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Publications

by alumni of

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

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles | Books | Chapters | Software components |

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. Fu Ouyang & Thomas T. Yang & Wenying Yao, 2026, "Uncovering Sparse Financial Networks with Information Criteria," Papers, arXiv.org, number 2601.03598, Jan, revised Jan 2026.

2025

  1. Mehwish Ghulam Ali & Ashton De Silva & Sarah Sinclair & Ankita Mishra, 2025, "Son preference and multidimensional well-being," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2025-49.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Gillman, Max & Csabafi, Tamás Z. & Benk, Szilárd & Mátyás, László & Smith, Mitchell P. & Harris, Mark N., 2025, "Revisiting Neoclassical Growth Theory: A Primary Role for Inflation and Capacity Utilization," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2025/03, Oct.
  8. Huntington-Klein, Nick & Pörtner, Claus C. & Acharya, Yubraj & Adamkovic, Matus & Adema, Joop & Agasa, Lameck Ondieki & Ahmad, Imtiaz & Akbulut-Yuksel, Mevlude & Andresen, Martin Eckhoff & Angenendt, , 2025, "The Sources of Researcher Variation in Economics," HEC Research Papers Series, HEC Paris, number 1551, Feb, DOI: 10.2139/ssrn.5152665.
  9. Broadway, Barbara & Kalb, Guyonne, 2025, "The Effect of Separation on Poverty and Employment," IZA Discussion Papers, IZA Network @ LISER, number 18343, Dec.

2024

  1. Cameron, Lisa & Suarez, Diana Contreras & Setyonaluri, Diahhadi, 2024, "Leveraging Women’s Views to Influence Gender Norms around Women Working : Evidence from an Online Intervention in Indonesia," Policy Research Working Paper Series, The World Bank, number 10681, Jan.
  2. 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.
  3. 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.
  4. 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.
  5. Moskos, Megan & Isherwood, Linda & Dockery, Michael & Habibis, Daphne & Grealy, Liam & Benedict, Richard & Harris, Mark & Singh, Ranjodh & Lea, Tess, 2024, "Indigenous mobility and its impact on remote infrastructural needs: an exploratory study," SocArXiv, Center for Open Science, number 6u78f, Jul, DOI: 10.31235/osf.io/6u78f.
  6. Guyonne Kalb & Jordy Meekes, 2024, "Nursing before and after COVID-19: outflows, inflows and self-employment," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2024n01, Jan.
  7. Kalb, Guyonne & Meekes, Jordy, 2024, "Nursing before and after COVID-19: Outflows, Inflows and Self-Employment," IZA Discussion Papers, IZA Network @ LISER, number 16772, Jan.
  8. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024, "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2397, May.
  9. Shah, Chandra & Watt, Helen M. G. & Richardson, Paul W., 2024, "Out-of-field teaching in mathematics at Year 10 in New South Wales: evidence from PISA 2015," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1513.
  10. Shah, Chandra & Watt, Helen M. G. & Richardson, Paul W., 2024, "Out-of-field teaching and instructional practices in Years 7-10 mathematics classes in Australia: evidence from TALIS 2018," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1520.
  11. Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu, 2024, "A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2024, Jul.

2023

  1. Lisa Cameron & Diana Contreras Suarez & Yi-Ping Tseng, 2023, "Women’s transitions in the labour market as a result of childbearing: the challenges of formal sector employment in Indonesia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2023n06, May.
  2. Cameron, Lisa A. & Contreras Suarez, Diana & Tseng, Yi-Ping, 2023, "Women's Transitions in the Labour Market as a Result of Childbearing: The Challenges of Formal Sector Employment in Indonesia," IZA Discussion Papers, IZA Network @ LISER, number 16136, May.
  3. 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.
  4. Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
  5. 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.
  6. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023, "Smoothing the Nonsmoothness," Papers, arXiv.org, number 2309.16348, Sep.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Dwumfour, Richard Adjei & Pan, Lei & Harris, Mark N., 2023, "FDI and development redux: Is R&D a substitute for FDIs?," MPRA Paper, University Library of Munich, Germany, number 116117, Jan.
  13. Sarah Brown & Daniel Gray & William Greene & Mark N. Harris & Karl Taylor, 2023, "Arbitrary Inflation in Fractional Models," Working Papers, The University of Sheffield, Department of Economics, number 2023006, Feb.
  14. Degui Li & Runze Li & Han Lin Shang, 2023, "Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series," Papers, arXiv.org, number 2304.07003, Apr.
  15. Lars Winkelmann & Wenying Yao, 2023, "Tests for Jumps in Yield Spreads," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0024, Sep, DOI: 10.48462/opus4-5073.

2022

  1. Mehwish Ghulam Ali & Ashton De Silva & Sarah Sinclair & Ankita Mishra, 2022, "Gender preference at birth: A new measure for son preference based on stated preferences and observed measures of parents' fertility decisions," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2022-88.
  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. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Dockery, Michael & Moskos, Megan & Isherwood, Linda & Harris, Mark, 2022, "How many in a crowd? Assessing overcrowding measures in Australian housing," SocArXiv, Center for Open Science, number 63nxy, Jul, DOI: 10.31235/osf.io/63nxy.
  13. Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022, "Modelling the composition of household portfolios: A latent class approach," Working Papers, The University of Sheffield, Department of Economics, number 2022019, Nov.
  14. Nicolas Hérault & Guyonne Kalb, 2022, "Understanding the rising trend in female labour force participation
    [Théorie des émotions et analyse économique : une revue]    ," Post-Print, HAL, number hal-05455561, Dec, DOI: 10.1111/1475-5890.12313.
  15. Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022, "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers, Reserve Bank of Australia, number acp2022-07, Jun, revised Dec 2022.

2021

  1. Lisa Cameron & Claire Chase & Diana Contreras Suarez, 2021, "Relationship between Water and Sanitation and Maternal Health: Evidence from Indonesia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n14, Jul.
  2. Yanotti, Maria B. & Banks, Marcus & de Silva, Ashton & Anantharama, Nandini & Peter Whiteford, & Bowman, Dina & Csereklyei, Zsuzsanna, 2021, "The utility of new data in understanding housing insecurity," SocArXiv, Center for Open Science, number qb4d2, Mar, DOI: 10.31235/osf.io/qb4d2.
  3. Guohua Feng & Jiti Gao & Bin Peng, 2021, "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Papers, arXiv.org, number 2111.00449, Oct.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021, "Portfolio Allocation and Borrowing Constraints," Working Papers, The University of Sheffield, Department of Economics, number 2021009, Dec.
  11. Guyonne Kalb & Ha Vu, 2021, "Teenage mothers' health across different life stages," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n01, Jan.
  12. Kalb, Guyonne & Vu, Ha, 2021, "Teenage Mother's Health across Different Life Stages," IZA Discussion Papers, IZA Network @ LISER, number 14046, Jan.
  13. Han Lin Shang & Fearghal Kearney, 2021, "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," Papers, arXiv.org, number 2107.14026, Jul.
  14. 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. 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.
  2. 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.
  3. 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.
  4. Victoria Baranov & Lisa Cameron & Diana Contreras Suarez & Claire Thibout, 2020, "Theoretical Underpinnings and Meta-analysis of the Effects of Cash Transfers on Intimate Partner Violence in Low- and Middle-Income Countries," Post-Print, HAL, number hal-04568704, May, DOI: 10.1080/00220388.2020.1762859.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Mark Harris & Hervé Le Bihan & Patrick Sevestre, 2020, "Identifying Price Reviews by Firms: An Econometric Approach," Post-Print, HAL, number hal-02417497, Mar, DOI: 10.1111/jmcb.12675.
  15. Brown, Sarah & Harris, Mark N. & Spencer, Christopher & Taylor, Karl, 2020, "Financial Expectations and Household Consumption: Does Middle Inflation Matter?," IZA Discussion Papers, IZA Network @ LISER, number 13023, Mar.
  16. Nicolas Hérault Research, The University of Melbourne; Life Course Centre & Guyonne Kalb, 2020, "Understanding the rising trend in female labour force participation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n07, May.
  17. Guyonne Kalb & Jordy Meekes, 2020, "Wage Growth Distribution and Changes over Time: 2001-2018," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n08, May.
  18. Wolter H. J. Hassink & Guyonne Kalb & Jordy Meekes, 2020, "The Dutch labour market early on in the COVID-19 outbreak: Regional coronavirus hotspots and the national lockdown," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n17, Sep.
  19. Ambra Poggi & Guyonne Kalb, 2020, "From Parent to Child? The Long-Lasting Effects of Social Support," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n20, Oct.
  20. Jordy Meekes & Wolter H. J. Hassink & Guyonne Kalb, 2020, "Essential work and emergency childcare: Identifying gender differences in COVID-19 effects on labour demand and supply," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n24, Nov.
  21. Kalb, Guyonne & Meekes, Jordy, 2020, "Wage Growth Distribution and Changes over Time: 2001-2018," IZA Discussion Papers, IZA Network @ LISER, number 13327, Jun.
  22. Hassink, Wolter & Kalb, Guyonne & Meekes, Jordy, 2020, "The Dutch Labour Market Early on in the COVID-19 Outbreak: Regional Coronavirus Hotspots and the National Lockdown," IZA Discussion Papers, IZA Network @ LISER, number 13673, Sep.
  23. Meekes, Jordy & Hassink, Wolter & Kalb, Guyonne, 2020, "Essential Work and Emergency Childcare: Identifying Gender Differences in COVID-19 Effects on Labour Demand and Supply," IZA Discussion Papers, IZA Network @ LISER, number 13843, Nov.
  24. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020, "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n04, Apr.
  25. Chan, Marc K. & Polidano, Cain & Vu, Ha & Wilkins, Roger & Carter, Andrew & To, Hang, 2020, "How Effective are Matching Schemes in Enticing Low-income Earners to Save More for Retirement? Evidence from a National Scheme," IZA Discussion Papers, IZA Network @ LISER, number 13939, Dec.
  26. Marc Chan & Cain Polidano & Ha Vu & Roger Wilkins & Andrew Carter & Hang To, 2020, "How effective are Matching Schemes in enticing low-income earners to save more for retirement? Evidence from a national scheme," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n27, Dec.
  27. Shah, Chandra & Richardson, Paul & Watt, Helen, 2020, "Teaching ‘out of field’ in STEM subjects in Australia: Evidence from PISA 2015," GLO Discussion Paper Series, Global Labor Organization (GLO), number 511.
  28. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  29. 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.
  30. Joshua C.C. Chan & Rodney W. Strachan, 2020, "Bayesian State Space Models in Macroeconometrics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-90, Oct.
  31. Gomis-Porqueras, Pedro & Rafiq, Shuddhasattwa & Yao, Wenying, 2020, "The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 102781, Aug.
  32. Winkelmann, Lars & Yao, Wenying, 2020, "Cojump anchoring," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/17, DOI: 10.17169/refubium-28418.

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. 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.
  5. Guohua Feng & Jiti Gao & Bin Peng, 2019, "An Integrated Panel Data Approach to Modelling Economic Growth," Papers, arXiv.org, number 1903.07948, Mar.
  6. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019, "Estimation of Cross-Sectional Dependence in Large Panels," Papers, arXiv.org, number 1904.06843, Apr.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Alzuabi, Raslan & Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2019, "Household Saving, Health, and Healthcare Utilisation in Japan," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2018-17, Feb.
  17. Harris, Mark & Novarese, Marco & Wilson, Chris, 2019, "Being in the Right Place: A Natural Field Experiment on the Causes of Position Effects in Individual Choice," MPRA Paper, University Library of Munich, Germany, number 94072, Apr.
  18. Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019, "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 19/18, Aug.
  19. Ambra Poggi & Guyonne Kalb, 2019, "From parent to child? The long-lasting effects of social support," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 170.
  20. Guyonne Kalb & Jordy Meekes, 2019, "Wage Growth Distribution and Decline among Individuals: 2001-2017," RBA Annual Conference Papers, Reserve Bank of Australia, number acp2019-03, Apr, revised Jul 2019.
  21. Duran, Orencio & Johnston, Robert J. & Kirwan, Matthew L. & Leroux, Anke D. & Martin, Vance L., 2019, "Coastal Dynamics and Adaptation to Uncertain Sea Level Rise: Optimal Portfolios for Salt Marsh Migration," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia, Australian Agricultural and Resource Economics Society (AARES), number 285075, Feb, DOI: 10.22004/ag.econ.285075.
  22. 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.
  23. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019, "Implied volatility surface predictability: the case of commodity markets," Papers, arXiv.org, number 1909.11009, Sep.
  24. 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.

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. Lisa Cameron & Diana Contreras Suárez, 2018, "Female Labour Force Participation in Indonesia: Why Has It Stalled," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n11, Oct.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Brown, Sarah & Harris, Mark N. & Srivastava, Preety & Taylor, Karl, 2018, "Mental Health and Reporting Bias: Analysis of the GHQ-12," IZA Discussion Papers, IZA Network @ LISER, number 11771, Aug.
  19. Alan Duncan & Mark N Harris & Astghik Mavisakalyan & Toan Nguyen, 2018, "Where do immigrants settle? Assessing the role of immigration policies," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1802, Apr.
  20. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018, "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-05, Jan.
  21. Ms. Nan Li & Mr. Vance Martin, 2018, "Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession," IMF Working Papers, International Monetary Fund, number 2018/100, May.
  22. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-49, Oct.
  23. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co- Heteroscedasticity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-52, Oct.

2017

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017, "Joint Tests of Contagion with Applications to Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-23, Mar.
  15. Cain Polidano & Justin van de Ven & Sarah Voitchovsky, 2017, "The Power of Self-Interest: Effects of Education and Training Entitlements in Later-Life," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2017n12, May.
  16. John Haisken-DeNew & Cain Polidano & Chris Ryan, 2017, "Eary Academic Outcomes of Funded Children with Disability," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2017n29, Oct.
  17. Justin van de Ven & Cain Polidano & Sarah Voitchovsky, 2017, "The power of self-interest: Effects of subsidies for adult education and training," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 480, Aug.

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. Contreras Suarez, Diana & Cameron, Lisa A., 2016, "Conditional Cash Transfers: Do They Change Time Preferences and Educational Aspirations?," IZA Discussion Papers, IZA Network @ LISER, number 10309, Oct.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," IZA Discussion Papers, IZA Network @ LISER, number 10408, Dec.
  13. William Greene & Mark N. Harris & Bruce Hollingsworth & Rachel Knott & Nigel Rice, 2016, "Reporting heterogeneity effects in modelling self reports of health," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 16-12.
  14. 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.
  15. 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.
  16. Barbara Broadway & Guyonne Kalb & Duncan McVicar & Bill Martin, 2016, "The Impact of Paid Parental Leave on Labour Supply and Employment Outcomes," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n09, Mar.
  17. Barbara Broadway & Guyonne Kalb & Jinhu Li & Anthony Scott, 2016, "Do Financial Incentives Influence GPs’ Decisions to Do After-Hours Work? A Discrete Choice Labour Supply Model," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n12, Mar.
  18. Francisco Azpitarte & Abraham Chigavazira & Guyonne Kalb & Brad M. Farrant & Francisco Perales & Stephen R. Zubrick, 2016, "Childcare Use and Its Role in Indigenous Child Development: Evidence from the Longitudinal Study of Indigenous Children in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n36, Dec.
  19. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
  20. Polidano, Cain & Tabasso, Domenico, 2016, "Fully Integrating Upper-Secondary Vocational and Academic Courses: A Flexible New Way?," IZA Discussion Papers, IZA Network @ LISER, number 9694, Jan.
  21. Umut Oguzoglu & Cain Polidano & Ha Vu, 2016, "Impacts from Delaying Access to Retirement Benefits on Welfare Receipt and Expenditure: Evidence from a Natural Experiment," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n20, Jul.
  22. Nikhil Jha & Cain Polidano, 2016, "Vocational Education and Training: A Pathway to the Straight and Narrow," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n21, Jul.
  23. Cain Polidano & Chris Ryan, 2016, "What Happens to Students with Low Reading Proficiency at 15? Evidence from Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n33, Oct.
  24. Cain Polidano & Chris Ryan, 2016, "Long-Term Outcomes from Australian Vocational Education," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n35, Nov.
  25. 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.
  26. Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.
  27. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016, "Changing dynamics at the zero lower bound," Working Papers, Swiss National Bank, number 2016-16.

