jiti Gao & Kim Hawthorne, 2006, "Semiparametric estimation and testing of the trend of temperature series," Econometrics Journal, Royal Economic Society, volume 9, issue 2, pages 332-355, July.
  12. Manuel Arapis & Jiti Gao, 2006, "Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 2, pages 310-345.
  13. Heather Booth & Rob Hyndman & Piet de Jong & Leonie Tickle, 2006, "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 15, issue 9, pages 289-310, DOI: 10.4054/DemRes.2006.15.9.
  14. 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, volume 50, issue 11, pages 3009-3031, July.
  15. Hyndman, Rob J. & Ord, J. Keith, 2006, "Twenty-five years of forecasting," International Journal of Forecasting, Elsevier, volume 22, issue 3, pages 413-414.
  16. De Gooijer, Jan G. & Hyndman, Rob J., 2006, "25 years of time series forecasting," International Journal of Forecasting, Elsevier, volume 22, issue 3, pages 443-473.
  17. Hyndman, Rob J. & Koehler, Anne B., 2006, "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, volume 22, issue 4, pages 679-688.
  18. Rob J. Hyndman, 2006, "Another Look at Forecast Accuracy Metrics for Intermittent Demand," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 4, pages 43-46, June.
  19. A V Kostenko & R J Hyndman, 2006, "A note on the categorization of demand patterns," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 57, issue 10, pages 1256-1257, October, DOI: 10.1057/palgrave.jors.2602211.
  20. Petko Kalev & Brett Inder, 2006, "The information content of the term structure of interest rates," Applied Economics, Taylor & Francis Journals, volume 38, issue 1, pages 33-45, DOI: 10.1080/00036840500365967.
  21. Sriananthakumar, Sivagowry & King, Maxwell L., 2006, "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 101-122, January.
  22. Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B., 2006, "Exponential smoothing model selection for forecasting," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 239-247.
  23. Alonso, Andres M. & Maharaj, Elizabeth A., 2006, "Comparison of time series using subsampling," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 10, pages 2589-2599, June.
  24. 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, volume 16, issue 3, pages 291-314, July.
  25. 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, volume 46, issue 2, pages 309-326, June, DOI: 10.1111/j.1467-629X.2006.00169.x.
  26. Daniel Melser, 2006, "Accounting For The Effects Of New And Disappearing Goods Using Scanner Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 52, issue 4, pages 547-568, December, DOI: 10.1111/j.1475-4991.2006.00203.x.
  27. Poskitt, D.S., 2006, "On The Identification And Estimation Of Nonstationary And Cointegrated Armax Systems," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1138-1175, December.
  28. Snyder, Ralph, 2006, "Discussion," International Journal of Forecasting, Elsevier, volume 22, issue 4, pages 673-676.
  29. Issler, Joao Victor & Vahid, Farshid, 2006, "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 281-303, May.
  30. Farshid Vahid & Pushkar Maitra, 2006, "The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 7, pages 999-1018, DOI: 10.1002/jae.853.
  31. 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, volume 25, issue 4, pages 782-801, July.
  32. Yongsheng Zhang & Xueyan Zhao, 2006, "Love Of Variety And Scale Implications: An Empirical Evaluation," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 185-201, DOI: 10.1142/S0219871106000123.
  33. 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, volume 51, issue 4, pages 2218-2231, December.

2005

  1. Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
  2. William Dimovski & Robert Brooks, 2005, "Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing," Accounting Research Journal, Emerald Group Publishing Limited, volume 18, issue 1, pages 34-39, July, DOI: 10.1108/10309610580000673.
  3. Robert Brooks & Robert Faff & David Sokulsky, 2005, "The stock market impact of German reunification: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 1, pages 31-42, DOI: 10.1080/0960310042000281158.
  4. Robert Brooks & Robert Faff & Tim Fry & E. Bissoondoyal-Bheenick, 2005, "Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 18, pages 1251-1258, DOI: 10.1080/09603100500396585.
  5. William E. Griffiths & Duangkamon Chotikapanich & D. S. Prasada Rao, 2005, "Averaging Income Distributions," Bulletin of Economic Research, Wiley Blackwell, volume 57, issue 4, pages 347-367, October, DOI: 10.1111/j.0307-3378.2005.00226.x.
  6. Duangkamon Chotikapanich & William Griffiths, 2005, "Averaging Lorenz curves," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 3, issue 1, pages 1-19, April, DOI: 10.1007/s10888-004-5866-2.
  7. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005, "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 437-462, May, DOI: 10.1111/j.1467-9892.2005.00410.x.
  8. 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., volume 8, issue 01, pages 75-95, DOI: 10.1142/S0219024905002901.
  9. 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, volume 13, issue 2, pages 225-245, March.
  10. Hyndman, Rob J., 2005, "Editorial," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 1-1.
  11. Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005, "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 1, pages 17-37, DOI: 10.1002/for.938.
  12. Rob J. Hyndman & Lydia Shenstone, 2005, "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 6, pages 389-402, DOI: 10.1002/for.963.
  13. Chew Chua & Hsein Kew & Jongsay Yong, 2005, "Airline Code-share Alliances and Costs: Imposing Concavity on Translog Cost Function Estimation," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 26, issue 4, pages 461-487, June, DOI: 10.1007/s11151-005-0223-6.
  14. Xibin Zhang & Maxwell L. King, 2005, "Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 118-129, January.
  15. Begum, Nelufa & King, Maxwell L., 2005, "Most mean powerful test of a composite null against a composite alternative," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 4, pages 1079-1104, June.
  16. 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, volume 26, issue 2, pages 305-317, March, DOI: 10.1111/j.1467-9892.2005.00402.x.
  17. 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., volume 20, issue 3, pages 377-404, DOI: 10.1002/jae.762.
  18. McCabe, B.P.M. & Martin, G.M., 2005, "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, volume 21, issue 2, pages 315-330.
  19. Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
  20. 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, volume 87, issue 4, pages 823-834.
  21. Melser, Daniel, 2005, "The Hedonic Regression Time-Dummy Method and the Monotonicity Axioms," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 485-492, October.
  22. Daniel Melser & Peter E. Robertson, 2005, "Eco‐labelling and the Trade‐Environment Debate," The World Economy, Wiley Blackwell, volume 28, issue 1, pages 49-62, January, DOI: 10.1111/j.1467-9701.2005.00674.x.
  23. D. S. Poskitt, 2005, "A Note on the Specification and Estimation of ARMAX Systems," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 157-183, March, DOI: 10.1111/j.1467-9892.2005.00397.x.