2015

  1. 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.
  2. 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.
  3. de Silva, Ashton J & Boymal, Jonathan & Potts, Jason & Thomas, Stuart, 2015, "Does innovation in residential mortgage products explain rising house prices? No," MPRA Paper, University Library of Munich, Germany, number 62548, Jan.
  4. de Silva, Ashton J & Boymal, Jonthan & Potts, Jason & Thomas, Stuart, 2015, "The Residential Mortgage (De)regulation–Innovation nexus," MPRA Paper, University Library of Munich, Germany, number 62549, Jan.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Sarah Brown & Mark N Harris & Jake Prendergast & Preety Srivastava, 2015, "Pharmaceutical Drug Misuse, Industry of Employment and Occupation," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1501, Jan.
  16. Mark N. Harris & Rachel Knott & Paula Lorgelly & Nigel Rice, 2015, "Survey self-asessments, reporting behaviour and the use of externally collected vignettes," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1508, Nov.
  17. Brenda Gannon & David Harris & Mark. N. Harris & Leandro M. Magnusson & Bruce Hollingsworth & Brett lnder & Pushkar Maitra & Luke Munford, 2015, "New Approaches To Estimating The Child Health-Parental Income Relationship," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 15-31.
  18. Barbara Broadway & Guyonne Kalb, 2015, "The Effect of Paid Parental Leave on Child Health in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n09, Apr.
  19. Guyonne Kalb & Daniel Kuehnle & Anthony Scott & Terence Chai Cheng & Sung-Hee Jeon, 2015, "What Factors Affect Doctors’ Hours Decisions: Comparing Structural Discrete Choice and Reduced-Form Approaches," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n10, Apr.
  20. 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.
  21. Duncan McVicar & Cain Polidano, 2015, "If You Get What You Want, Do You Get What You Need? Course Choice and Achievement Effects of a Vocational Education and Training Voucher Scheme," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n06, Feb.
  22. 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.
  23. Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015, "High frequency characterization of Indian banking stocks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-04, Feb.
  24. Yao, Wenying & Tian, Jing, 2015, "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-05.
  25. Hillberry,Russell Henry & Zhang,Xiaohui & Hillberry,Russell Henry & Zhang,Xiaohui, 2015, "Policy and performance in customs : evaluating the trade facilitation agreement," Policy Research Working Paper Series, The World Bank, number 7211, Mar.

2014

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Brown, Sarah & Greene, William H. & Harris, Mark N., 2014, "A New Formulation for Latent Class Models," IZA Discussion Papers, IZA Network @ LISER, number 8283, Jun.
  17. William Greene & Mark N Harris & Christopher Spencer, 2014, "Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_01, Jan, revised Jan 2014.
  18. Sarah Brown & Alan S Duncan & Mark N Harris & Jennifer Roberts & Karl Taylor, 2014, "A Zero Inflated Regression Model for Grouped Data," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1401, Jan.
  19. Sarah Brown & Robert Durand & Mark N Harris & Timothy Weterings, 2014, "Modelling financial satisfaction across life stages: a latent class approach," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1403, May.
  20. Felix Chan & Mark N. Harris & William Greene & László Kónya, 2014, "Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 14-08.
  21. William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2014, "Inflated Responses in Measures of Self-Assessed Health," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 14-12.
  22. Guyonne Kalb & Trinh Le & Felix Leung, 2014, "Outcomes for Teenage Mothers in the First Years after Birth," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n06, Mar.
  23. 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.
  24. Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/14.
  25. 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.
  26. 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.
  27. Leroux, Anke D & Martin, Vance, 2014, "Optimal Portfolio Management of Urban Water," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia, Australian Agricultural and Resource Economics Society, number 165857, DOI: 10.22004/ag.econ.165857.
  28. Anke D Leroux & Vance L Martin, 2014, "Hedging Supply Risks: An Optimal Urban Water Portfolio," Monash Economics Working Papers, Monash University, Department of Economics, number 05-14, Apr.
  29. Vance Martin & Nan Li, 2014, "Sectoral Contagion: A Dynamic Factor Analysis of the Great Recession," 2014 Meeting Papers, Society for Economic Dynamics, number 1087.
  30. 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.
  31. 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.
  32. 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.
  33. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014, ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 176, Dec.
  34. Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-21, Feb.
  35. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-23, Mar.
  36. Joshua C.C. Chan & Rodney Strachan, 2014, "The Zero Lower Bound: Implications for Modelling the Interest Rate," Working Paper series, Rimini Centre for Economic Analysis, number 42_14, Dec.
  37. 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.
  38. 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.
  39. KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014, "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 347, Mar.
  40. 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.
  41. 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.

2013

  1. 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.
  2. 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.
  3. 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.
  4. Diana Contreras & Pushkar Maitra, 2013, "Health Spillover Effects of a Conditional Cash Transfer Program," Monash Economics Working Papers, Monash University, Department of Economics, number 44-13, Jul.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Greene, William H. & Gillman, Max & Harris, Mark N. & Spencer, Christopher, 2013, "The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2013-04, Sep.
  20. Sarah Brown & Mark N Harris & Preety Srivastava, 2013, "Modelling Illegal Drug Participation in Australia," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1303, Jul.
  21. 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.
  22. Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli, 2013, "The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1307, Jul.
  23. 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.
  24. van Ours, Jan C. & Kalb, Guyonne, 2013, "Reading to young children: a head-start in life?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9485, May.
  25. Terence Chai Cheng & Guyonne Kalb & Anthony Scott, 2013, "Public, Private or Both? Analysing Factors Influencing the Labour Supply of Medical Specialists," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n40, Nov.
  26. 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.
  27. Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013, "Financial Contagion and Asset Pricing," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-61, Sep.
  28. Nilhil Jha & Cain Polidano, 2013, "Long-Run Effects of Catholic Schooling on Wages," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n39, Nov.
  29. Polidano, Cain & Tabasso, Domenico, 2013, "Making It Real: The Benefits of Workplace Learning in Upper-Secondary VET Courses," IZA Discussion Papers, IZA Network @ LISER, number 7633, Sep.
  30. 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.
  31. 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.
  32. Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2013, "Invariant Inference and Efficient Computation in the Static Factor Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-32, Jun.
  33. 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.

2012

  1. 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.
  2. Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton J, 2012, "Is the fertility response to the Australian baby bonus heterogeneous across maternal age? Evidence from Victoria," MPRA Paper, University Library of Munich, Germany, number 42725, Nov.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012, "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/12, May.
  14. Sarah Brown & Mark N. Harris & Jennifer Roberts & Karl Taylor, 2012, "Modelling Primary Health Care Use: A Panel Zero Inflated Interval Regression Approach," Working Papers, The University of Sheffield, Department of Economics, number 2012026.
  15. 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.
  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. Barbara Hanel & Guyonne Kalb & Anthony Scott, 2012, "Nurses' Labour Supply Elasticities: The Importance of Accounting for Extensive Margins," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2012n09, May.
  21. Anthony Scott & Julia Lane & John Humphreys & Catherine Joyce & Guyonne Kalb & Sung-Hee Jeon & Matthew McGrail, 2012, "Getting Doctors into the Bush: General Practitioners' Preferences for Rural Location," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2012n13, Jul.
  22. Guyonne Kalb & Trinh Le & Boyd Hunter & Felix Leung, 2012, "Decomposing Differences in Labour Force Status between Indigenous and Non-Indigenous Australians," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2012n20, Aug.
  23. 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.
  24. 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.
  25. Polidano, Cain & Tabasso, Domenico & Tseng, Yi-Ping, 2012, "A Second Chance at Education for Early School Leavers," IZA Discussion Papers, IZA Network @ LISER, number 6769, Jul.
  26. Cain Polidano & Ha Vu, 2012, "Labour market impacts from disability onset," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-583, Sep.
  27. Cain Polidano & Barbara Hanel & Hielke Buddelmeyer, 2012, "Explaining the SES School Completion Gap," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2012n16, Aug.
  28. Sarah Brown & Preety Srivastava & Karl Taylor, 2012, "Preach What You Practice? Donating Behaviour of Parents and Their Offspring," Working Papers, The University of Sheffield, Department of Economics, number 2012018.
  29. Han Lin Shang, 2012, "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/12, Apr.
  30. Rodney W. Strachan & Herman K. van Dijk, 2012, "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-03, Feb.
  31. Joshua Chan & Rodney Strachan, 2012, "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-13, Mar.
  32. Rodney Strachan & Herman K. van Dijk, 2012, "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-025/4, Mar.
  33. 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.
  34. 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. 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.
  2. Fadillah Mansor Author_Email: fadillah@um.edu.my; fmansor@students.latrobe.edu.au & Associate Prof. Dr M. Ishaq Bhatti, 2011, "Islamic Mutual Funds Performance For Emerging Market, During Bullish And Bearish: The Case Of Malaysia," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding, Conference Master Resources, number 2011-181, Mar.
  3. Taya Dumrongrittikul, 2011, "Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/11, Apr.
  4. Taya Dumrongrittikul, 2011, "Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/11, Nov.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Konya, Laszlo & Matyas, Laszlo & Harris, Mark, 2011, "GATT/WTO membership does promote international trade after all – Some new empirical evidence," MPRA Paper, University Library of Munich, Germany, number 34978, Jun, revised 20 Nov 2011.
  12. Iqbal, Javed, 2011, "Forecasting Performance of Alternative Error Correction Models," MPRA Paper, University Library of Munich, Germany, number 29826, Mar, revised 19 Mar 2011.
  13. Iqbal, Javed & Farooqi, Faraz Ahmed, 2011, "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper, University Library of Munich, Germany, number 30865, Jan, revised 10 May 2011.
  14. Nicolas Hérault & Guyonne Kalb & Rezida Zakirova, 2011, "Dynamics of Household Joblessness: Evidence from Australian Micro-Data 2001–2007," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n10, Apr.
  15. 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.
  16. 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.
  17. 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.
  18. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011, "A Goodness of Fit Test for Ergodic Markov Processes," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-557, Oct.
  19. Kostas Mavromaras & Cain Polidano, 2011, "Improving the Employment Rates of People with Disabilities through Vocational Education," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n03, Mar.
  20. David Black & Cain Polidano & Yi-Ping Tseng, 2011, "The Re-engagement in Education of Early School Leavers," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n13, Jun.
  21. 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.
  22. Han Lin Shang, 2011, "A survey of functional principal component analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/11, May.
  23. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-23.
  24. Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
  25. 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.
  26. 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.

2010

  1. 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.
  2. 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.
  3. de Silva, Ashton J, 2010, "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper, University Library of Munich, Germany, number 27411, Dec.
  4. Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton, 2010, "A re-appraisal of the fertility response to the Australian baby bonus," MPRA Paper, University Library of Munich, Germany, number 27580, Dec.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. sarah Brown & Mark N Harris & Karl Taylor, 2010, "Modelling Charitable Donations: A Latent Class Panel Approach," Working Papers, The University of Sheffield, Department of Economics, number 2010017, Sep, revised Sep 2010.
  13. Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
  14. Terence Chai Cheng & Anthony Scott & Sung-Hee Jeon & Guyonne Kalb & John Humphreys & Catherine Joyce, 2010, "What Factors Influence the Earnings of GPs and Medical Specialists in Australia? Evidence from the MABEL Survey," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2010n12, Jul.
  15. 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.
  16. 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.
  17. 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.
  18. Cain Polidano & Kostas Mavromaras, 2010, "Participation in and Completion of Vocational Education and Training for People with Disability," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2010n08, Jun.
  19. 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.
  20. 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.
  21. Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
  22. 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.
  23. Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
  24. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010, "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-523, May.
  25. Tran VAN HOA, 2010, "ASEAN+3 Free Trade Agreement and Its Impact on Asia-Europe Trade and Economic Relations: A New Modelling Approach," EcoMod2004, EcoMod, number 330600149, Jan.
  26. William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010, "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/10, Feb.
  27. 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.
  28. 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.

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. 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.
  5. Jiti Gao & Irene Gijbels, 2009, "Bandwidth Selection in Nonparametric Kernel Testing," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-01.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2009, "Modelling Charitable Donations to an Unexpected Natural Disaster: Evidence from the U.S. Panel Study of Income Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 4424, Sep.
  13. 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.
  14. Hielke BUDDELMEYER & Nicolas HÉRAULT & Guyonne KALB & Mark VAN ZIJLL DE JONG, 2009, "Linking a Dynamic CGE Model and a Microsimulation Model: Climate Change Mitigation Policies and Income Distribution in Australia," EcoMod2009, EcoMod, number 21500020, Jun.
  15. Nicolas Hérault & Guyonne Kalb, 2009, "Intergenerational Correlation of Labour Market Outcomes," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2009n14, Jun.
  16. Craine, Roger & Martin, Vance L, 2009, "Interest Rate Conundrum," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0409193t, Jan.
  17. Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009, "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-10, Mar.
  18. 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.
  19. 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.
  20. 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.
  21. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009, "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-51, Oct.
  22. Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-44.