2004

  1. Robert Brooks & Sinclair Davidson, 2004, "How Much R&D Should Australia Undertake?," Economic Papers, The Economic Society of Australia, volume 23, issue 2, pages 165-174, June, DOI: j.1759-3441.2004.tb00362.x.
  2. 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, volume 23, issue 2, pages 175-188, June, DOI: j.1759-3441.2004.tb00363.x.
  3. 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, volume 23, issue 3, pages 244-256, September, DOI: j.1759-3441.2004.tb00369.x.
  4. 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, volume 14, issue 3, pages 267-280, July.
  5. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004, "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, volume 28, issue 1, pages 233-250, January.
  6. 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, volume 22, issue 3, pages 179-198, May.
  7. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2004, "Correlations, integration and Hansen-Jagannathan bounds," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 16, pages 1167-1180, DOI: 10.1080/0960310042000281149.
  8. Bill Dimovski & Robert Brooks, 2004, "Stakeholder representation on the boards of Australian initial public offerings," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 17, pages 1233-1238, DOI: 10.1080/09603100410001692800.
  9. Robert Brooks & Robert Faff & Tim Fry & Emma Newton, 2004, "Censoring and its impact on multivariate testing of the Capital Asset Pricing Model," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 413-420, DOI: 10.1080/09603100410001673649.
  10. Duangkamon Chotikapanich & John Creedy, 2004, "The Atkinson Inequality Measure and its Sampling Properties: Bayesian and Classical Approaches," Australian Economic Papers, Wiley Blackwell, volume 43, issue 3, pages 302-314, September, DOI: 10.1111/j.1467-8454.2004.00232.x.
  11. Jiti Gao & Howell Tong, 2004, "Semiparametric non‐linear time series model selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 66, issue 2, pages 321-336, May, DOI: 10.1111/j.1369-7412.2004.05303.x.
  12. Gao, Jiti & King, Maxwell, 2004, "Adaptive Testing In Continuous-Time Diffusion Models," Econometric Theory, Cambridge University Press, volume 20, issue 5, pages 844-882, October.
  13. 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, volume 29, issue 1, pages 121-145, June, DOI: 10.1177/031289620402900113.
  14. Snyder, Ralph D. & Koehler, Anne B. & Hyndman, Rob J. & Ord, J. Keith, 2004, "Exponential smoothing models: Means and variances for lead-time demand," European Journal of Operational Research, Elsevier, volume 158, issue 2, pages 444-455, October.
  15. Hyndman, Rob J., 2004, "The interaction between trend and seasonality," International Journal of Forecasting, Elsevier, volume 20, issue 4, pages 561-563.
  16. 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, volume 15, issue 1, pages 1-24.
  17. Strachan, Rodney W. & Inder, Brett, 2004, "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 307-325, December.
  18. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004, "Selecting the order of an ARCH model," Economics Letters, Elsevier, volume 83, issue 2, pages 269-275, May.
  19. Lu, Zeng-Hua & King, Maxwell L., 2004, "A Wald-type test of quadratic parametric restrictions," Economics Letters, Elsevier, volume 83, issue 3, pages 359-364, June.
  20. 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, volume 7, issue 1, pages 191-217, June.
  21. Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle, 2004, "Asymmetry in Okun's law," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 2, pages 353-374, May.
  22. Rajiv Sarin & Farshid Vahid, 2004, "Strategy Similarity and Coordination," Economic Journal, Royal Economic Society, volume 114, issue 497, pages 506-527, July.
  23. Ambarawati, I Gusti Agung Ayu & Zhao, Xueyan & Griffith, Garry R. & Piggott, Roley R., 2004, "The Cost to the Bali Beef Industry of the October 2002 Terrorist Attack," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, volume 12, DOI: 10.22004/ag.econ.132083.
  24. 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, volume 80, issue 251, pages 394-410, December, DOI: 10.1111/j.1475-4932.2004.00197.x.
  25. Zhang, Yongsheng & Zhao, Xueyan, 2004, "Testing the scale effect predicted by the Fujita-Krugman urbanization model," Journal of Economic Behavior & Organization, Elsevier, volume 55, issue 2, pages 207-222, October.
  26. Xibin Zhang, 2004, "Assessment of Local Influence in GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 2, pages 301-313, March, DOI: 10.1046/j.0143-9782.2003.00351.x.
  27. Y. K. Tse & K. W. Ng & Xibin Zhang, 2004, "A small‐sample overlapping variance‐ratio test," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 1, pages 127-135, January, DOI: 10.1046/j.0143-9782.2003.01804.x.