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. de Silva, Ashton, 2008, "Forecasting macroeconomic variables using a structural state space model," MPRA Paper, University Library of Munich, Germany, number 11060, Sep.
  6. Gillman, Max & Harris, Mark N., 2008, "The Effect of Inflation on Growth: Evidence from a Panel of Transition Countries," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/25, Oct.
  7. Mark Harris & Laszlo Matyas & Patrick Sevestre, 2008, "Dynamic Models for Short Panels," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00279980, Apr.
  8. Harris, Mark & Spencer, Christopher, 2008, "Decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," MPRA Paper, University Library of Munich, Germany, number 9100, Jun.
  9. Sarah Brown & Lisa Farrell & Mark N Harris, 2008, "Modelling the Incidence of Self-Employment: Individual and Employment Type Heterogeneity," Working Papers, The University of Sheffield, Department of Economics, number 2008010, Sep, revised Sep 2008.
  10. William H. Greene & Mark N. Harris & Bruce Hollingworth & Pushkar Maitra, 2008, "A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-18.
  11. David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas, 2008, "Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/02, Mar.
  12. Tine Olsen & Brett Inder, 2008, "Coffee Commodity Chain," Monash Economics Working Papers, Monash University, Department of Economics, number 06/08, Mar.
  13. Iqbal, Javed, 2008, "Stock Market in Pakistan: An Overview," MPRA Paper, University Library of Munich, Germany, number 11868, Jul.
  14. Hielke BUDDELMEYER & Guyonne KALB, 2008, "Labour Supply and Welfare Participation in the Australian Population: Using Observed Job Search to Account for Involuntary Unemployment," EcoMod2008, EcoMod, number 23800020, Jul.
  15. John Creedy & Nicolas Hérault & Guyonne Kalb, 2008, "Tax Policy Design and the Role of a Tax-Free Threshold," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n13, Aug.
  16. John Creedy & Nicolas Hérault & Guyonne Kalb, 2008, "Abolishing the Tax-Free Threshold in Australia: Simulating Alternative Reforms," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n15, Aug.
  17. Sung-Hee Jeon & Guyonne Kalb & Ha Vu, 2008, "The Dynamics of Welfare Participation among Women Who Experienced Teenage Motherhood in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n22, Nov.
  18. Renee Fry & Vance L. Martin & Chrismin Tang, 2008, "A New Class of Tests of Contagion with Applications to Real Estate Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-01, Feb.
  19. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008, "Are Financial Crises Alike?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-15, Jul.
  20. 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.
  21. 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.
  22. Huyen Nguyen-Thi-Thanh & Georges Gallais-Hamonno & Thi H.V. Hoang, 2008, "Faut-il corriger les rentabilités des hedge funds?," Post-Print, HAL, number halshs-00106400, Sep.
  23. 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.
  24. 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.
  25. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008, "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-60.
  26. Deborah Gefang & Rodney Strachan, 2008, "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/4, Jan.
  27. Markus Jochmann & Gary Koop & Rodney W. Strachan, 2008, "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper series, Rimini Centre for Economic Analysis, number 19_08, Jan.
  28. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "On the Evolution of Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 24_08, Jan.
  29. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series, Rimini Centre for Economic Analysis, number 26_08, Jan.
  30. Rodney W. Strachan & Herman K. van Dijk, 2008, "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-096/4, Oct.

2007

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. de Silva, Ashton, 2007, "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper, University Library of Munich, Germany, number 5431, Oct.
  11. 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.
  12. Gao, Jiti, 2007, "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 39563, Sep, revised 01 Sep 2007.
  13. Max Gillman & Mark N Harris & Michal Kejak, 2007, "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 29, Feb.
  14. Adam Bialowas & Lisa Farrell & Mark N. Harris & Cain Polidano, 2007, "Long-Run Effects of BSE on Meat Consumption," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/07, Oct.
  15. David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2007, "Testing for a unit root in the presence of a possible break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/04, Oct.
  16. Iqbal, Javed & Rawish, Abbas, 2007, "Market for statisticians in developing economies: The case study of Pakistan’s corporate sector," MPRA Paper, University Library of Munich, Germany, number 3266, Jan, revised 2006.
  17. Guyonne Kalb & Sholeh A. Maani, 2007, "The Importance of Observing Early School Leaving and Usually Unobserved Background and Peer Characteristics in Analysing Academic Performance," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n05, Feb.
  18. Guyonne Kalb & Wang-Sheng Lee, 2007, "Childcare Use and Parents’ Labour Supply in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n13, Mar.
  19. Guyonne Kalb & Wang-Sheng Lee, 2007, "The Effect of an Alternative Childcare Subsidy on Labour Supply: A Policy Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n14, Apr.
  20. Guyonne Kalb, 2007, "Children, Labour Supply and Childcare: Challenges for Empirical Analysis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n15, Apr.
  21. John Creedy & Nicolas Hérault & Guyonne Kalb, 2007, "Comparing Welfare Change Measures with Income Change Measures in Behavioural Policy Simulations," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n21, Aug.
  22. Guyonne Kalb & Thor O. Thoresen, 2007, "The Case for Labour Supply Incentives: A Comparison of Family Policies in Australia and Norway," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n27, Oct.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. NGUYEN-THI-THANH Huyen, 2007, "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 131, Feb.
  28. Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
  29. Huyen NGUYEN THI THANH, 2007, "On the Use of Data Envelopment Analysis in Assessing Local and global Performances of Hedge Funds," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1310.
  30. Georges GALLAIS-HAMONNO & Huyen NGUYEN THI THANH & Thi-Hong-Van HOANG, 2007, "Analyse de la performance des Hedge Funds. Correction des rentabilités, méthodes et implications," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 223.
  31. Huyen Nguyen-Thi-Thanh, 2007, "Assessing Hedge Fund Performance: Does the Choice of Measures Matter?," Working Papers, HAL, number halshs-00184814, Oct.
  32. 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.
  33. 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.
  34. C.L. Skeels, 2007, "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series, The University of Melbourne, number 1020.
  35. Strachan, R.W. & van Dijk, H.K., 2007, "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-11, Mar.
  36. 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.

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. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Iqbal, Javed & Nadeem, Khurram, 2006, "Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan," MPRA Paper, University Library of Munich, Germany, number 3267, Jun.
  12. Hielke Buddelmeyer & John Freebairn & Guyonne Kalb, 2006, "Evaluation of Policy Options to Encourage Welfare to Work," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2006n09, May.
  13. 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.
  14. 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.
  15. Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006, "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0604, Jan.
  16. Huyen Nguyen-Thi-Thanh, 2006, "Quantitative selection of hedge funds using data envelopment analysis," Post-Print, HAL, number halshs-00067742, Apr.
  17. 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.
  18. 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.
  19. Jenny Williams & Christopher L. Skeels, 2006, "The impact of cannabis and cigarette use on health," Department of Economics - Working Papers Series, The University of Melbourne, number 969.
  20. Strachan, R.W. & van Dijk, H.K., 2006, "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-08, Feb.
  21. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006, "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/2, Jan.

2005

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Gao, Jiti & Gijbels, Irene, 2005, "Bandwidth selection for nonparametric kernel testing," MPRA Paper, University Library of Munich, Germany, number 11982, Dec, revised Jun 2007.
  7. Feeny, Simon & Gillman, Max & Harris, Mark N., 2005, "Econometric Accounting of the Australian Corporate Tax Rates: a Firm Panel Example," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/16, Dec.
  8. Max Gillman & Mark Harris, 2005, "The Benefits of Low Inflation: Financial Development within an Endogenous Growth Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 914.
  9. 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.
  10. Siddiqui, Amir Hussain & Iqbal, Javed, 2005, "Impact of trade openness on output growth for Pakistan: an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 23757.
  11. Iqbal, Javed & Haider, Aziz, 2005, "Arbitrage pricing theory: evidence from an emerging stock market," MPRA Paper, University Library of Munich, Germany, number 8699, Apr.
  12. Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb, 2005, "Do You Need a Job to Find a Job?," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 497, Sep.
  13. John Creedy & Guyonne Kalb, 2005, "Behavioural Microsimulation Modelling for Tax Policy Analysis in Australia: Experience and Prospects," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2005n02, Feb.
  14. Lixin Cai & Guyonne Kalb, 2005, "Health Status and Labour Force Status of Older Working-Age Australian Men," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2005n09, Jul.
  15. Lixin Cai & Guyonne Kalb & Yi-Ping Tseng & Hong Ha Vu, 2005, "The Effect of Financial Incentives on Labour Supply: Evidence for Sole Parents from Microsimulation and Quasi-Experimental Evaluation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2005n10, Jul.
  16. John Creedy & Guyonne Kalb, 2005, "Behavioural Microsimulation Modelling With the Melbourne Institute Tax and Transfer Simulator(MITTS) : Uses and Extensions," Department of Economics - Working Papers Series, The University of Melbourne, number 932.
  17. 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.
  18. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005, "Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-15, Jun.
  19. Huyen Nguyen-Thi-Thanh, 2005, "Existe-T-Il Un Effet P.E.R. Realise Et Previsionnel ?," Post-Print, HAL, number halshs-00009081, May.
  20. D. Beggs & C.L. Skeels, 2005, "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series, The University of Melbourne, number 947.
  21. 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.
  22. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005, "Bayesian approaches to cointegratrion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-13, Mar.
  23. Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
  24. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005, "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports, Federal Reserve Bank of New York, number 202, Mar.
  25. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005, "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/13, Jul, revised Apr 2006.
  26. Rodney W. Strachan, 2005, "Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/14, Jul.
  27. Cooray, Arusha & Wickremasinghe, Guneratne, 2005, "The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region," MPRA Paper, University Library of Munich, Germany, number 23626.

2004

  1. Farshid Vahid & George Athanasopoulos, 2004, "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings, Econometric Society, number 244, Aug.
  2. Sinclair Davidson & Robert Brooks, 2004, "R&D, Agency Costs and Capital Structure: International Evidence," Econometric Society 2004 Australasian Meetings, Econometric Society, number 59, Aug.
  3. 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.
  4. 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.
  5. Ashton de Silva, 2004, "Reduced Rank Vector Exponential Smoothing," Econometric Society 2004 Australasian Meetings, Econometric Society, number 246, Aug.
  6. 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.
  7. 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.
  8. 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.
  9. Don U.A. Galagedera, 2004, "A survey on risk-return analysis," Finance, University Library of Munich, Germany, number 0406010, Jun.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Eyob Fissuh & Mark Harris, 2004, "Determinants of Poverty in Eritrea: A Household level Analysis," Econometric Society 2004 Australasian Meetings, Econometric Society, number 364, Aug.
  17. Max Gillman & Mark N. Harris, 2004, "Inflation, Financial Development and Growth in Transition Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/04, Nov.
  18. Max Gillman & Mark N. Harris, 2004, "Inflation, Financial Development and Endogenous Growth," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/04, Nov.
  19. Aliprantis, C. D. & Harris, David & Tourky, Rabee, 2004, "Riesz Estimators," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1170, Sep.
  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. Guyonne Kalb & Lixin Cai, 2004, "Health status and labour force participation: evidence from HILDA data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 130, Aug.
  23. Rosanna Scutella & Guyonne Kalb, 2004, "New Zealand Labour Supply from 1991-2001: an analysis based on a discrete choice structural utility model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 182, Aug.
  24. Denise Doiron & Guyonne Kalb, 2004, "Demands for Childcare and Household Labour Supply in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2004n06, Apr.
  25. Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb, 2004, "Job Search Success: Comparing Job Offer Rates In and Out of Employment," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2004n13, Jul.
  26. Lixin Cai & John Creedy & Guyonne Kalb, 2004, "Accounting for Population Ageing in Tax Microsimulation Modelling by Survey Reweighting," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2004n26, Sep.
  27. John Creedy & Guyonne Kalb & Hsein Kew, 2004, "Confidence Intervals for Policy Reforms in Behavioural Tax Microsimulation Modelling," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2004n32, Dec.
  28. 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.
  29. 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.
  30. 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.
  31. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings, Econometric Society, number 243, Aug.
  32. Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004, "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings, Econometric Society, number 331, Aug.
  33. 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.
  34. Huyen Nguyen-Thi-Thanh, 2004, "Hedge fund behavior: An ex-post analysis," Working Papers, HAL, number halshs-00067744.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 45, Aug.
  42. Strachan, R.W. & van Dijk, H.K., 2004, "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-18, May.
  43. Strachan, R.W. & van Dijk, H.K., 2004, "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-23, May.
  44. Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
  45. Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
  46. Rodney W. Strachan, 2004, "On Priors on Cointegrating Spaces," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/06, Jun.
  47. Tran Van Hoa, 2004, "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp04-12.
  48. Tran Van Hoa, 2004, "Economic and Financial Crisis Management in Asia: A Critical Analysis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp04-13.
  49. Guneratne B Wickremasinghe, 2004, "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings, Econometric Society, number 236, Aug.
  50. Guneratne Banda Wickremasinghe, 2004, "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance, University Library of Munich, Germany, number 0406004, Jun.
  51. Guneratne Banda Wickremasinghe, 2004, "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade, University Library of Munich, Germany, number 0406005, Jun.
  52. Guneratne Banda Wickremasinghe, 2004, "Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float," International Trade, University Library of Munich, Germany, number 0406007, Jun.
  53. 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.
  54. Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/04, Apr.

2003

  1. 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.
  2. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Estimation in semiparametric spatial regression," MPRA Paper, University Library of Munich, Germany, number 11971, May.
  3. 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.
  4. 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.
  5. Brown, Sarah & Lisa Farrell & Mark N Harris, 2003, "Who are the Self-employed? A New Approach," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 31, Jun.
  6. Ben Jensen & Mark N. Harris, 2003, "Neighbourhood Measures: Quantifying the Effects of Neighbourhood Externalities," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n04, Feb.
  7. Lisa Farrell & Tim R. L. Fry & Mark N. Harris, 2003, "“A Pack A Day For Twenty Years”:Smoking And Cigarette Pack Sizes," Department of Economics - Working Papers Series, The University of Melbourne, number 887.
  8. David Harris & Steve Leybourne & Brendan McCabe, 2003, "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, University Library of Munich, Germany, number 0311005, Nov.
  9. Brendan McCabe & Stephen Leybourne & David Harris, 2003, "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics, University Library of Munich, Germany, number 0311009, Nov.
  10. 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.
  11. Sholeh A. Maani & Guyonne Kalb, 2003, "Childhood Economic Resources, Academic Performance and the Choice to Leave School at Age Sixteen," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n01, Jan.
  12. 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.
  13. Guyonne Kalb & Rosanna Scutella, 2003, "Wage and Employment Rates in New Zealand from 1991 to 2001," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n13, May.
  14. John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n16, Jun.
  15. John Creedy & Guyonne Kalb & Rosanna Scutella, 2003, "Income Distribution in Discrete Hours Behavioural Microsimulation Models: An Illustration of the Labour Supply and Distributional Effects of Social Transfers," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n23, Sep.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey, 2003, "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers, International Monetary Fund, number 2003/084, Apr.
  25. Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Mr. Mardi Dungey & Ms. Renee Fry, 2003, "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers, International Monetary Fund, number 2003/251, Dec.
  26. Strachan, R.W. & van Dijk, H.K., 2003, "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-12, Mar.
  27. Tran Van Hoa, 2003, "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-02.
  28. Tran Van Hoa, 2003, "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-03.
  29. 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.
  30. 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.

2002

  1. 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.
  2. 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.
  3. Gao, Jiti & Tong, Howell, 2002, "Nonparametric and semiparametric regression model selection," MPRA Paper, University Library of Munich, Germany, number 11987, May, revised Feb 2004.
  4. Max Gillman & Mark Harris & László Mátyás, 2002, "Inflation and Growth: Some Theory and Evidence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D5-1, Mar.
  5. Mark N. Harris & Alan Duncan, 2002, "Intransigencies in the Labour Supply Choice," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n17, Sep.
  6. Mark N. Harris & Kam-Ki Tang & Yi-Ping Tseng, 2002, "Optimal Employee Turnover Rate: Theory and Evidence," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n19, Oct.
  7. Sarah Brown & Lisa Farrell & Mark N. Harris & John G. Sessions, 2002, "Risk Preference And Employment Contract Type," Department of Economics - Working Papers Series, The University of Melbourne, number 845.
  8. Tim R.L. Fry & Mark N. Harris, 2002, "The DOGEV Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/02, Aug.
  9. Guyonne Kalb & Jenny Williams, 2002, "Industrial Relations Reform and Business Performance: An Introduction," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n04, Apr.
  10. Guyonne Kalb & Rosanna Scutella, 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 wp2002n08, May.
  11. Guyonne Kalb, 2002, "Estimation of Labour Supply Models for Four Separate Groups in the Australian Population," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n24, Nov.
  12. 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.
  13. David Johnson & Guyonne Kalb, 2002, "Economic Analyses of Families: Existing Research Findings," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n27, Dec.
  14. 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.
  15. 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.
  16. 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.
  17. Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Mr. Mardi Dungey, 2002, "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers, International Monetary Fund, number 2002/074, Apr.
  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. Tran Van Hoa, 2002, "WTO Membership for China and Its Impact on Growth, Investment and Consumption: A New Flexible Keynesian Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp02-04.
  24. Tran Van Hoa, 2002, "Korea, China and Japan: Their Trade with the World and Its Impact on New Asian Regionalism ASEAN+3," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp02-13.
  25. 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.
  26. 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.
  27. 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. 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.
  2. Alan Duncan & Mark N. Harris, 2001, "Simulating the Behavioural Effects of Welfare Reforms among Sole Parents in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n06, Jun.
  3. Mark N. Harris & Max Gillman & László Mátyás, 2001, "The Negative Inflation-Growth Effect: Theory and Evidence," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n12, Nov.
  4. Mark N. Harris & Mark Rogers & Anthony Siouclis, 2001, "Modelling Firm Innovation using Panel Probit Estimators," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n20, Dec.
  5. Iqbal, Javed & Tahir, Muhammad & Baig, Mirza Aqeel, 2001, "Aggregate import demand function for Pakistan: a co-integration approach," MPRA Paper, University Library of Munich, Germany, number 23756, Mar.
  6. Iqbal, Javed, 2001, "Forecasting methods: a comparative analysis," MPRA Paper, University Library of Munich, Germany, number 23856, revised 2001.
  7. John Creedy & Guyonne Kalb, 2001, "Measuring Welfare Changes With Nonlinear Budget Constraints in Continuous and Discrete Hours Labour Supply Models," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n09, Sep.
  8. 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.
  9. Guyonne Kalb & Jenny Williams, 2001, "Delinquency and Gender," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2001n13, Nov.
  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. 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.
  12. 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.
  13. 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.

2000

  1. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000, "Partially linear models," MPRA Paper, University Library of Munich, Germany, number 39562, Sep, revised 01 Sep 2000.
  2. Tim R. L. Fry & Mark N. Harris, 2000, "A Model for Ordered Data with Clustering of Observations," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n02, Jan.
  3. László Mátyás & László Kónya & Mark N. Harris, 2000, "Modelling Export Activity of Eleven APEC Countries," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n05, Mar.
  4. Stephen Knights & Mark Harris & Joanne Loundes, 2000, "Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n06, May.
  5. Mark N. Harris & László Kónya & László Mátyás, 2000, "Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD 1990-96," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n11, Jul.
  6. Mark N. Harris & Simon Feeny, 2000, "Habit Persistence in Effective Tax Rates: Evidence Using Australian Tax Entities," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n13, Sep.
  7. Simon Feeny & Mark N. Harris & Joanne Loundes, 2000, "A Dynamic Panel Analysis of the Profitability of Australian Tax Entities," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2000n22, Sep.
  8. Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R., 2000, "Wage Function: Australian Estimates Using the Income Distribution Survey," Department of Economics - Working Papers Series, The University of Melbourne, number 761.
  9. Guyonne R. Kalb, 2000, "Labour Supply and Welfare Participation in Australian Two-Adult Households: Accounting for Involuntary Unemployment and the 'Cost' of Part-time Work," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number bp-35, Oct.
  10. Chalmers, J. & Kalb, G., 2000, "Are Casual Jobs a Freeway to Permanent Employment?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/00, Jul.
  11. 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.
  12. 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.
  13. Strachan, R., 2000, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/00, Jul.
  14. Tran Van Hoa, 2000, "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp00-01.

1999

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Guyonne R. Kalb, 1999, "Labour Supply and Welfare Participation in Australian Two-Adult Households: Comparing 1986/87 with 1994/95," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number bp-34, Dec.
  6. 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.
  7. Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999, "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-3.
  8. Tran Van Hoa & Chaturvedi, A., 1999, "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-4.

1998

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Guyonne Kalb, 1998, "An Australian Model for Labour Supply and Welfare Participation in Two-Adult Households," Discussion Papers, University of New South Wales, Social Policy Research Centre, number 0082, Jun.
  6. 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.

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. 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.
  3. 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.
  4. 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.
  5. Martin, V.L. & Wilkins, N.P., 1997, "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series, The University of Melbourne, number 547.
  6. Polidano, Cain., 1997, "The impact of climate change policies on employment in the coalmining industry," ILO Working Papers, International Labour Organization, number 994983193502676.

1996

  1. Bollen, B. & Kofman, P., 1996, "Estimating Daily Volatility from Intraday Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/96.
  2. 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.
  3. Lee, J. & Brooks, R., 1996, "The Stability of ARCH Models Across Australian Financial Markets," Papers, Melbourne - Centre in Finance, number 96-9.
  4. Harris, D., 1996, "Principal Components Analysis of Cointegrated Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/96.
  5. 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.
  6. 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.

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. Robert D. Brooks & Tim R.L. Fry & Mark N. Harris, 1995, "The Size and Power Properties of Combining Choice Set Participation Tests for the IIA Property in the Logit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/95, Feb.
  4. King, M.L. & Harris, D.C., 1995, "The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/95.
  5. 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.
  6. 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.
  7. Kalb, G.R.J. & Kofman, P. & Vorst, T.C.F., 1995, "Mixtures of Tails in Clustered Automobile Claims," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/95.
  8. 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.
  9. 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.
  10. Pagan, A.R. & Hall, A.D. & Martin, V., 1995, "Modelling the Term Structure," Papers, Australian National University - Department of Economics, number 284.
  11. Clarke, H.R. & Martin, V.L., 1995, "Does Capital Chase Labour Internationally," Department of Economics - Working Papers Series, The University of Melbourne, number 447.
  12. Lim, G.C. & Martin, V.L., 1995, "Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics," Department of Economics - Working Papers Series, The University of Melbourne, number 482.
  13. Lim, G.C. & Martin, V.L., 1995, "A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash," Department of Economics - Working Papers Series, The University of Melbourne, number 483.
  14. 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.
  15. 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.

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. Gao, Jiti, 1994, "Asymptotic theory for partly linear models," MPRA Paper, University Library of Munich, Germany, number 40452, Jul, revised 02 Dec 1994.
  5. 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.
  6. 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.

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.
  3. Gorter, C. & Kalb, G.R.J., 1993, "Estimating the effect of counselling and monitoring the unemployed on their job finding rate, application intensity and matching probability," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0054.
  4. Skeels, C.L. & Vella, F., 1993, "The Performance of Conditional Moment Tests in Tobit and Probit Models," Papers, Australian National University - Department of Economics, number 251.
  5. Skeels, C.L. & Vella, F., 1993, "The Robustness of Conditional Moment Tests in Tobit and Probit Models," Papers, Australian National University - Department of Economics, number 252.
  6. Skeels, C. & Smith, M.D., 1993, "Some Consequences of Model Misspecification for t Testing in a Structural Equation," Papers, Western Sydney - School of Business And Technology, number e9317.
  7. VAN HOA , Tran, 1993, "Reparameterization and Estimation in Unit Root Equations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993024, Mar.

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.
  2. Koenker, R. & Machado, J.A.F. & Skeels, C.L. & Welsh, A.H., 1992, "A Note on Amemiya'a form of the Weighted Least Squares Esrtimator," Papers, Australian National University - Department of Economics, number 247.

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. Skeels, C.L., 1990, "A Conditional Canonical Approach To Simulation Studies Of I.V.Estimators," Papers, Australian National University - Department of Economics, number 198.

1989

  1. Skeels, C.L., 1989, "The Exact Distribution Of Exogenous Variable Coefficient Estimators," Papers, Australian National University - Department of Economics, number 178.

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.

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. Fry, Tim R. L. & Harris, Mark N., undated, "A Monte Carlo Study of Tests for the Independence of Irrelevant Alternatives Property," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267413, DOI: 10.22004/ag.econ.267413.
  2. Matyas, Laszlo & Harris, Mark, undated, "A Comparative Analysis of Different Monte Carlo Methods," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267416, DOI: 10.22004/ag.econ.267416.
  3. Fry, Tim R. L. & Harris, Mark N., undated, "Testing for Independence of Irrelevant Alternatives: Some Empirical Results," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267431, DOI: 10.22004/ag.econ.267431.
  4. Harris, Mark N., undated, "Modelling the Probability of Youth Unemployment in Australia: 1985-1988," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267628, DOI: 10.22004/ag.econ.267628.
  5. Harris, Mark N. & Macquarie, Lachlan R., undated, "A Comparative Study of Introductory and Undergraduate Econometric Textbooks," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267634, DOI: 10.22004/ag.econ.267634.
  6. Brooks, Robert D. & Fry, Tim R. L. & Harris, Mark N., undated, "Combining Choice Set Partition Tests for the Independence of Irrelevant Alternatives Property: Size Properties in the Four Alternatives Setting," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267754, DOI: 10.22004/ag.econ.267754.
  7. Brooks, Robert D. & Fry, Tim R. L. & Harris, Mark N., undated, "The Size and Power Properties of Combining Choice Set Partition Tests for the IIA Property in the Logit Model," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267755, DOI: 10.22004/ag.econ.267755.
  8. Harris, Mark N. & Matyas, Laszlo, undated, "A Comparative Analysis of Different Estimations for Dynamic Panel Data Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267906, DOI: 10.22004/ag.econ.267906.
  9. Harris, Mark N. & Longmire, Ritchard J. & Matyas, Laszlo, undated, "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267911, DOI: 10.22004/ag.econ.267911.
  10. Lee, Michael & Longmire, Ritchard & Matyas, Laszlo & Harris, Mark, undated, "Growth Convergence: Some Panel Data Evidence," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267916, DOI: 10.22004/ag.econ.267916.
  11. Matyas, Laszlo & Konya, Laszlo & Harris, Mark N., undated, "Modelling Export Activity in a Multicountry Economic Area: The APEC Case," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267923, DOI: 10.22004/ag.econ.267923.
  12. Harris, Mark N. & Macquarie, Lachlan R. & Siouclis, Anthony J., undated, "A Comparison of Alternative Estimators for Binary Panel Probit Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267940, DOI: 10.22004/ag.econ.267940.
  13. Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Tom C. F., undated, "Mixtures of Tails in Clustered Automobile Collision Claims," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267764, DOI: 10.22004/ag.econ.267764.
  14. Kalb, Guyonne, undated, "Using the EM Algorithm with Complete, but Scrambled, Data," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267907, DOI: 10.22004/ag.econ.267907.
  15. Forbes, Catherine S. & Kalb, Guyonne R. J. & Kofman, Paul, undated, "Bayesian Arbitrage Threshold Analysis," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267925, DOI: 10.22004/ag.econ.267925.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Hillier, Grant H. & Skeels, Christopher L., undated, "Some Further Exact Results for Structural Equation Estimators," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267077, DOI: 10.22004/ag.econ.267077.
  28. Strachan, Rodney W., undated, "Bayesian Estimation of the Reduced Rank Regression Model Without Ordering Restrictions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267945, DOI: 10.22004/ag.econ.267945.

Journal articles

2026

  1. Lisa Cameron & Diana Contreras Suarez & Yi‐Ping Tseng, 2026, "Women's Transitions in the Labor Market and Childbearing: The Challenges of Formal Sector Employment in Indonesia," Population and Development Review, The Population Council, Inc., volume 52, issue 2, pages 651-674, June, DOI: 10.1111/padr.70040.
  2. Cameron, Lisa & Contreras Suárez, Diana & Setyonaluri, Diahhadi, 2026, "Leveraging women’s views to influence gendered attitudes to women working: Evidence from an online intervention in Indonesia," Journal of Development Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jdeveco.2026.103722.
  3. Yanotti, María B. & Navon, Yonatan & de Silva, Ashton & Angelopoulos, Sveta & Sinclair, Sarah, 2026, "The walking economy: Pedestrian counts as a real-time indicator of regional economic activity," Economic Analysis and Policy, Elsevier, volume 92, issue C, pages 641-662, DOI: 10.1016/j.eap.2026.06.032.
  4. Sinclair, Sarah & Bubb, Alicia & Boymal, Jonathan & de Silva, Ashton, 2026, "Age- and parity-specific birth trends in Australia: Is low fertility inevitable?," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107616.
  5. 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.
  6. Dwumfour, Richard Adjei & Harris, Mark N. & Pan, Lei, 2026, "US sneezing and Australian colds: economic spillovers in both conventional and unconventional monetary policy times," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-18, January.
  7. Gillman, Max & Csabafi, Tamas Z. & Benk, Szilard & Matyas, Laszlo & Smith, Mitchell P. & Harris, Mark N., 2026, "Revisiting neoclassical growth theory: A primary role for inflation and capacity utilization," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107358.
  8. Elizabeth Tabitha Njeri Kinyeru & Mark N. Harris & Janis Jansz, 2026, "Why do landslides occur in Kenya, and what can be done to mitigate their occurrences?," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 4, pages 1-28, February, DOI: 10.1007/s11069-025-07938-1.
  9. Ambra Poggi & Guyonne Kalb, 2026, "From parent to child? The long-lasting effects of social support," Applied Economics, Taylor & Francis Journals, volume 58, issue 5, pages 973-987, January, DOI: 10.1080/00036846.2025.2461812.
  10. Rusyda, Hasna Afifah & Shi, Yanlin & Shang, Han Lin, 2026, "Forecast mortality rates with copula-based approaches: Novel evidence from integrated reconciliation," Insurance: Mathematics and Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.insmatheco.2026.103263.
  11. Beyaztas, Ufuk & Mandal, Abhijit & Shang, Han Lin, 2026, "Enhancing spatial functional linear regression with robust dimension reduction methods," Journal of Multivariate Analysis, Elsevier, volume 211, issue C, DOI: 10.1016/j.jmva.2025.105538.
  12. Han Lin Shang, 2026, "Conformal prediction for functional time series: application to age-specific mortality rates," Journal of Population Research, Springer, volume 43, issue 2, pages 1-21, June, DOI: 10.1007/s12546-026-09422-4.
  13. Sizhe Chen & Han Lin Shang, 2026, "Age-specific Demographic Modeling and Forecasting: Rolling Window, Expanding Window, or Both?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 184, issue 1, pages 1-42, August, DOI: 10.1007/s11205-026-03893-x.
  14. Han Lin Shang & Steven Haberman, 2026, "Constructing prediction intervals for the age distribution of deaths," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2026, issue 5, pages 469-486, May, DOI: 10.1080/03461238.2025.2544265.
  15. Eisenstat, Eric & Strachan, Rodney W., 2026, "Singular vector autoregressions," Journal of Econometrics, Elsevier, volume 256, issue PA, DOI: 10.1016/j.jeconom.2026.106255.