2003

  1. George Athanasopoulos & Farshid Vahid, 2003, "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, volume 79, issue 247, pages 412-424, December, DOI: 10.1111/j.1475-4932.2003.00141.x.
  2. Brooks, Robert & Davidson, Sinclair & Faff, Robert, 2003, "Sudden changes in property rights: the case of Australian native title," Journal of Economic Behavior & Organization, Elsevier, volume 52, issue 4, pages 427-442, December.
  3. Robert Brooks & Vanitha Ragunathan, 2003, "Returns and volatility on the Chinese stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 10, pages 747-752, DOI: 10.1080/09603100210148212.
  4. William Dimovski & Robert Brooks, 2003, "Financial characteristics of Australian initial public offerings from 1994 to 1999," Applied Economics, Taylor & Francis Journals, volume 35, issue 14, pages 1599-1607, DOI: 10.1080/0003684032000126771.
  5. Duangkamon Chotikapanich & John Creedy & Sandra Hopkins, 2003, "Income and Health Concentration in Australia," The Economic Record, The Economic Society of Australia, volume 79, issue 246, pages 297-305, September, DOI: 10.1111/1475-4932.00105.
  6. Duangkamon Chotikapanich & John Creedy, 2003, "Bayesian estimation of social welfare and tax progressivity measures," Empirical Economics, Springer, volume 28, issue 1, pages 45-59, January, DOI: 10.1007/s001810100118.
  7. Snyder Ralph D & Forbes Catherine S, 2003, "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1087.
  8. 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, volume 54, issue 6, pages 654-660, June, DOI: 10.1057/palgrave.jors.2601507.
  9. Hyndman, Rob J. & Billah, Baki, 2003, "Unmasking the Theta method," International Journal of Forecasting, Elsevier, volume 19, issue 2, pages 287-290.
  10. Hall, Peter G. & Hyndman, Rob J., 2003, "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, volume 64, issue 2, pages 181-189, August.
  11. Brett Inder & Terry O'Brien, 2003, "The Endowment Effect and the Role of Uncertainty," Bulletin of Economic Research, Wiley Blackwell, volume 55, issue 3, pages 289-301, July, DOI: 10.1111/1467-8586.00176.
  12. 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, volume 36, issue 2, pages 156-172, June, DOI: 10.1111/1467-8462.00276.
  13. Poskitt, D. S., 2003, "On the specification of cointegrated autoregressive moving-average forecasting systems," International Journal of Forecasting, Elsevier, volume 19, issue 3, pages 503-519.
  14. Imad A. Moosa & Param Silvapulle & Mervyn Silvapulle, 2003, "Testing for Temporal Asymmetry in the Price‐Volume Relationship," Bulletin of Economic Research, Wiley Blackwell, volume 55, issue 4, pages 373-389, October, DOI: 10.1111/1467-8586.00182.
  15. Zhao, Xueyan & Anderson, Kym & Wittwer, Glyn, 2003, "Who gains from Australian generic wine promotion and R&D?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 47, issue 2, pages 1-29, June, DOI: 10.22004/ag.econ.116187.
  16. Xueyan Zhao & John Mullen & Garry Griffith & Roley Piggott & William Griffiths, 2003, "The incidence of gains and taxes associated with R&D and promotion in the Australian beef industry," Agribusiness, John Wiley & Sons, Ltd., volume 19, issue 3, pages 333-344, DOI: 10.1002/agr.10063.
  17. Xueyan Zhao, 2003, "Who bears the burden and who receives the gain?-The case of GWRDC R&D investments in the Australian grape and wine industry," Agribusiness, John Wiley & Sons, Ltd., volume 19, issue 3, pages 355-366, DOI: 10.1002/agr.10065.

2002

  1. Anderson, Heather M. & Ramsey, James B., 2002, "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 1, pages 33-67, January.
  2. Robert Brooks & Sinclair Davidson, 2002, "Investigating The “Bounce-Back” Hypothesis After The Asian Crisis," Economic Papers, The Economic Society of Australia, volume 21, issue 2, pages 71-85, June, DOI: j.1759-3441.2002.tb00318.x.
  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, volume 13, issue 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, volume 34, issue 18, pages 2353-2365, DOI: 10.1080/00036840210148085.
  5. Chotikapanich, Duangkamon & Griffiths, William E, 2002, "Estimating Lorenz Curves Using a Dirichlet Distribution," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 2, pages 290-295, April.
  6. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002, "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, volume 83, issue 2, pages 324-359, November.
  7. 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, volume 99, issue 2, pages 295-321, June.
  8. Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002, "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 439-454.
  9. Jeff Racine & Rob Hyndman, 2002, "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 175-189.
  10. Bollen, Bernard & Inder, Brett, 2002, "Estimating daily volatility in financial markets utilizing intraday data," Journal of Empirical Finance, Elsevier, volume 9, issue 5, pages 551-562, December.
  11. S. Nahar & B. Inder, 2002, "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, volume 34, issue 16, pages 2011-2022, DOI: 10.1080/00036840110117837.
  12. Zeng-Hua Lu & Maxwell King, 2002, "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 149-165, DOI: 10.1081/ETC-120014346.
  13. Maharaj, Elizabeth Ann, 2002, "Comparison of non-stationary time series in the frequency domain," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 1, pages 131-141, July.
  14. Snyder, Ralph, 2002, "Forecasting sales of slow and fast moving inventories," European Journal of Operational Research, Elsevier, volume 140, issue 3, pages 684-699, August.
  15. Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, 2002, "Forecasting for inventory control with exponential smoothing," International Journal of Forecasting, Elsevier, volume 18, issue 1, pages 5-18.
  16. Vahid, Farshid & Issler, Joao Victor, 2002, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, volume 109, issue 2, pages 341-363, August.
  17. Y. K. Tse & X. B. Zhang, 2002, "The Variance Ratio Test with Stable Paretian Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 1, pages 117-126, January, DOI: 10.1111/1467-9892.01664.

2001

  1. Heather M. Anderson & Farshid Vahid, 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, volume 40, issue 4, pages 541-566, December, DOI: 10.1111/1467-8454.00141.
  2. Anderson, Heather M. & Vahid, Farshid, 2001, "Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 482-505, September.
  3. 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, volume 11, issue 2, pages 215-222, June.
  4. Robert Brooks & Robert Faff & Tom Josev, 2001, "An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas," Pacific Accounting Review, Emerald Group Publishing Limited, volume 13, issue 2, pages 1-16, February, DOI: 10.1108/eb037958.
  5. Thomas Josev & Robert Brooks & Robert Faff, 2001, "Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 2, pages 157-163, DOI: 10.1080/096031001750071541.
  6. 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, volume 7, issue 1, pages 22-38, DOI: 10.1080/13518470123011.
  7. 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, volume 22, issue 5, pages 517-535, September, DOI: 10.1111/1467-9892.00239.
  8. Bashtannyk, David M. & Hyndman, Rob J., 2001, "Bandwidth selection for kernel conditional density estimation," Computational Statistics & Data Analysis, Elsevier, volume 36, issue 3, pages 279-298, May.
  9. Barry A. Goss & S. Gulay Avsar & Brett A. Inder, 2001, "Simultaneity, Rationality and Price Determination in US Live Cattle," Australian Economic Papers, Wiley Blackwell, volume 40, issue 4, pages 500-519, December, DOI: 10.1111/1467-8454.00139.
  10. Gael Martin, 2001, "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 217-234, DOI: 10.1081/ETC-100103824.
  11. 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, volume 72, issue 2, pages 181-187, August.
  12. Jane Fry & Tim Fry & Keith McLaren & Tanya Smith, 2001, "Modelling zeroes in microdata," Applied Economics, Taylor & Francis Journals, volume 33, issue 3, pages 383-392, DOI: 10.1080/00036840122916.
  13. Sadique, Shibley & Silvapulle, Param, 2001, "Long-Term Memory in Stock Market Returns: International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 6, issue 1, pages 59-67, January.
  14. Paramsothy Silvapulle, 2001, "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 85-104, DOI: 10.1081/ETC-100104081.
  15. Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001, "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 217-225, April.
  16. Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001, "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, volume 17, issue 2, pages 269-286.
  17. Snyder, Ralph D & Shami, Roland G, 2001, "Exponential Smoothing of Seasonal Data: A Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 197-202, April.
  18. Sarin, Rajiv & Vahid, Farshid, 2001, "Predicting How People Play Games: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, volume 34, issue 1, pages 104-122, January.
  19. Issler, Joao Victor & Vahid, Farshid, 2001, "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, volume 47, issue 3, pages 449-475, June.
  20. Vanselow, Barbara & Griffith, Garry R. & Thorpe, Sally & Connors, Tom & Francis, Michael & Brown, Colin G. & Wittwer, Glyn & Zhao, Xueyan, 2001, "Book reviews," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 45, issue 4, pages 1-14, DOI: 10.22004/ag.econ.117733.

2000

  1. Frida Lie & Robert Brooks & Robert Faff, 2000, "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, volume 39, issue 3, pages 301-311, September, DOI: 10.1111/1467-8454.00093.
  2. 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, volume 52, issue 3, pages 259-276.
  3. 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, volume 19, issue 3, pages 377-397, June.
  4. 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, volume 40, issue 1, pages 85-106.
  5. 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, volume 14, issue 1, pages 17-43, January.
  6. Gabrielle Berman & Robert Brooks & Sinclair Davidson, 2000, "The Sydney Olympic Games announcement and Australian stock market reaction," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 12, pages 781-784, DOI: 10.1080/135048500444796.
  7. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2000, "Australian industry beta risk, the choice of market index and business cycles," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 1, pages 49-58, DOI: 10.1080/096031000331923.
  8. Gao, Jiti & Anh, Vo, 2000, "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, volume 49, issue 1, pages 69-79, August.
  9. Gael M. Martin, 2000, "US deficit sustainability: a new approach based on multiple endogenous breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 83-105.
  10. Jane Fry & Tim Fry & Keith McLaren, 2000, "Compositional data analysis and zeros in micro data," Applied Economics, Taylor & Francis Journals, volume 32, issue 8, pages 953-959, DOI: 10.1080/000368400322002.
  11. Poskitt, Don S, 2000, "Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 77-90, January.
  12. 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, volume 9, issue 1, pages 11-30, February.
  13. F R Johnston & R D Snyder & A B Koehler & J K Ord, 2000, "Viewpoint and Respons," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 51, issue 9, pages 1107-1110, September, DOI: 10.1057/palgrave.jors.2601009.
  14. Zhao, Xueyan & Griffiths, William E. & Griffith, Garry R. & Mullen, John D., 2000, "Probability distributions for economic surplus changes: the case of technical change in the Australian wool industry," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 44, issue 01, pages 1-24, DOI: 10.22004/ag.econ.117789.
  15. William Griffiths & Xueyan Zhao, 2000, "A Unified Approach to Sensitivity Analysis in Equilibrium Displacement Models: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 82, issue 1, pages 236-240.

1999

  1. Heather Anderson, 1999, "Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis?," Journal of Economic Methodology, Taylor & Francis Journals, volume 6, issue 1, pages 31-59, DOI: 10.1080/13501789900000002.
  2. Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999, "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, volume 10, issue 2, pages 231-245.
  3. Jenny Diggle & Robert Brooks & John Shannon, 1999, "International diversification of the funds management industry," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 10, pages 663-667, DOI: 10.1080/135048599352466.
  4. Joanne Copp & Robert Brooks, 1999, "Variance ratio testing of the Australian forward foreign exchange market," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 7, pages 417-419, DOI: 10.1080/135048599352925.
  5. Alpana Trivedi & Robert Brooks, 1999, "Autocorrelations, returns and Australian stock indices," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 9, pages 581-584, DOI: 10.1080/135048599352646.
  6. Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul, 1999, "Bayesian Arbitrage Threshold Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 364-372, July.
  7. 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, volume 18, issue 1, pages 113-118, DOI: 10.1080/07474939908800433.
  8. 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, volume 61, issue 3, pages 435-450, August, DOI: 10.1111/1468-0084.00137.
  9. D. S. Poskitt & K. Dogancay & S.‐H. Chung, 1999, "Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 61, issue 1, pages 191-212, DOI: 10.1111/1467-9868.00171.
  10. Shipra Banik & Param Silvapulle, 1999, "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 26, issue 2, pages 123-139, June, DOI: 10.1023/A:1007000727859.
  11. 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, volume 39, issue 1, pages 59-76.
  12. R D Snyder & A B Koehler & J K Ord, 1999, "Lead time demand for simple exponential smoothing: an adjustment factor for the standard deviation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 50, issue 10, pages 1079-1082, October, DOI: 10.1057/palgrave.jors.2600806.
  13. Sarin, Rajiv & Vahid, Farshid, 1999, "Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, volume 28, issue 2, pages 294-309, August.

1998

  1. Anderson, Heather M. & Vahid, Farshid, 1998, "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, volume 60, issue 3, pages 291-296, September.
  2. Anderson, Heather M. & Vahid, Farshid, 1998, "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 1-36, May.
  3. 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, volume 6, issue 1-2, pages 87-101, May.
  4. 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, volume 5, issue 10, pages 645-648, DOI: 10.1080/135048598354339.
  5. Robert Brooks & Gabrielle Berman & Sinclair Davidson, 1998, "The nature and extent of revisions to Australian macroeconomic data," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 3, pages 169-174, DOI: 10.1080/758521376.
  6. Keng Yap Liew & Robert Brooks, 1998, "Returns and volatility in the Kuala Lumpur crude," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 8, pages 985-999, December.
  7. Chotikapanich, Duangkamon & Griffiths, William E., 1998, "Carnarvon Gorge: a comment on the sensitivity of consumer surplus estimation," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 42, issue 3, pages 1-13, DOI: 10.22004/ag.econ.117233.
  8. Grunwald, Gary K. & Hyndman, Rob J., 1998, "Smoothing non-Gaussian time series with autoregressive structure," Computational Statistics & Data Analysis, Elsevier, volume 28, issue 2, pages 171-191, August.
  9. 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, volume 45, issue 2, pages 351-368, August.
  10. Paramsothy Silvapulle & Merran Evans, 1998, "Testing for serial correlation in the presence of dynamic heteroscedasticity," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 31-55, DOI: 10.1080/07474939808800402.