2025

  1. Yonatan Navon & Sarah Sinclair & Sveta Angelopoulos & Maria Yanotti & Ashton de Silva, 2025, "City use patterns post COVID-19 – reflections of resilience or adaptation," Regional Studies, Regional Science, Taylor & Francis Journals, volume 12, issue 1, pages 754-770, December, DOI: 10.1080/21681376.2025.2550339.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Gao, Ni & Harris, Mark & Ryan, Mandy & Robinson, Suzanne & Norman, Richard, 2025, "Is time a gift for health and life satisfaction? Exploring the relationship between time allocation and adaptation to a breast cancer diagnosis," Social Science & Medicine, Elsevier, volume 371, issue C, DOI: 10.1016/j.socscimed.2025.117910.
  9. Dong, Zhe Michelle & Shang, Han Lin & Hui, Francis & Bruhn, Aaron, 2025, "A compositional approach to modeling cause-specific mortality with zero counts," Annals of Actuarial Science, Cambridge University Press, volume 19, issue 3, pages 416-441, November.
  10. Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun, 2025, "Making distributionally robust portfolios feasible in high dimension," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106118.
  11. Shang, Han Lin & Haberman, Steven, 2025, "Forecasting age distribution of deaths: Cumulative distribution function transformation," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 249-261, DOI: 10.1016/j.insmatheco.2025.03.007.
  12. Xin Huang & Han Lin Shang & Tak Kuen Siu, 2025, "An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data," Risks, MDPI, volume 13, issue 2, pages 1-25, January.
  13. Berkay Akturk & Ufuk Beyaztas & Han Lin Shang & Abhijit Mandal, 2025, "Robust functional logistic regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 19, issue 1, pages 121-145, March, DOI: 10.1007/s11634-023-00577-z.
  14. Ufuk Beyaztas & Han Lin Shang & Semanur Saricam, 2025, "Penalized function-on-function linear quantile regression," Computational Statistics, Springer, volume 40, issue 1, pages 301-329, January, DOI: 10.1007/s00180-024-01494-1.
  15. Giovanna Bimonte & Maria Russolillo & Han Lin Shang & Yang Yang, 2025, "Mortality models ensemble via Shapley value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1131-1159, December, DOI: 10.1007/s10203-024-00455-z.
  16. Sizhe Chen & Han Lin Shang & Yang Yang, 2025, "Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model," Journal of Population Research, Springer, volume 42, issue 1, pages 1-27, March, DOI: 10.1007/s12546-024-09352-z.
  17. Han Lin Shang, 2025, "Forecasting a time series of Lorenz curves: one-way functional analysis of variance," Journal of Applied Statistics, Taylor & Francis Journals, volume 52, issue 15, pages 2924-2940, November, DOI: 10.1080/02664763.2025.2490093.
  18. Muge Mutis & Ufuk Beyaztas & Filiz Karaman & Han Lin Shang, 2025, "On function-on-function linear quantile regression," Journal of Applied Statistics, Taylor & Francis Journals, volume 52, issue 4, pages 814-840, March, DOI: 10.1080/02664763.2024.2395960.
  19. Han Lin Shang, 2025, "Bootstrap prediction intervals for the age distribution of life-table death counts," Mathematical Population Studies, Taylor & Francis Journals, volume 32, issue 3, pages 166-181, July, DOI: 10.1080/08898480.2025.2539229.
  20. Han Lin Shang & Steven Haberman, 2025, "Forecasting age distribution of life-table death counts via α-transformation," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2025, issue 4, pages 387-403, April, DOI: 10.1080/03461238.2024.2425723.
  21. Han Lin Shang & Yang Yang, 2025, "Nonstationary Functional Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1347-1362, July, DOI: 10.1002/for.3241.
  22. Ufuk Beyaztas & Kaiying Ji & Han Lin Shang & Eliza Wu, 2025, "Stock Return Prediction Based on a Functional Capital Asset Pricing Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 6, pages 2017-2036, September, DOI: 10.1002/for.3282.
  23. Chan Joshua & Doucet Arnaud & León-González Roberto & Strachan Rodney W., 2025, "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 3, pages 265-300, DOI: 10.1515/snde-2023-0056.

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. Mark N. Harris & Ranjodh B. Singh & Preety Srivastava, 2024, "Cannabis and tobacco: substitutes and complements," Journal of Population Economics, Springer;European Society for Population Economics, volume 37, issue 4, pages 1-29, December, DOI: 10.1007/s00148-024-01055-2.
  14. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024, "Portfolio allocation and borrowing constraints," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 9, pages 915-948, June, DOI: 10.1080/1351847X.2023.2241528.
  15. Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024, "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 57, issue 1, pages 243-275, February, DOI: 10.1111/caje.12691.
  16. Sarah Brown & Mark N. Harris & Christopher Spencer & Karl Taylor, 2024, "Financial Expectations and Household Consumption: Does Middle‐Inflation Matter?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 741-768, June, DOI: 10.1111/jmcb.13063.
  17. Javed IQBAL, 2024, "Asymmetric Effects Of Local And Global Business Cycle Variations On The Sectoral Industrial Production In Singapore," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 19, issue 1, pages 75-96, April.
  18. 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.
  19. Dong Michelle & Bruhn Aaron & Shang Han Lin & Hui Francis, 2024, "Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 18, issue 1, pages 87-114, January, DOI: 10.1515/apjri-2023-0010.
  20. Yang, Yang & Shang, Han Lin & Raymer, James, 2024, "Forecasting Australian fertility by age, region, and birthplace," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 532-548, DOI: 10.1016/j.ijforecast.2022.08.001.
  21. Han Lin Shang, 2024, "Bootstrapping Long-Run Covariance of Stationary Functional Time Series," Forecasting, MDPI, volume 6, issue 1, pages 1-14, February.
  22. Shaokang Wang & Han Lin Shang & Leonie Tickle & Han Li, 2024, "Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing," Risks, MDPI, volume 12, issue 7, pages 1-15, July.
  23. Ufuk Beyaztas & Mujgan Tez & Han Lin Shang, 2024, "Robust scalar-on-function partial quantile regression," Journal of Applied Statistics, Taylor & Francis Journals, volume 51, issue 7, pages 1359-1377, May, DOI: 10.1080/02664763.2023.2202464.
  24. Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024, "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102497.
  25. Lars Winkelmann & Wenying Yao, 2024, "Tests for Jumps in Yield Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 946-957, July, DOI: 10.1080/07350015.2023.2271039.

2023

  1. Ghouse, Ghulam & Bhatti, Muhammad Ishaq & Aslam, Aribah & Ahmad, Nawaz, 2023, "Asymmetric spillover effects of Covid-19 on the performance of the Islamic finance industry: A wave analysis and forecasting," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00280.
  2. Khan, Muhammad Asif & Segovia, Juan E.Trinidad & Bhatti, M.Ishaq & Kabir, Asif, 2023, "Corporate vulnerability in the US and China during COVID-19: A machine learning approach," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00302.
  3. Awad Asiri & Mohammed Alnemer & M. Ishaq Bhatti, 2023, "Interconnectedness of Cryptocurrency Uncertainty Indices with Returns and Volatility in Financial Assets during COVID-19," JRFM, MDPI, volume 16, issue 10, pages 1-18, September.
  4. Mariam Mangi & Rana Salman Anwar & Shabeer Khan & Mohd Ziaur Rehman & Muhammad Ishaq Bhatti & Wadi B. Alonazi, 2023, "Enhancing Sustainability in the Agricultural Sector Amid COVID-19: An Implication of the Transactional Theory," Sustainability, MDPI, volume 15, issue 13, pages 1-17, June.
  5. Nawaz Ahmad & Ghulam Ghouse & Muhammad Ishaq Bhatti & Aribah Aslam, 2023, "The Impact of Social Inclusion and Financial Development on CO 2 Emissions: Panel Analysis from Developing Countries," Sustainability, MDPI, volume 15, issue 20, pages 1-16, October.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Lisa Cameron & Diana Contreras Suarez & Susan Wieczkiewicz, 2023, "Child marriage: using the Indonesian family life survey to examine the lives of women and men who married at an early age," Review of Economics of the Household, Springer, volume 21, issue 3, pages 725-756, September, DOI: 10.1007/s11150-022-09616-8.
  15. Ashton de Silva & Maria Yanotti & Sarah Sinclair & Sveta Angelopoulos, 2023, "Place‐Based Policies and Nowcasting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 56, issue 3, pages 363-370, September, DOI: 10.1111/1467-8462.12526.
  16. Sveta Angelopoulos & Ashton de Silva & Yonatan Navon & Sarah Sinclair & Maria Yanotti, 2023, "Economic Resilience in a Pandemic: Did COVID‐19 Policy Effects Override Industry Diversity Impacts in Australia?," Economic Papers, The Economic Society of Australia, volume 42, issue 2, pages 153-171, June, DOI: 10.1111/1759-3441.12384.
  17. Yonatan Navon & Ashton de Silva, 2023, "Measuring Local Economic Activity Using Pedestrian Count Data," The Economic Record, The Economic Society of Australia, volume 99, issue S1, pages 35-49, December, DOI: 10.1111/1475-4932.12756.
  18. Ashton De Silva & Huu Nhan Duong & My Nguyen & Yen Ngoc Nguyen, 2023, "Bank risk in uncertain times: Do credit rationing and revenue diversification matter?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 50, issue 7-8, pages 1240-1273, July, DOI: 10.1111/jbfa.12653.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Yok-Yong Lee & Kim-Leng Goh, 2023, "The Happiness-Economic Well-Being Nexus: New Insights From Global Panel Data," SAGE Open, , volume 13, issue 4, pages 21582440231, October, DOI: 10.1177/21582440231199659.
  24. Chung Yan Sam & Robert McNown & Soo Khoon Goh & Kim-Leng Goh, 2023, "Methodological problems in studies on the Taylor rule," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 47, issue 2, pages 127-143, April, DOI: 10.1080/03796205.2023.2201473.
  25. Greene, William & Harris, Mark N. & Knott, Rachel & Rice, Nigel, 2023, "Reporting heterogeneity in modeling self-assessed survey outcomes," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106277.
  26. Christopher Phelps & Mark N. Harris & Steven Rowley & Rachel Ong ViforJ & Gavin A. Wood, 2023, "Geographic Reference Income and the Subjective Wellbeing of Australians," Journal of Happiness Studies, Springer, volume 24, issue 8, pages 2855-2880, December, DOI: 10.1007/s10902-023-00707-6.
  27. Mark N. Harris, 2023, "Modern Applied Regressions: Bayesian and Frequentist Analysis of Categorical and Limited Response variables with R and Stan," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 543, pages 2209-2211, July, DOI: 10.1080/01621459.2023.2224409.
  28. Jordy Meekes & Wolter H J Hassink & Guyonne Kalb, 2023, "Essential work and emergency childcare: identifying gender differences in COVID-19 effects on labour demand and supply," Oxford Economic Papers, Oxford University Press, volume 75, issue 2, pages 393-417.
  29. Cardak, Buly A. & Martin, Vance L., 2023, "Household willingness to take financial risk: Stockmarket movements and life‐cycle effects," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2022.106752.
  30. Stan Hurn & Vance Martin & Jing Tian, 2023, "Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach," The Energy Journal, , volume 44, issue 3, pages 251-266, May, DOI: 10.5547/01956574.44.2.shur.
  31. Chandra Shah, 2023, "Critical Perspectives on Economics of Education," The Economic Record, The Economic Society of Australia, volume 99, issue 324, pages 134-136, March, DOI: 10.1111/1475-4932.12731.
  32. Han Lin Shang, 2023, "Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 3, pages 421-441, September, DOI: 10.1007/s10182-022-00463-7.
  33. Antonio Elías & Raúl Jiménez & Han Lin Shang, 2023, "Depth-based reconstruction method for incomplete functional data," Computational Statistics, Springer, volume 38, issue 3, pages 1507-1535, September, DOI: 10.1007/s00180-022-01282-9.
  34. Efstathios Paparoditis & Han Lin Shang, 2023, "Bootstrap Prediction Bands for Functional Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 542, pages 972-986, April, DOI: 10.1080/01621459.2021.1963262.
  35. Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang, 2023, "A robust scalar-on-function logistic regression for classification," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 52, issue 23, pages 8538-8554, December, DOI: 10.1080/03610926.2022.2065018.
  36. Han Lin Shang & Kaiying Ji, 2023, "Forecasting intraday financial time series with sieve bootstrapping and dynamic updating," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 1973-1988, December, DOI: 10.1002/for.3000.
  37. Joshua C.C. Chan & Rodney W. Strachan, 2023, "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 58-75, February, DOI: 10.1111/joes.12405.
  38. Gomis-Porqueras Pedro & Rafiq Shuddhasattwa & Yao Wenying, 2023, "The impact of forward guidance and large-scale asset purchase programs on commodity markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 519-551, September, DOI: 10.1515/snde-2021-0018.