1997

  1. Anderson, Heather M, 1997, "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 59, issue 4, pages 465-484, November.
  2. Anderson, Heather M & Vahid, Farshid, 1997, "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 5, pages 477-498, Sept.-Oct.
  3. Anderson, Heather M & Vahid, Farshid, 1997, "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 5, pages 503-507, Sept.-Oct.
  4. Brooks, Robert D & Faff, Robert W, 1997, "Financial Deregulation and Relative Risk of Australian Industry," Australian Economic Papers, Wiley Blackwell, volume 36, issue 69, pages 308-320, December.
  5. 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, volume 7, issue 1, pages 73-87, April.
  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, volume 7, issue 3, pages 255-275, October.
  7. 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, volume 21, issue 2, pages 197-219, February.
  8. Robert Brooks & Robert Faff, 1997, "A note on beta forecasting," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 2, pages 77-78, DOI: 10.1080/758526698.
  9. 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, volume 4, issue 9, pages 563-566, DOI: 10.1080/135048597355032.
  10. Robert Brooks & John Lee, 1997, "The stability of ARCH models across Australian financial futures markets," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 4, pages 347-359, DOI: 10.1080/096031097333466.
  11. Griffiths, William E & Chotikapanich, Duangkamon, 1997, "Bayesian Methodology for Imposing Inequality Constraints on a Linear Expenditure System with Demographic Factors," Australian Economic Papers, Wiley Blackwell, volume 36, issue 69, pages 321-341, December.
  12. Chotikapanich, Duangkamon & Valenzuela, Rebecca & Rao, D S Prasada, 1997, "Global and Regional Inequality in the Distribution of Income: Estimation with Limited and Incomplete Data," Empirical Economics, Springer, volume 22, issue 4, pages 533-546.
  13. 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, volume 49, issue 3, pages 493-517, September, DOI: 10.1023/A:1003118812392.
  14. Gary K. Grunwald & Kais Hamza & Rob J. Hyndman, 1997, "Some Properties and Generalizations of Non‐negative Bayesian Time Series Models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 59, issue 3, pages 615-626, DOI: 10.1111/1467-9868.00086.
  15. 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, volume 41, issue 4, pages 1-16, DOI: 10.22004/ag.econ.118058.
  16. Laskar, Mizan R. & King, Maxwell L., 1997, "Modified Wald test for regression disturbances," Economics Letters, Elsevier, volume 56, issue 1, pages 5-11, September.
  17. Rahman, Shahidur & King, Maxwell L., 1997, "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters," Journal of Econometrics, Elsevier, volume 82, issue 1, pages 81-106.
  18. Kulendran, N. & King, Maxwell L., 1997, "Forecasting international quarterly tourist flows using error-correction and time-series models," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 319-327, September.
  19. Maxwell King & Ping Wu, 1997, "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 2, pages 131-156, DOI: 10.1080/07474939708800379.
  20. Saligari, Grant R. & Snyder, Ralph D., 1997, "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, volume 13, issue 4, pages 477-488, December.
  21. Vahid, Farshid & Engle, Robert F., 1997, "Codependent cycles," Journal of Econometrics, Elsevier, volume 80, issue 2, pages 199-221, October.
  22. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997, "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, volume 13, issue 2, pages 161-174, June.
  23. Xueyan Zhao & John D. Mullen & Gary R. Griffith, 1997, "Functional Forms, Exogenous Shifts, and Economic Surplus Changes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 79, issue 4, pages 1243-1251.

1996

  1. 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, volume 35, issue 66, pages 132-140, June.
  2. Kang Hao & Inder, Brett, 1996, "Diagnostic test for structural change in cointegrated regression models," Economics Letters, Elsevier, volume 50, issue 2, pages 179-187, February.
  3. Inder, Brett & Hao, Kang, 1996, "A New Test for Structural Change," Empirical Economics, Springer, volume 21, issue 3, pages 475-482.
  4. Ping, Wu & King, Maxwell L., 1996, "Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors," Economics Letters, Elsevier, volume 52, issue 2, pages 121-127, August.
  5. Goh, Kim-Leng & King, Maxwell L., 1996, "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, volume 53, issue 2, pages 133-138, November.
  6. Baillie, Richard T. & King, Maxwell L., 1996, "Editors' introduction: Fractional differencing and long memory processes," Journal of Econometrics, Elsevier, volume 73, issue 1, pages 1-3, July.
  7. McLaren, Keith R., 1996, "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, volume 53, issue 2, pages 115-121, November.
  8. 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, volume 73, issue 2, pages 377-385, August.
  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, volume 78, issue 2, pages 359-364, May.
  10. Lutkepohl, Helmut & Poskitt, D S, 1996, "Specification of Echelon-Form VARMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 1, pages 69-79, January.
  11. Lütkepohl, Helmut & POSKITT, D.S., 1996, "Testing for Causation Using Infinite Order Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 12, issue 1, pages 61-87, March.
  12. Ralph D. Snyder & Grant R. Saligari, 1996, "Initialization Of The Kalman Filter With Partially Diffuse Initial Conditions," Journal of Time Series Analysis, Wiley Blackwell, volume 17, issue 4, pages 409-424, July, DOI: 10.1111/j.1467-9892.1996.tb00285.x.

1995

  1. Brooks, Robert D & Faff, Robert W, 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, volume 34, issue 65, pages 180-199, December.
  2. Robert Brooks & Paul Michaelides, 1995, "Autocorrelations, returns and Australian financial futures," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 10, pages 323-326, DOI: 10.1080/758518980.
  3. Gao, Jiti & Liang, Hua, 1995, "Asymptotic normality of pseudo-LS estimator for partly linear autoregression models," Statistics & Probability Letters, Elsevier, volume 23, issue 1, pages 27-34, April.
  4. Gao, Jiti, 1995, "The laws of the iterated logarithm of some estimates in partly linear models," Statistics & Probability Letters, Elsevier, volume 25, issue 2, pages 153-162, November.
  5. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995, "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, volume 67, issue 1, pages 173-187, May.
  6. Cooper, Russel J & Madan, Dilip B & McLaren, Keith R, 1995, "Approaches to the Solution of Stochastic Intertemporal Consumption Models," Australian Economic Papers, Wiley Blackwell, volume 34, issue 64, pages 86-103, June.
  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, volume 20, issue 1, pages 149-161.
  8. D. S. Poskitt & M. O. Salau, 1995, "On The Relationship Between Generalized Least Squares And Gaussian Estimation Of Vector Arma Models," Journal of Time Series Analysis, Wiley Blackwell, volume 16, issue 6, pages 617-645, November, DOI: 10.1111/j.1467-9892.1995.tb00259.x.