2022

  1. Jaiswal Shivam & Chaturvedi Anoop & Bhatti Muhammad Ishaq, 2022, "Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 25-34, February, DOI: 10.1515/snde-2019-0133.
  2. Khan, Muhammad Atif & Gu, Lulu & Khan, Muhammad Asif & Bhatti, Muhammad Ishaq, 2022, "Institutional perspective of financial sector development: A multidimensional assessment," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101041.
  3. Fazal, Rizwan & Rehman, Syed Aziz Ur & Bhatti, M. Ishaq, 2022, "Graph theoretic approach to expose the energy-induced crisis in Pakistan," Energy Policy, Elsevier, volume 169, issue C, DOI: 10.1016/j.enpol.2022.113174.
  4. Fazal, Rizwan & Bhatti, M. Ishaq & Rehman, Atiq Ur, 2022, "Causality Analysis: The study of Size and Power based on riz-PC Algorithm of Graph Theoretic Approach," Technological Forecasting and Social Change, Elsevier, volume 180, issue C, DOI: 10.1016/j.techfore.2022.121691.
  5. Ken-Yien Leong & Mohamed Ariff & Zarei Alireza & M. Ishaq Bhatti, 2022, "Bank stock valuation theories: do they explain prices based on theories?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 331-350, March, DOI: 10.1108/IJMF-06-2021-0278.
  6. Naseem Al Rahahleh & M. Ishaq Bhatti, 2022, "Empirical comparison ofShariah-compliant vs conventional mutual fund performance," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4504-4523, January, DOI: 10.1108/IJOEM-05-2020-0565.
  7. Rabie Said & Muhammad Ishaq Bhatti & Ahmed Imran Hunjra, 2022, "Toward Understanding Renewable Energy and Sustainable Development in Developing and Developed Economies: A Review," Energies, MDPI, volume 15, issue 15, pages 1-12, July.
  8. Muhammad Ishaq Bhatti & Ghulam Ghouse, 2022, "Environmentally Friendly Degradations Technology Breakthrough," Energies, MDPI, volume 15, issue 18, pages 1-5, September.
  9. Ghulam Ghouse & Aribah Aslam & Muhammad Ishaq Bhatti, 2022, "The Impact of the Environment, Digital–Social Inclusion, and Institutions on Inclusive Growth: A Conceptual and Empirical Analysis," Energies, MDPI, volume 15, issue 19, pages 1-19, September.
  10. Ghulam Ghouse & Muhammad Ishaq Bhatti & Muhammad Hassam Shahid, 2022, "Impact of COVID-19, Political, and Financial Events on the Performance of Commercial Banking Sector," JRFM, MDPI, volume 15, issue 4, pages 1-18, April.
  11. Miftahorrozi Miftahorrozi & Shabeer Khan & Muhammad Ishaq Bhatti, 2022, "Waste Bank-Socio-Economic Empowerment Nexus in Indonesia: The Stance of Maqasid al-Shariʻah," JRFM, MDPI, volume 15, issue 7, pages 1-23, June.
  12. Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022, "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, volume 14, issue 13, pages 1-17, June.
  13. Dawood Ashraf & Mohsin Khawaja & M. Ishaq Bhatti, 2022, "Raising capital amid economic policy uncertainty: an empirical investigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-32, December, DOI: 10.1186/s40854-022-00379-w.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Jade Burley & Nora Samir & Anna Price & Anneka Parker & Anna Zhu & Valsamma Eapen & Diana Contreras-Suarez & Natalie Schreurs & Kenny Lawson & Raghu Lingam & Rebekah Grace & Shanti Raman & Lynn Kemp &, 2022, "Connecting Healthcare with Income Maximisation Services: A Systematic Review on the Health, Wellbeing and Financial Impacts for Families with Young Children," IJERPH, MDPI, volume 19, issue 11, pages 1-15, May.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022, "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 341-358, DOI: 10.1016/j.iref.2021.10.003.
  24. Meng-Wai Lee & Michael Meow-Chung Yap & Kim-Leng Goh, 2022, "Malaysian Domestic Bond Market Experience:Lessons for Emerging Economies," Capital Markets Review, Malaysian Finance Association, volume 30, issue 2, pages 1-18.
  25. Durand, Robert B. & Greene, William H. & Harris, Mark N. & Khoo, Joye, 2022, "Heterogeneity in speed of adjustment using finite mixture models," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105713.
  26. Harris, Mark N. & Novarese, Marco & Wilson, Chris M., 2022, "Being in the right place: A natural field experiment on the causes of position effects in individual choice," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 24-40, DOI: 10.1016/j.jebo.2021.12.004.
  27. Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022, "Household saving, health, and healthcare utilization in Japan
    [Stature, obesity, and portfolio choice]    ," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 473-497.
  28. Sarah Brown & Mark N Harris & Preety Srivastava & Karl Taylor, 2022, "Mental health, reporting bias and economic transitions
    [Semiparametric estimation with mismeasured dependent variables: an application to duration models for unemployment spells]    ," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 541-564.
  29. Henry W. Chappell & William Greene & Mark N. Harris & Christopher Spencer, 2022, "Uncertainty and the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 825-858, June, DOI: 10.1111/jmcb.12854.
  30. Guyonne Kalb & Ha Vu, 2022, "Teenage Mothers’ Health across Different Life Stages," The Economic Record, The Economic Society of Australia, volume 98, issue 321, pages 191-213, June, DOI: 10.1111/1475-4932.12653.
  31. Nicolas Hérault & Guyonne Kalb, 2022, "Understanding the rising trend in female labour force participation," Fiscal Studies, John Wiley & Sons, volume 43, issue 4, pages 341-363, December, DOI: 10.1111/1475-5890.12313.
  32. Philip Chindamo & Vance L. Martin, 2022, "The Dynamics of Structural Transformation in Australia, 1960–2020," The Economic Record, The Economic Society of Australia, volume 98, issue 322, pages 296-315, September, DOI: 10.1111/1475-4932.12690.
  33. Stan Hurn & Vance L. Martin & Lina Xu, 2022, "Specification tests for univariate diffusions," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 6, pages 607-632, July, DOI: 10.1080/07474938.2021.1995683.
  34. Anke D. Leroux & Vance L. Martin & Kathryn A. St. John, 2022, "Modeling time varying risk of natural resource assets: Implications of climate change," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 225-257, January, DOI: 10.3982/QE1597.
  35. Chan, Marc K. & Morris, Todd & Polidano, Cain & Vu, Ha, 2022, "Income and saving responses to tax incentives for private retirement savings," Journal of Public Economics, Elsevier, volume 206, issue C, DOI: 10.1016/j.jpubeco.2021.104598.
  36. Yang Yang & Han Lin Shang & Joel E. Cohen, 2022, "Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 4, pages 1979-2006, October, DOI: 10.1111/rssa.12859.
  37. Han Lin Shang & Jiguo Cao & Peijun Sang, 2022, "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 71, issue 5, pages 1205-1224, November, DOI: 10.1111/rssc.12572.
  38. 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.
  39. Shang, Han Lin & Haberman, Steven & Xu, Ruofan, 2022, "Multi-population modelling and forecasting life-table death counts," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 239-253, DOI: 10.1016/j.insmatheco.2022.07.002.
  40. Shang, Han Lin & Kearney, Fearghal, 2022, "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 1025-1049, DOI: 10.1016/j.ijforecast.2021.07.011.
  41. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  42. Yang, Yang & Yang, Yanrong & Shang, Han Lin, 2022, "Feature extraction for functional time series: Theory and application to NIR spectroscopy data," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104863.
  43. Elías, Antonio & Jiménez, Raúl & Shang, Han Lin, 2022, "On projection methods for functional time series forecasting," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104890.
  44. Ufuk Beyaztas & Hanlin Shang, 2022, "Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Forecasting, MDPI, volume 4, issue 1, pages 1-15, March.
  45. Zhe Michelle Dong & Han Lin Shang & Aaron Bruhn, 2022, "Air Pollution and Mortality Impacts," Risks, MDPI, volume 10, issue 6, pages 1-21, June.
  46. Ufuk Beyaztas & Han Lin Shang & Aylin Alin, 2022, "Function-on-Function Partial Quantile Regression," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, volume 27, issue 1, pages 149-174, March, DOI: 10.1007/s13253-021-00477-9.
  47. Han Lin Shang & Ruofan Xu, 2022, "Change point detection for COVID-19 excess deaths in Belgium," Journal of Population Research, Springer, volume 39, issue 4, pages 557-565, December, DOI: 10.1007/s12546-021-09256-2.
  48. Ufuk Beyaztas & Han Lin Shang, 2022, "Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models," Journal of Applied Statistics, Taylor & Francis Journals, volume 49, issue 5, pages 1179-1202, April, DOI: 10.1080/02664763.2020.1856351.
  49. Xin Huang & Han Lin Shang & David Pitt, 2022, "A model sufficiency test using permutation entropy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 5, pages 1017-1036, August, DOI: 10.1002/for.2849.
  50. Cheng, Tingting & Liu, Junli & Yao, Wenying & Zhao, Albert Bo, 2022, "The impact of COVID-19 pandemic on the volatility connectedness network of global stock market," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101678.
  51. Cheng, Tingting & Xing, Shuo & Yao, Wenying, 2022, "An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101820.
  52. Mardi Dungey & Jet Holloway & Abdullah Yalaman & Wenying Yao, 2022, "Characterizing financial crises using high-frequency data," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 4, pages 743-760, April, DOI: 10.1080/14697688.2022.2027504.

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. Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021, "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100517.
  4. Fazal, Rizwan & Rehman, Syed Aziz Ur & Rehman, Atiq Ur & Bhatti, Muhammad Ishaq & Hussain, Anwar, 2021, "Energy-environment-economy causal nexus in Pakistan: A graph theoretic approach," Energy, Elsevier, volume 214, issue C, DOI: 10.1016/j.energy.2020.118934.
  5. Rizwan Fazal & Syed Aziz Ur Rehman & Muhammad Ishaq Bhatti & Atiq Ur Rehman & Fariha Arooj & Umar Hayat, 2021, "A Cross-Sectoral Investigation of the Energy–Environment–Economy Causal Nexus in Pakistan: Policy Suggestions for Improved Energy Management," Energies, MDPI, volume 14, issue 17, pages 1-22, September.
  6. Nafis Alam & Ganesh Sivarajah & Muhammad Ishaq Bhatti, 2021, "Do Deposit Insurance Systems Promote Banking Stability?," IJFS, MDPI, volume 9, issue 3, pages 1-22, September.
  7. Rekha Pillai & Husam-Aldin N. Al-Malkawi & M. Ishaq Bhatti, 2021, "Assessing Institutional Dynamics of Governance Compliance in Emerging Markets: The GCC Real Estate Sector," JRFM, MDPI, volume 14, issue 10, pages 1-18, October.
  8. Najam Iqbal & Muhammad Saqib Manzoor & Muhammad Ishaq Bhatti, 2021, "Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19," JRFM, MDPI, volume 14, issue 7, pages 1-15, July.
  9. Ashfaq Habib & M. Ishaq Bhatti & Muhammad Asif Khan & Zafar Azam, 2021, "Cash Holding and Firm Value in the Presence of Managerial Optimism," JRFM, MDPI, volume 14, issue 8, pages 1-18, August.
  10. Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021, "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, volume 9, issue 22, pages 1-15, November.
  11. Bilal Haider Subhani & Umar Farooq & M. Ishaq Bhatti & Muhammad Asif Khan, 2021, "Economic Policy Uncertainty, National Culture, and Corporate Debt Financing," Sustainability, MDPI, volume 13, issue 20, pages 1-15, October.
  12. Ghulam Ghouse & Aribah Aslam & Muhammad Ishaq Bhatti, 2021, "Role of Islamic Banking during COVID-19 on Political and Financial Events: Application of Impulse Indicator Saturation," Sustainability, MDPI, volume 13, issue 21, pages 1-17, October.
  13. Nitin Kumar & Arvind Shrivastava & Purnendu Kumar & M. Ishaq Bhatti, 2021, "An Analysis of Trade Credit Behaviour of Indian Firms," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 1, pages 132-154, March, DOI: 10.1177/13915614211009659.
  14. 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.
  15. 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.
  16. Cameron, Lisa & Chase, Claire & Contreras Suarez, Diana, 2021, "Relationship between water and sanitation and maternal health: Evidence from Indonesia," World Development, Elsevier, volume 147, issue C, DOI: 10.1016/j.worlddev.2021.105637.
  17. Diana Contreras Suarez & Pushkar Maitra, 2021, "Health spillover effects of a conditional cash transfer program," Journal of Population Economics, Springer;European Society for Population Economics, volume 34, issue 3, pages 893-928, July, DOI: 10.1007/s00148-020-00809-y.
  18. Victoria Baranov & Lisa Cameron & Diana Contreras Suarez & Claire Thibout, 2021, "Theoretical Underpinnings and Meta-analysis of the Effects of Cash Transfers on Intimate Partner Violence in Low- and Middle-Income Countries," Journal of Development Studies, Taylor & Francis Journals, volume 57, issue 1, pages 1-25, January, DOI: 10.1080/00220388.2020.1762859.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Kok-tiong Lim & Kim-leng Goh & Kian-teng Kwek, 2021, "The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter?," Economics Bulletin, AccessEcon, volume 41, issue 4, pages 2433-2444.
  29. Yong Kang Cheah & Kim-Leng Goh & Azira Abdul Adzis, 2021, "Sociodemographic determinants of health care expenditure: micro level evidence of a fast-growing developing country," International Journal of Social Economics, Emerald Group Publishing Limited, volume 48, issue 4, pages 640-656, February, DOI: 10.1108/IJSE-06-2020-0393.
  30. Wing-Choong Lai & Kim-Leng Goh, 2021, "Dependence Structure Between Renminbi Movements and Volatility of Foreign Exchange Rate Returns," China Report, , volume 57, issue 1, pages 57-78, February, DOI: 10.1177/0009445520984737.
  31. William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021, "Specification and testing of hierarchical ordered response models with anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 184, issue 1, pages 31-64, January, DOI: 10.1111/rssa.12612.
  32. 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.
  33. Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2021, "Household portfolio allocation, uncertainty, and risk," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 96-117, DOI: 10.1016/j.jempfin.2021.05.004.
  34. Hussain, Inayat & Durand, Robert B. & Harris, Mark N., 2021, "Relationship lending: A source of support or a means of exploitation?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100549.
  35. Alfred Michael Dockery & Mark N. Harris & Nicholas Holyoak & Ranjodh B. Singh, 2021, "A methodology for projecting sparse populations and its application to remote Indigenous communities," Journal of Geographical Systems, Springer, volume 23, issue 1, pages 37-61, January, DOI: 10.1007/s10109-020-00329-z.
  36. Christopher Phelps & Mark N. Harris & Rachel Ong & Steven Rowley & Gavin A. Wood, 2021, "Within-city dwelling price growth and convergence: trends from Australia’s large cities," International Journal of Housing Policy, Taylor & Francis Journals, volume 21, issue 1, pages 103-126, January, DOI: 10.1080/19491247.2020.1851635.
  37. Javed Iqbal, 2021, "Sensitivities of Southeast Asian industries to the local and global business cycles," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 8, pages 1998-2023, January, DOI: 10.1108/IJOEM-08-2020-0884.
  38. Guyonne Kalb & Jordy Meekes, 2021, "Wage Growth Distribution and Changes over Time: 2001–2018," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 54, issue 1, pages 76-93, March, DOI: 10.1111/1467-8462.12397.
  39. Janeen Baxter & Deborah Cobb‐Clark & Alexander Cornish & Tiffany Ho & Guyonne Kalb & Lorraine Mazerolle & Cameron Parsell & Hal Pawson & Karen Thorpe & Lihini De Silva & Stephen R. Zubrick, 2021, "Never Let a Crisis Go to Waste: Opportunities to Reduce Social Disadvantage from COVID‐19," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 54, issue 3, pages 343-358, September, DOI: 10.1111/1467-8462.12428.
  40. Wolter H. J. Hassink & Guyonne Kalb & Jordy Meekes, 2021, "Regional Coronavirus Hotspots During the COVID-19 Outbreak in the Netherlands," De Economist, Springer, volume 169, issue 2, pages 127-140, May, DOI: 10.1007/s10645-021-09383-4.
  41. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2021, "Forecasting the volatility of asset returns: The informational gains from option prices," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 862-880, DOI: 10.1016/j.ijforecast.2020.09.012.
  42. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021, "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105985.
  43. 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.
  44. 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.
  45. Adham Sayed & Bin Peng, 2021, "Pandemics and income inequality: a historical review," SN Business & Economics, Springer, volume 1, issue 4, pages 1-17, April, DOI: 10.1007/s43546-021-00059-4.
  46. Peng, Bin & Yu, Junqi & Zhu, Yi, 2021, "A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109799.
  47. Jinqi Ye & Ziyan Chen & Bin Peng, 2021, "Is the demographic dividend diminishing in China? Evidence from population aging and economic growth during 1990–2015," Review of Development Economics, Wiley Blackwell, volume 25, issue 4, pages 2255-2274, November, DOI: 10.1111/rode.12794.
  48. Cain Polidano & Justin Ven & Sarah Voitchovsky, 2021, "Are Broad-Based Vouchers an Effective Way to Support Life-Long Learning? Evidence from an Australian Reform," Research in Higher Education, Springer;Association for Institutional Research, volume 62, issue 7, pages 998-1038, November, DOI: 10.1007/s11162-021-09631-1.
  49. Degui Li & Peter M. Robinson & Han Lin Shang, 2021, "Local Whittle estimation of long‐range dependence for functional time series," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 5-6, pages 685-695, September, DOI: 10.1111/jtsa.12577.
  50. Butler, Sunil & Kokoszka, Piotr & Miao, Hong & Shang, Han Lin, 2021, "Neural network prediction of crude oil futures using B-splines," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105080.
  51. Ufuk Beyaztas & Han Lin Shang, 2021, "A partial least squares approach for function-on-function interaction regression," Computational Statistics, Springer, volume 36, issue 2, pages 911-939, June, DOI: 10.1007/s00180-020-01058-z.
  52. Han Lin Shang & Yang Yang, 2021, "Forecasting Australian subnational age-specific mortality rates," Journal of Population Research, Springer, volume 38, issue 1, pages 1-24, March, DOI: 10.1007/s12546-020-09250-0.
  53. Han Lin Shang, 2021, "Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 4, pages 583-604, March, DOI: 10.1080/02664763.2020.1736527.
  54. Han Lin Shang & Kaiying Ji & Ufuk Beyaztas, 2021, "Granger causality of bivariate stationary curve time series," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 626-635, July, DOI: 10.1002/for.2732.
  55. 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.