1994

  1. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1994, "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, volume 2, issue 4, pages 463-479, December.
  2. 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, volume 70, issue 208, pages 26-35, March, DOI: 10.1111/j.1475-4932.1994.tb01822.x.
  3. 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, volume 70, issue 210, pages 292-314, September, DOI: 10.1111/j.1475-4932.1994.tb01849.x.
  4. 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, volume 8, issue 2, pages 187-196, June.
  5. Poskitt, D.S., 1994, "A Note on Autoregressive Modeling," Econometric Theory, Cambridge University Press, volume 10, issue 5, pages 884-899, December.
  6. Poskitt, D. S. & Salau, M. O., 1994, "On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models," Journal of Multivariate Analysis, Elsevier, volume 51, issue 2, pages 294-317, November.
  7. Param Silvapulle & Sisira Jayasuriya, 1994, "Testing For Philippines Rice Market Integration: A Multiple Cointegration Approach," Journal of Agricultural Economics, Wiley Blackwell, volume 45, issue 3, pages 369-380, September, DOI: 10.1111/j.1477-9552.1994.tb00411.x.

1993

  1. Brooks, Robert D., 1993, "Alternative point-optimal tests for regression coefficient stability," Journal of Econometrics, Elsevier, volume 57, issue 1-3, pages 365-376.
  2. Chotikapanich, Duangkamon, 1993, "A comparison of alternative functional forms for the Lorenz curve," Economics Letters, Elsevier, volume 41, issue 2, pages 129-138.
  3. Rob J. Hyndman, 1993, "Yule‐Walker Estimates For Continuous‐Time Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 14, issue 3, pages 281-296, May, DOI: 10.1111/j.1467-9892.1993.tb00145.x.
  4. Inder, Brett, 1993, "Estimating long-run relationships in economics : A comparison of different approaches," Journal of Econometrics, Elsevier, volume 57, issue 1-3, pages 53-68.
  5. Lee, John H H & King, Maxwell L, 1993, "A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 1, pages 17-27, January.
  6. Rahman, Shahidur & King, Maxwell L, 1993, "Testing for ARMA (1, 1) Disturbances in the Linear Regression Model," Australian Economic Papers, Wiley Blackwell, volume 32, issue 61, pages 284-298, December.
  7. Silvapulle, Paramsothy & King, Maxwell L., 1993, "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, volume 58, issue 3, pages 295-314, August.
  8. King, Maxwell L & Shively, Thomas S, 1993, "Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative," The Review of Economics and Statistics, MIT Press, volume 75, issue 1, pages 1-7, February.
  9. Cooper, Russel J & McLaren, Keith R, 1993, "Approaches to the Solution of Intertemporal Consumer Demand Models," Australian Economic Papers, Wiley Blackwell, volume 32, issue 60, pages 20-39, June.
  10. Vahid, F & Engle, Robert F, 1993, "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 8, issue 4, pages 341-360, Oct.-Dec..

1992

  1. Terasvirta, T & Anderson, H M, 1992, "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 119-136, Suppl. De.
  2. Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992, "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, volume 74, issue 1, pages 116-126, February.
  3. Brockwell, P. J. & Hyndman, R. J., 1992, "On continuous-time threshold autoregression," International Journal of Forecasting, Elsevier, volume 8, issue 2, pages 157-173, October.
  4. Russel J. Cooper & Keith R. McLaren, 1992, "An Empirically Oriented Demand System with Improved Regularity Properties," Canadian Journal of Economics, Canadian Economics Association, volume 25, issue 3, pages 652-668, August.
  5. Silvapulle, Paramsothy, 1992, "Testing for AR(p) against IMA(1, q) disturbances in the linear regression model," Economics Letters, Elsevier, volume 40, issue 3, pages 257-261, November.

1991

  1. Brooks, Robert D, 1991, "A Social Loss Approach to Testing the Efficiency of Australian Financial Futures," Australian Economic Papers, Wiley Blackwell, volume 30, issue 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, volume 9, issue 3, pages 329-335, July.
  3. Grose, Simone D. & King, Maxwell L., 1991, "The locally unbiased two-sided Durbin--Watson test," Economics Letters, Elsevier, volume 35, issue 4, pages 401-407, April.
  4. Hillier, Grant H. & King, Maxwell L., 1991, "Editors' introduction: 40 years of diagnostic testing," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 1-4, January.
  5. Dufour, Jean-Marie & King, Maxwell L., 1991, "Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 115-143, January.
  6. King, Maxwell L. & Wu, Ping X., 1991, "Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 145-152, January.
  7. Lütkepohl, Helmut & Poskitt, D.S., 1991, "Estimating Orthogonal Impulse Responses via Vector Autoregressive Models," Econometric Theory, Cambridge University Press, volume 7, issue 4, pages 487-496, December.

1990

  1. 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, volume 31, issue 2, pages 341-354, May.
  2. M. S. Mackisack & D. S. Poskitt, 1990, "Some Properties Of Autoregressive Estimates For Processes With Mixed Spectra," Journal of Time Series Analysis, Wiley Blackwell, volume 11, issue 4, pages 325-337, July, DOI: 10.1111/j.1467-9892.1990.tb00061.x.
  3. Poskitt, D. S., 1990, "Estimation and structure determination of multivariate input output systems," Journal of Multivariate Analysis, Elsevier, volume 33, issue 2, pages 157-182, May.
  4. Harvey, Andrew & Snyder, Ralph D., 1990, "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, volume 6, issue 2, pages 187-198, July.

1989

  1. King, Maxwell L., 1989, "Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present," Journal of Econometrics, Elsevier, volume 41, issue 3, pages 285-301, July.
  2. King, Maxwell L & Edwards, P M, 1989, "Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model," Empirical Economics, Springer, volume 14, issue 2, pages 113-121.
  3. Snyder, Ralph D, 1989, "A Review of the Forecasting Package Stamp," Journal of Economic Surveys, Wiley Blackwell, volume 3, issue 4, pages 345-351.
  4. Dunsmuir, W. T. M. & Snyder, R. N., 1989, "Control of inventories with intermittent demand," European Journal of Operational Research, Elsevier, volume 40, issue 1, pages 16-21, May.

1988

  1. King, Maxwell L. & Evans, Merran A., 1988, "Locally Optimal Properties of the Durbin-Watson Test," Econometric Theory, Cambridge University Press, volume 4, issue 3, pages 509-516, December.
  2. Evans, Merran A. & King, Maxwell L., 1988, "A further class of tests for heteroscedasticity," Journal of Econometrics, Elsevier, volume 37, issue 2, pages 265-276, February.

1987

  1. Maxwell L. King & Michael McAleer, 1987, "Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 4, pages 649-663.
  2. King, Maxwell L, 1987, "An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]," The Review of Economics and Statistics, MIT Press, volume 69, issue 2, pages 379-381, May.

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, volume 2, issue 3, pages 413-428, December.
  2. King, Maxwell L. & Smith, Murray D., 1986, "Joint one-sided tests of linear regression coefficients," Journal of Econometrics, Elsevier, volume 32, issue 3, pages 367-383, August.
  3. McLaren, Keith R & Upcher, Mark R, 1986, "Testing Further Restrictions on Portfolio Models," Australian Economic Papers, Wiley Blackwell, volume 25, issue 47, pages 193-205, December.
  4. 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, volume 94, issue 3, pages 667-682, June, DOI: 10.1086/261395.
  5. D. S. Poskitt & A. R. Tremayne, 1986, "Some Aspects Of The Performance Of Diagnostic Checks In Bivariate Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 7, issue 3, pages 217-233, May, DOI: 10.1111/j.1467-9892.1986.tb00505.x.
  6. Poskitt, D. S. & Tremayne, A. R., 1986, "The selection and use of linear and bilinear time series models," International Journal of Forecasting, Elsevier, volume 2, issue 1, pages 101-114.

1985

  1. King, Maxwell L., 1985, "A Point Optimal Test for Moving Average Regression Disturbances," Econometric Theory, Cambridge University Press, volume 1, issue 2, pages 211-222, August.
  2. King, Maxwell L. & Evans, Merran A., 1985, "The Durbin-Watson test and cross-sectional data," Economics Letters, Elsevier, volume 18, issue 1, pages 31-34.
  3. King, Maxwell L., 1985, "A point optimal test for autoregressive disturbances," Journal of Econometrics, Elsevier, volume 27, issue 1, pages 21-37, January.
  4. Evans, Merran A. & King, Maxwell L., 1985, "A point optimal test for heteroscedastic disturbances," Journal of Econometrics, Elsevier, volume 27, issue 2, pages 163-178, February.

1984

  1. Inder, B. A., 1984, "Finite-sample power of tests for autocorrelation in models containing lagged dependent variables," Economics Letters, Elsevier, volume 14, issue 2-3, pages 179-185.
  2. King, Maxwell L. & Evans, Merran A., 1984, "A joint test for serial correlation and heteroscedasticity," Economics Letters, Elsevier, volume 16, issue 3-4, pages 297-302.
  3. King, Maxwell L., 1984, "A new test for fourth-order autoregressive disturbances," Journal of Econometrics, Elsevier, volume 24, issue 3, pages 269-277, March.
  4. King, M.L. & Giles, D.E.A., 1984, "Autocorrelation pre-testing in the linear model: Estimation, testing and prediction," Journal of Econometrics, Elsevier, volume 25, issue 1-2, pages 35-48.
  5. Snyder, R. D., 1984, "Inventory control with the gamma probability distribution," European Journal of Operational Research, Elsevier, volume 17, issue 3, pages 373-381, September.

1983

  1. King, Maxwell L., 1983, "Testing for autoregressive against moving average errors in the linear regression model," Journal of Econometrics, Elsevier, volume 21, issue 1, pages 35-51, January.
  2. King, Maxwell L., 1983, "The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data," Journal of Econometrics, Elsevier, volume 21, issue 3, pages 357-366, April.
  3. RUSSEL J. COOPER & KEITH R. McLAREN, 1983, "The Orani‐Macro Interface: An Illustrative Exposition," The Economic Record, The Economic Society of Australia, volume 59, issue 2, pages 166-179, June, DOI: 10.1111/j.1475-4932.1983.tb00591.x.
  4. 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, volume 65, issue 2, pages 282-288, May.

1982

  1. King, Maxwell L, 1982, "Testing for a Serially Correlated Component in Regression Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 23, issue 3, pages 577-582, October.
  2. 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, volume 26, issue 01, pages 1-13, April, DOI: 10.22004/ag.econ.23050.
  3. McLaren, Keith, 1982, "Estimation of Translog Demand Systems," Australian Economic Papers, Wiley Blackwell, volume 21, issue 39, pages 392-406, December.
  4. Snyder, R. D., 1982, "Robust time series analysis," European Journal of Operational Research, Elsevier, volume 9, issue 2, pages 168-172, February.

1981

  1. King, M L, 1981, "The Durbin-Watson Bounds Test and Regressions without an Intercept," Australian Economic Papers, Wiley Blackwell, volume 20, issue 36, pages 161-170, June.
  2. King, Maxwell L, 1981, "A Note on Szroeter's Bounds Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 43, issue 3, pages 315-321, August.
  3. King, Maxwell L, 1981, "The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables," Econometrica, Econometric Society, volume 49, issue 6, pages 1571-1581, November.
  4. King, M. L., 1981, "The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic," Journal of Econometrics, Elsevier, volume 17, issue 1, pages 51-66, September.
  5. RUSSEL J. COOPER & KEITH R. McLAREN, 1981, "Specification and Estimation of ELES," The Economic Record, The Economic Society of Australia, volume 57, issue 1, pages 74-79, March, DOI: 10.1111/j.1475-4932.1981.tb01702.x.
  6. D. S. Poskitt & A. R. Tremayne, 1981, "A Time Series Application Of The Use Of Monte Carlo Methods To Compare Statistical Tests," Journal of Time Series Analysis, Wiley Blackwell, volume 2, issue 4, pages 263-277, July, DOI: 10.1111/j.1467-9892.1981.tb00325.x.

1980

  1. Cooper, Russel J & McLaren, Keith, 1980, "Inflationary Expectations in Intertemporal Consumer Demand Systems," Australian Economic Papers, Wiley Blackwell, volume 19, issue 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, volume 48, issue 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, volume 21, issue 3, pages 599-609, October.

1979

  1. McLaren, Keith R, 1979, "A Dynamic Model of a Joint Firm-Household," Australian Economic Papers, Wiley Blackwell, volume 18, issue 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, volume 20, issue 1, pages 183-191, February.