2020

  1. 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.
  2. Saad Azmat & A. S. M. Sohel Azad & M. Ishaq Bhatti & Hamza Ghaffar, 2020, "Islamic Banking, Costly Religiosity, And Competition," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 43, issue 2, pages 263-303, May, DOI: 10.1111/jfir.12207.
  3. Parker, Steven & Bhatti, M. Ishaq, 2020, "Dynamics and drivers of per capita CO2 emissions in Asia," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104798.
  4. Muhammad Ishaq Bhatti & Jae H. Kim, 2020, "Towards a New Paradigm for Statistical Evidence in the Use of p -Value," Econometrics, MDPI, volume 9, issue 1, pages 1-3, December.
  5. Faridah Najuna Misman & M. Ishaq Bhatti, 2020, "The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks," JRFM, MDPI, volume 13, issue 5, pages 1-22, May.
  6. Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020, "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, volume 13, issue 9, pages 1-14, September.
  7. Hung Quang Do & M. Ishaq Bhatti & Muhammad Shahbaz, 2020, "Is ‘oil and gas’ industry of ASEAN5 countries integrated with the US counterpart?," Applied Economics, Taylor & Francis Journals, volume 52, issue 37, pages 4112-4134, July, DOI: 10.1080/00036846.2020.1731408.
  8. 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.
  9. 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.
  10. 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.
  11. Diana Contreras Suarez & Lisa Cameron, 2020, "Conditional Cash Transfers: Do They Result in More Patient Choices and Increased Educational Aspirations?," Economic Development and Cultural Change, University of Chicago Press, volume 68, issue 3, pages 729-761, DOI: 10.1086/701829.
  12. Ashton de Silva & Mikayla Novak, 2020, "Introduction to the Special Section," Economic Papers, The Economic Society of Australia, volume 39, issue 2, pages 101-103, June, DOI: 10.1111/1759-3441.12280.
  13. Roslyn Russell & Ashton de Silva, 2020, "Introduction to the Special Issue: Financial Capabilities and Well‐being," Economic Papers, The Economic Society of Australia, volume 39, issue 4, pages 314-317, December, DOI: 10.1111/1759-3441.12302.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101169.
  19. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "More shareholders, higher liquidity? Evidence from an emerging stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100696.
  20. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101455.
  21. Sarah Brown & William Greene & Mark Harris, 2020, "A novel approach to latent class modelling: identifying the various types of body mass index individuals," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 183, issue 3, pages 983-1004, June, DOI: 10.1111/rssa.12552.
  22. Sarah Brown & Mark N. Harris & Christopher Spencer, 2020, "Modelling Category Inflation with Multiple Inflation Processes: Estimation, Specification and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1342-1361, December, DOI: 10.1111/obes.12366.
  23. Harris, Mark N. & Knott, Rachel J. & Lorgelly, Paula K. & Rice, Nigel, 2020, "Using externally collected vignettes to account for reporting heterogeneity in survey self-assessment," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109325.
  24. Duncan, Alan & Harris, Mark N. & Mavisakalyan, Astghik & Nguyen, Toan, 2020, "Migration flows in commodity cycles: Assessing the role of migration policies," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103458.
  25. Mark N. Harris & Hervé Le Bihan & Patrick Sevestre, 2020, "Identifying Price Reviews by Firms: An Econometric Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 2-3, pages 293-322, March, DOI: 10.1111/jmcb.12675.
  26. Baig, Mirza Aqeel & Wizarat, Shahida & Iqbal, Javed, 2020, "How Pakistani Industries Respond to Local and World Business Cycles," Asian Economic and Financial Review, Asian Economic and Social Society, volume 10, issue 12, pages 1480-1495, DOI: 10.18488/journal.aefr.2020.1012.148.
  27. Barbara Broadway & Guyonne Kalb & Duncan McVicar & Bill Martin, 2020, "The Impact of Paid Parental Leave on Labor Supply and Employment Outcomes in Australia," Feminist Economics, Taylor & Francis Journals, volume 26, issue 3, pages 30-65, July, DOI: 10.1080/13545701.2020.1718175.
  28. Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew, 2020, "A threshold mixed count time series model: estimation and application," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 2, pages 1-18, April, DOI: 10.1515/snde-2018-0029.
  29. 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.
  30. Sayed, Adham & Peng, Bin, 2020, "The income inequality curve in the last 100 years: What happened to the Inverted-U?," Research in Economics, Elsevier, volume 74, issue 1, pages 63-72, DOI: 10.1016/j.rie.2019.12.001.
  31. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020, "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 53, issue 3, pages 429-449, September, DOI: 10.1111/1467-8462.12388.
  32. Umut Oguzoglu & Cain Polidano & Ha Vu, 2020, "Impacts from Delaying Access to Retirement Benefits on Welfare Receipt and Expenditure: Evidence from a Natural Experiment," The Economic Record, The Economic Society of Australia, volume 96, issue 312, pages 65-86, March, DOI: 10.1111/1475-4932.12521.
  33. Fearghal Kearney & Han Lin Shang, 2020, "Uncovering predictability in the evolution of the WTI oil futures curve," European Financial Management, European Financial Management Association, volume 26, issue 1, pages 238-257, January, DOI: 10.1111/eufm.12212.
  34. Shang Han Lin, 2020, "A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series," Journal of Time Series Econometrics, De Gruyter, volume 12, issue 1, pages 1-39, January, DOI: 10.1515/jtse-2019-0009.
  35. Shang, Han Lin & Haberman, Steven, 2020, "Forecasting age distribution of death counts: an application to annuity pricing," Annals of Actuarial Science, Cambridge University Press, volume 14, issue 1, pages 150-169, March.
  36. Shang, Han Lin & Haberman, Steven, 2020, "Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality," ASTIN Bulletin, Cambridge University Press, volume 50, issue 2, pages 357-379, May.
  37. Han Lin Shang & Steven Haberman, 2020, "Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?," Risks, MDPI, volume 8, issue 3, pages 1-11, July.
  38. Degui Li & Peter M. Robinson & Han Lin Shang, 2020, "Long-Range Dependent Curve Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 530, pages 957-971, April, DOI: 10.1080/01621459.2019.1604362.
  39. Han Lin Shang, 2020, "Dynamic principal component regression for forecasting functional time series in a group structure," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2020, issue 4, pages 307-322, April, DOI: 10.1080/03461238.2019.1663553.
  40. Brendan P. M. McCabe & Christopher L. Skeels, 2020, "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, volume 8, issue 1, pages 1-36, March.
  41. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020, "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 2, pages 1-26, April, DOI: 10.1515/snde-2017-0098.
  42. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020, "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 105-118, DOI: 10.1016/j.jeconom.2019.11.006.
  43. Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020, "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 314-330, September, DOI: 10.1111/1475-4932.12559.
  44. Dinesh Gajurel & Mardi Dungey & Wenying Yao & Nagaratnam Jeyasreedharan, 2020, "Jump Risk in the US Financial Sector," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 331-349, September, DOI: 10.1111/1475-4932.12565.
  45. 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.
  46. 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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Khawaja, Mohsin & Bhatti, M. Ishaq & Ashraf, Dawood, 2019, "Ownership and control in a double decision framework for raising capital," Emerging Markets Review, Elsevier, volume 41, issue C, DOI: 10.1016/j.ememar.2019.100657.
  6. Shrivastava, Arvind & Chaturvedi, Anoop & Bhatti, M. Ishaq, 2019, "Robust Bayesian analysis of a multivariate dynamic model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121451.
  7. Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019, "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 511-532, April, DOI: 10.1108/IJMF-07-2018-0220.
  8. Iman Adeinat & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019, "Customer satisfaction with Ijarah financing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 2, pages 227-243, May, DOI: 10.1108/QRFM-03-2018-0029.
  9. Naseem Al Rahahleh & M. Ishaq Bhatti & Faridah Najuna Misman, 2019, "Developments in Risk Management in Islamic Finance: A Review," JRFM, MDPI, volume 12, issue 1, pages 1-22, February.
  10. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2019, "Key Issues and the Requirements for an Effective Enterprise Decision-Making Using an Ontology-Based GOAL-Framework for Evaluation of the Organizational Goals Achievement," International Journal of Knowledge-Based Organizations (IJKBO), IGI Global Scientific Publishing, volume 9, issue 2, pages 21-42, April.
  11. Alireza Zarei & Mohamed Ariff & M. Ishaq Bhatti, 2019, "The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 14, pages 1277-1288, September, DOI: 10.1080/1351847X.2019.1589550.
  12. 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.
  13. 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.
  14. 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.
  15. Lisa Cameron & Diana Contreras Suarez & Katy Cornwell, 2019, "Understanding the determinants of maternal mortality: An observational study using the Indonesian Population Census," PLOS ONE, Public Library of Science, volume 14, issue 6, pages 1-18, June, DOI: 10.1371/journal.pone.0217386.
  16. Lisa Cameron & Diana Contreras Suarez & William Rowell, 2019, "Female Labour Force Participation in Indonesia: Why Has it Stalled?," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, volume 55, issue 2, pages 157-192, May, DOI: 10.1080/00074918.2018.1530727.
  17. Ashton de Silva & Sveta Angelopoulos & Jonathan Boymal, 2019, "The Distribution of Artistic Human Capital – A Typology Building Approach," Economic Papers, The Economic Society of Australia, volume 38, issue 2, pages 95-113, June, DOI: 10.1111/1759-3441.12236.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Meng-wai Lee & Kim-leng Goh, 2019, "Bond Market Development in Malaysia: Possible Crowding-Out from Persistent Fiscal Deficits?," Economics Bulletin, AccessEcon, volume 39, issue 3, pages 1798-1807.
  25. Lim, Zhen-Wen & Goh, Kim-Leng, 2019, "Natural gas industry transformation in Peninsular Malaysia: The journey towards a liberalised market," Energy Policy, Elsevier, volume 128, issue C, pages 197-211, DOI: 10.1016/j.enpol.2018.12.049.
  26. Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019, "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, volume 27, issue 1, pages 34-52.
  27. Wing-Choong Lai & Kim-Leng Goh, 2019, "Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-27, March, DOI: 10.1142/S021909151950005X.
  28. Henry W. Chappell & Mark N. Harris & Rob Roy McGregor & Christopher Spencer, 2019, "Stop‐Go Monetary Policy," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1698-1717, July, DOI: 10.1111/ecin.12787.
  29. Francisco Azpitarte & Abraham Chigavazira & Guyonne Kalb & Brad M. Farrant & Francisco Perales & Stephen R. Zubrick, 2019, "Childcare Use and Its Role in Indigenous Child Development: Evidence from the Longitudinal Study of Indigenous Children in Australia," The Economic Record, The Economic Society of Australia, volume 95, issue 308, pages 1-33, March, DOI: 10.1111/1475-4932.12440.
  30. Buly A. Cardak & Vance L. Martin, 2019, "Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk," The Economic Record, The Economic Society of Australia, volume 95, issue 311, pages 442-461, December, DOI: 10.1111/1475-4932.12506.
  31. Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
  32. Cardak, Buly A. & Martin, Vance L. & McAllister, Richard, 2019, "The effects of the Global Financial Crisis on the stock holding decisions of Australian households," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.04.026.
  33. Vinent, Orencio Duran & Johnston, Robert J. & Kirwan, Matthew L. & Leroux, Anke D. & Martin, Vance L., 2019, "Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration," Journal of Environmental Economics and Management, Elsevier, volume 98, issue C, DOI: 10.1016/j.jeem.2019.102262.
  34. Li, Nan & Martin, Vance L., 2019, "Real sectoral spillovers: A dynamic factor analysis of the great recession," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 77-95, DOI: 10.1016/j.jmoneco.2018.10.002.
  35. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2019, "Joint tests of contagion with applications," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 3, pages 473-490, March, DOI: 10.1080/14697688.2018.1475747.
  36. Peng, Bin & Shen, Xinyuan & Ye, Jinqi, 2019, "Testing for sphericity in a fixed effects panel data model with time-varying variances," Economics Letters, Elsevier, volume 181, issue C, pages 85-89, DOI: 10.1016/j.econlet.2019.05.012.
  37. Han Lin Shang, 2019, "Visualizing rate of change: an application to age‐specific fertility rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 1, pages 249-262, January, DOI: 10.1111/rssa.12359.
  38. Shang, Han Lin, 2019, "Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting," ASTIN Bulletin, Cambridge University Press, volume 49, issue 3, pages 619-645, September.
  39. Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin, 2019, "Forecasting of density functions with an application to cross-sectional and intraday returns," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1304-1317, DOI: 10.1016/j.ijforecast.2019.05.007.
  40. Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
  41. Gao, Yuan & Shang, Han Lin & Yang, Yanrong, 2019, "High-dimensional functional time series forecasting: An application to age-specific mortality rates," Journal of Multivariate Analysis, Elsevier, volume 170, issue C, pages 232-243, DOI: 10.1016/j.jmva.2018.10.003.
  42. Han Lin Shang & Yang Yang & Fearghal Kearney, 2019, "Intraday forecasts of a volatility index: functional time series methods with dynamic updating," Annals of Operations Research, Springer, volume 282, issue 1, pages 331-354, November, DOI: 10.1007/s10479-018-3108-4.
  43. Francis K. C. Hui & C. You & H. L. Shang & Samuel Müller, 2019, "Semiparametric Regression Using Variational Approximations," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1765-1777, October, DOI: 10.1080/01621459.2018.1518235.
  44. Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019, "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 20-40, DOI: 10.1016/j.iref.2019.02.014.
  45. 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.
  46. 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.
  47. 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. Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J., 2018, "Skill or effort? Institutional ownership and managerial efficiency," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 19-33, DOI: 10.1016/j.jbankfin.2018.04.002.
  3. Mohamed Ariff & Alireza Zarei & Ishaq Bhatti, 2018, "Test on yields of equivalently-rated bonds," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 1, pages 59-78, February, DOI: 10.1108/IMEFM-02-2017-0040.
  4. Asim Ehsan Wahla & Hamid Hasan & M. Ishaq Bhatti, 2018, "Measures of customers’ perception of carIjarahfinancing," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 9, issue 1, pages 2-16, January, DOI: 10.1108/JIABR-10-2015-0051.
  5. 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.
  6. 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.
  7. Sinclair Davidson & Ashton de Silva, 2018, "Did Recent Tobacco Reforms Change the Cigarette Market?," Economic Papers, The Economic Society of Australia, volume 37, issue 1, pages 55-74, March, DOI: 10.1111/1759-3441.12198.
  8. Jigme Nidup & Simon Feeny & Ashton Silva, 2018, "Improving Well-Being in Bhutan: A Pursuit of Happiness or Poverty Reduction?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 140, issue 1, pages 79-100, November, DOI: 10.1007/s11205-017-1775-1.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Kim-Leng Goh & Nai-peng Tey, 2018, "Nai-peng Tey ; Faculty of Economics and Administration, University of Malaya Title : Personal income in Malaysia: distribution and differentials," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 973-982.
  17. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018, "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 161-181, DOI: 10.1016/j.najef.2018.02.007.
  18. Junsheng Ha & Pei-Pei Tan & Kim-Leng Goh, 2018, "Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis," PLOS ONE, Public Library of Science, volume 13, issue 5, pages 1-21, May, DOI: 10.1371/journal.pone.0197785.
  19. Ian W. Li & Mark Harris & Peter J. Sloane, 2018, "Vertical, Horizontal and Residual Skills Mismatch in the Australian Graduate Labour Market," The Economic Record, The Economic Society of Australia, volume 94, issue 306, pages 301-315, September, DOI: 10.1111/1475-4932.12413.
  20. Sarah Brown & Mark N. Harris & Preety Srivastava & Xiaohui Zhang, 2018, "Modelling illegal drug participation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 1, pages 133-154, January, DOI: 10.1111/rssa.12252.
  21. 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.
  22. Sara Azher & Javed Iqbal, 2018, "Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2_suppl, pages 259-281, August, DOI: 10.1177/0972652718777124.
  23. Guyonne Kalb, 2018, "Paid Parental Leave and Female Labour Supply: AÂ Review," The Economic Record, The Economic Society of Australia, volume 94, issue 304, pages 80-100, March, DOI: 10.1111/1475-4932.12371.
  24. Terence C. Cheng & Guyonne Kalb & Anthony Scott, 2018, "Public, private or both? Analyzing factors influencing the labour supply of medical specialists," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 660-692, May, DOI: 10.1111/caje.12334.
  25. Guyonne Kalb & Daniel Kuehnle & Anthony Scott & Terence Chai Cheng & Sung‐Hee Jeon, 2018, "What factors affect physicians' labour supply: Comparing structural discrete choice and reduced‐form approaches," Health Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 101-119, February, DOI: 10.1002/hec.3572.
  26. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
  27. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018, "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 202-221, DOI: 10.1016/j.najef.2018.04.007.
  28. Leroux, Anke D. & Martin, Vance L. & Zheng, Hao, 2018, "Addressing water shortages by force of habit," Resource and Energy Economics, Elsevier, volume 53, issue C, pages 42-61, DOI: 10.1016/j.reseneeco.2018.02.004.
  29. Christopher L. Skeels, 2018, "Introduction to the Theory of Econometrics," The Economic Record, The Economic Society of Australia, volume 94, issue 305, pages 209-211, June, DOI: 10.1111/1475-4932.12406.
  30. Christopher L. Skeels & Frank Windmeijer, 2018, "On the Stock–Yogo Tables," Econometrics, MDPI, volume 6, issue 4, pages 1-23, November.
  31. Joshua Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018, "Invariant Inference and Efficient Computation in the Static Factor Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 522, pages 819-828, April, DOI: 10.1080/01621459.2017.1287080.
  32. Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018, "High-frequency Characterisation of Indian Banking Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2_suppl, pages 213-238, August, DOI: 10.1177/0972652718777081.