1978

  1. King, M L & Giles, D E A, 1978, "A Comparison of Some Tests for Fourth-Order Autocorrelation," Australian Economic Papers, Wiley Blackwell, volume 17, issue 31, pages 323-333, December.
  2. Giles, D. E. A. & King, M. L., 1978, "Fourth-order autocorrelation : Further significance points for the Wallis test," Journal of Econometrics, Elsevier, volume 8, issue 2, pages 255-259, October.
  3. McLaren, Keith R, 1978, "On the Derivation of a Determinate Investment Equation," Australian Economic Papers, Wiley Blackwell, volume 17, issue 30, pages 177-184, June.
  4. Poskitt, D S, 1978, "Approximating the Exact Finite Sample Distribution of a Spectral Estimator," Econometrica, Econometric Society, volume 46, issue 1, pages 21-32, January.

1977

  1. King, M L & Giles, D E A, 1977, "A Note on Wallis' Bounds Test and Negative Autocorrelation," Econometrica, Econometric Society, volume 45, issue 4, pages 1023-1026, May.

1975

  1. Ralph D. Snyder, 1975, "Technical Note—A Dynamic Programming Formulation for Continuous Time Stock Control Systems," Operations Research, INFORMS, volume 23, issue 2, pages 383-386, April, DOI: 10.1287/opre.23.2.383.

1974

  1. Ralph D. Snyder, 1974, "Computation of (S, s) Ordering Policy Parameters," Management Science, INFORMS, volume 21, issue 2, pages 223-229, October, DOI: 10.1287/mnsc.21.2.223.

1971

  1. Ralph D. Snyder, 1971, "A Note on the Location of Depots," Management Science, INFORMS, volume 18, issue 1, pages 97-97, September, DOI: 10.1287/mnsc.18.1.97.

Books

2025

  1. Chaohua Dong & Jiti Gao, 2025, "Modern Series Methods in Econometrics and Statistics," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-981-96-2822-3, ISBN: ARRAY(0x7de957c8), July-Dece, DOI: 10.1007/978-981-96-2822-3.

2024

  1. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Nonlinear Trending Time Series:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13844, ISBN: ARRAY(0x7827d588).

2009

  1. Clements,Kenneth W. & Zhao,Xueyan, 2009, "Economics and Marijuana," Cambridge Books, Cambridge University Press, number 9780521884952.

Chapters

2024

  1. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Trending Time Series Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  2. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  3. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Time Series Regressions with Weak Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  4. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Time Series Regressions with Strong Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  5. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Testing for Common Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "NONLINEAR TRENDING TIME SERIES Theory and Practice".
  6. Li Chen & Jiti Gao & Farshid Vahid, 2024, "Applications in Climate Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "NONLINEAR TRENDING TIME SERIES Theory and Practice".

2023

  1. Ying Zhou & Hsein Kew & Jiti Gao, 2023, "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A012.

2022

  1. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Xuan Do, 2022, "Jump Connectedness in the European Foreign Exchange Market," Contributions to Economics, Springer, in: M. Kenan Terzioğlu, "Advances in Econometrics, Operational Research, Data Science and Actuarial Studies", DOI: 10.1007/978-3-030-85254-2_3.

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, Springer, in: Joe Zhu & Vincent Charles, "Data-Enabled Analytics", DOI: 10.1007/978-3-030-75162-3_10.

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, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041006.

2019

  1. Xueyan Zhao & Kym Anderson & Glyn Wittwer, 2019, "Who Gains from Australian Generic Wine Promotion and R&D?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Kym Anderson, "The International Economics of Wine".

2017

  1. Otávio Bartalotti & Quentin Brummet, 2017, "Regression Discontinuity Designs with Clustered Data," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038017.
  2. Otávio Bartalotti & Gray Calhoun & Yang He, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038018.
  3. Roy, Devesh & Joshi, Pramod Kumar & Chandra, Raj, 2017, "Introduction [In Pulses for nutrition in India: Changing patterns from farm to fork]," IFPRI book chapters, International Food Policy Research Institute (IFPRI), chapter 6, in: Chandra, Raj; Joshi, Pramod Kumar; Roy, Devesh, "Pulses for nutrition in India: Changing patterns from farm to fork".

2016

  1. Yang Wang & Nora Lustig & Otavio Bartalotti, 2016, "Decomposing Changes in Male Wage Distribution in Brazil," Research in Labor Economics, Emerald Group Publishing Limited, "Income Inequality Around the World", DOI: 10.1108/S0147-912120160000044009.
  2. 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, Springer, chapter 0, in: Joe Zhu, "Data Envelopment Analysis", DOI: 10.1007/978-1-4899-7684-0_7.
  3. Ingrida Steponavičė & Mojdeh Shirazi-Manesh & Rob J. Hyndman & Kate Smith-Miles & Laura Villanova, 2016, "On Sampling Methods for Costly Multi-Objective Black-Box Optimization," Springer Optimization and Its Applications, Springer, in: Panos M. Pardalos & Anatoly Zhigljavsky & Julius Žilinskas, "Advances in Stochastic and Deterministic Global Optimization", DOI: 10.1007/978-3-319-29975-4_15.

2015

  1. Emawtee Bissoondoyal-Bheenick & Robert Brooks, 2015, "Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models," Palgrave Macmillan Books, Palgrave Macmillan, chapter 13, in: Nigel Finch, "Emerging Markets and Sovereign Risk", DOI: 10.1057/9781137450661_13.

2014

  1. Jiti Gao & Maxwell King, 2014, "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033006.

2011

  1. Ross Booth & Robert Brooks, 2011, "Violence in the Australian Football League: Good or Bad?," Sports Economics, Management, and Policy, Springer, chapter 0, in: R. Todd Jewell, "Violence and Aggression in Sporting Contests", DOI: 10.1007/978-1-4419-6630-8_9.
  2. Javed Iqbal & Robert D. Brooks & Don U. A. Galagedera, 2011, "Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_6.

2010

  1. Heather M Anderson, 2010, "Discussion of Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Renée Fry & Callum Jones & Christopher Kent, "Inflation in an Era of Relative Price Shocks".

2007

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

2006

  1. Heather M. Anderson & Chin Nam Low, 2006, "Random Walk Smooth Transition Autoregressive Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76010-7.

1993

  1. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993, "Modeling Nonlinearity over the Business Cycle," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".

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