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. M. Ishaq Bhatti & Hayat Muhammad Awan & Ahmed Nabeel Siddiquei, 2017, "IMPACT OF CORPORATE IAMGE ON THE USE OF BANK SERVICE: A CASE OF CONVENTIONAL vs. ISLAMIC BANKS MARKETING," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 19, pages 1-2.
  3. Al Rahahleh, Naseem & Bhatti, M. Ishaq, 2017, "Co-movement measure of information transmission on international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 470, issue C, pages 119-131, DOI: 10.1016/j.physa.2016.11.141.
  4. Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman, 2017, "Tail dependence and information flow: Evidence from international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 474, issue C, pages 319-329, DOI: 10.1016/j.physa.2017.01.063.
  5. Nguyen, Cuong & Ishaq Bhatti, M. & Henry, Darren, 2017, "Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 480, issue C, pages 10-21, DOI: 10.1016/j.physa.2017.02.045.
  6. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2017, "Record linkage in organisations: a review and directions for future research," International Journal of Data Science, Inderscience Enterprises Ltd, volume 2, issue 4, pages 325-351.
  7. Tengku Adil Tengku Izhar & Torab Torabi & M. Ishaq Bhatti, 2017, "GOAL-Toolkit Based Ontology for Information Entrepreneurs to Evaluate the Goals Achievement: A Research Plan," International Journal of Business Analytics (IJBAN), IGI Global Scientific Publishing, volume 4, issue 3, pages 35-53, July.
  8. 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.
  9. Brett Inder & Carolyn Kabore & Sharna Nolan & Katy Cornwell & Diana Contreras Suarez & Anne Crawford & Joseph K. Kamara, 2017, "Livelihoods andChild Welfare among Poor Rural Farmers in East Africa," African Development Review, African Development Bank, volume 29, issue 2, pages 169-183, June.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Mohammad Abdul Munim Joarder & Mark Harris & Alfred M. Dockery, 2017, "Remittances and Happiness of Migrants and Their Home Households: Evidence Using Matched Samples," Journal of Development Studies, Taylor & Francis Journals, volume 53, issue 3, pages 422-443, March, DOI: 10.1080/00220388.2016.1178380.
  16. Iqbal, Javed, 2017, "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 1-17, DOI: 10.1016/j.iref.2016.11.005.
  17. Zohaib Aziz & Javed Iqbal, 2017, "Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue 2, pages 89-116, July-Dec.
  18. Guyonne Kalb, 2017, "Australian Children Growing Up with Opportunity," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 50, issue 3, pages 329-337, July.
  19. Barbara Broadway & Guyonne Kalb & Daniel Kuehnle & Miriam Maeder, 2017, "Paid Parental Leave and Child Health in Australia," The Economic Record, The Economic Society of Australia, volume 93, issue 301, pages 214-237, June.
  20. Barbara Broadway & Guyonne Kalb & Jinhu Li & Anthony Scott, 2017, "Do Financial Incentives Influence GPs' Decisions to Do After‐hours Work? A Discrete Choice Labour Supply Model," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 12, pages 52-66, December, DOI: 10.1002/hec.3476.
  21. 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.
  22. Cain Polidano & Chris Ryan, 2017, "What Happens to Students with Low Reading Proficiency at 15? Evidence from Australia," The Economic Record, The Economic Society of Australia, volume 93, issue 303, pages 600-614, December, DOI: 10.1111/1475-4932.12367.
  23. Preety Srivastava & Gang Chen & Anthony Harris, 2017, "Oral Health, Dental Insurance and Dental Service use in Australia," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 35-53, January, DOI: 10.1002/hec.3272.
  24. Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017, "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, volume 85, issue 2, pages 228-249, August.
  25. Gregory Rice & Han Lin Shang, 2017, "A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 4, pages 591-609, July.
  26. Shang, Han Lin, 2017, "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 184-200, DOI: 10.1016/j.ecosta.2016.08.004.
  27. Shang, Han Lin & Haberman, Steven, 2017, "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 166-179, DOI: 10.1016/j.insmatheco.2017.05.007.
  28. Yuan Gao & Han Lin Shang, 2017, "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, volume 5, issue 2, pages 1-18, March.
  29. Han Lin Shang, 2017, "Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 36, issue 1, pages 55-84, February, DOI: 10.1007/s11113-016-9413-1.
  30. Han Lin Shang, 2017, "Forecasting intraday S&P 500 index returns: A functional time series approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 7, pages 741-755, November.
  31. 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.
  32. Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017, "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.11.002.
  33. 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.
  34. 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.
  35. 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. 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.
  2. 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.
  3. Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016, "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, volume 58, issue C, pages 283-292, DOI: 10.1016/j.econmod.2016.05.024.
  4. Bernard Bollen & Philip Gharghori, 2016, "How is β related to asset returns?," Applied Economics, Taylor & Francis Journals, volume 48, issue 21, pages 1925-1935, May, DOI: 10.1080/00036846.2015.1111985.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Ashton de Silva & Sarah Sinclair & Sveta Angelopoulos, 2016, "Retirees, Creatives and Housing Market Complexity: Challenges for Policy-Makers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 49, issue 3, pages 340-351, September.
  11. Bin Liu & Amalia Di Iorio & Ashton De Silva, 2016, "Equity fund performance," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 359-376, August, DOI: 10.1108/SEF-04-2016-0081.
  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. Stan Shun-Pinn Lee & Kim-Leng Goh, 2016, "Regional and International Linkages of the ASEAN-5 Stock Markets: A Multivariate Garch Approach," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 12, issue 1, pages 49-71.
  16. Hussain, Inayat & Durand, Robert B. & Harris, Mark N., 2016, "Default resolution and access to fresh credit in an emerging market," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 256-274, DOI: 10.1016/j.pacfin.2016.06.009.
  17. 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.
  18. Azher, Sara & Iqbal, Javed, 2016, "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 37-48, DOI: 10.1016/j.asieco.2016.03.001.
  19. Nicolas Hérault & Guyonne Kalb, 2016, "Intergenerational correlation of labor market outcomes," Review of Economics of the Household, Springer, volume 14, issue 1, pages 231-249, March, DOI: 10.1007/s11150-013-9218-5.
  20. Anke D. Leroux & Vance L. Martin, 2016, "Hedging Supply Risks: An Optimal Water Portfolio," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 98, issue 1, pages 276-296.
  21. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, volume 4, issue 4, pages 1-24, November.
  22. Polidano, Cain & Tabasso, Domenico, 2016, "Fully integrating upper-secondary vocational and academic courses: A flexible new way?," Economics of Education Review, Elsevier, volume 55, issue C, pages 117-131, DOI: 10.1016/j.econedurev.2016.09.001.
  23. 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.
  24. Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz, 2016, "A multilevel functional data method for forecasting population, with an application to the United Kingdom," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 629-649, DOI: 10.1016/j.ijforecast.2015.10.002.
  25. Shang, Han Lin, 2016, "A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 95-104, DOI: 10.1016/j.jmva.2015.06.015.
  26. 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.
  27. Skeels, Christopher L., 2016, "The Et Interview: Adrian Pagan," Econometric Theory, Cambridge University Press, volume 32, issue 5, pages 1055-1094, October.
  28. Hyclak, Thomas J. & Skeels, Christopher L. & Taylor, Larry W., 2016, "The cardiovascular revolution and economic performance in the OECD countries," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 114-125, DOI: 10.1016/j.jmacro.2016.09.005.
  29. Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1638-1665, December, DOI: 10.1080/07474938.2015.1092808.
  30. Eric Eisenstat & Rodney W. Strachan, 2016, "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 805-820, August.
  31. Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016, "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, volume 4, issue 2, pages 1-15, June.

2015

  1. Magee, Gary & Ishaq Bhatti, M. & Li, Alice Shuaishuai, 2015, "The economic modeling of migration and consumption patterns in the English-speaking world," Economic Modelling, Elsevier, volume 50, issue C, pages 322-330, DOI: 10.1016/j.econmod.2014.07.035.
  2. Mansor, F. & Bhatti, M.I. & Ariff, M., 2015, "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 102-115, DOI: 10.1016/j.intfin.2014.12.009.
  3. Bernard Bollen, 2015, "What should the value of lambda be in the exponentially weighted moving average volatility model?," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 853-860, February, DOI: 10.1080/00036846.2014.982853.
  4. Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei, 2015, "The Global Financial Crisis and Its Impact on Australian Bank Risk," International Review of Finance, International Review of Finance Ltd., volume 15, issue 1, pages 89-111, March.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Joanne Yen-Ei Kek & Kim-Leng Goh, 2015, "Informational Content of Yield Spread: Predicting Economic Growth of Malaysia," Capital Markets Review, Malaysian Finance Association, volume 23, issue 1&2, pages 84-95.
  20. Sarah Brown & Mark N. Harris & Jake Prendergast & Preety Srivastava, 2015, "Pharmaceutical drug misuse: are industry of employment and occupation risk factors?," Industrial Relations Journal, Wiley Blackwell, volume 46, issue 5-6, pages 398-417, November.
  21. Sarah Brown & Alan Duncan & Mark N. Harris & Jennifer Roberts & Karl Taylor, 2015, "A Zero-Inflated Regression Model for Grouped Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 6, pages 822-831, December.
  22. Brown, Sarah & Greene, William H. & Harris, Mark N. & Taylor, Karl, 2015, "An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations," Economic Modelling, Elsevier, volume 50, issue C, pages 228-236, DOI: 10.1016/j.econmod.2015.06.018.
  23. William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015, "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, MIT Press, volume 1, issue 4, pages 461-493, Fall.
  24. 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.
  25. 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.
  26. Nicolas Hérault & Guyonne Kalb & Rezida Zakirova, 2015, "A Study into the Persistence of Living in a Jobless Household," The Economic Record, The Economic Society of Australia, volume 91, issue 293, pages 209-232, June.
  27. Trinh Le & Guyonne Kalb & Felix Leung, 2015, "Outcomes for teenage mothers in the first years after birth," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 18, issue 3, pages 255-279.
  28. 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.
  29. 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.
  30. 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.
  31. Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015, "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, volume 98, issue C, pages 123-130, DOI: 10.1016/j.spl.2014.12.017.
  32. Cain Polidano & Ha Vu, 2015, "Differential Labour Market Impacts from Disability Onset," Health Economics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 302-317, March, DOI: 10.1002/hec.3017.
  33. Cain Polidano & Domenico Tabasso & Yi-Ping Tseng, 2015, "A second chance at education for early school leavers," Education Economics, Taylor & Francis Journals, volume 23, issue 3, pages 358-375, June, DOI: 10.1080/09645292.2013.834294.
  34. Jha Nikhil & Polidano Cain, 2015, "Long-Run Effects of Catholic Schooling on Wages," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 15, issue 4, pages 2017-2045, October, DOI: 10.1515/bejeap-2014-0108.
  35. Han Lin Shang, 2015, "Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy," Population Studies, Taylor & Francis Journals, volume 69, issue 3, pages 317-335, November, DOI: 10.1080/00324728.2015.1074268.
  36. Christopher L. Skeels & Larry W. Taylor, 2015, "Prediction in linear index models with endogenous regressors," Stata Journal, StataCorp LLC, volume 15, issue 3, pages 627-644, September.
  37. Tuck Cheong Tang & Pei Pei Tan, 2015, "Real Interest Rate and House Prices in Malaysia: An Empirical Stud," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 270-275.
  38. Segu Zuhair & Guneratne Wickremasinghe & Riccardo Natoli, 2015, "Migrants and self-reported financial literacy," International Journal of Social Economics, Emerald Group Publishing Limited, volume 42, issue 4, pages 368-386, April, DOI: 10.1108/IJSE-09-2013-0203.
  39. 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.
  40. 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.
  41. 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.
  42. 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. 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.
  2. 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.
  3. 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.
  4. Al-Malkawi, Husam-Aldin N. & Pillai, Rekha & Bhatti, M.I., 2014, "Corporate governance practices in emerging markets: The case of GCC countries," Economic Modelling, Elsevier, volume 38, issue C, pages 133-141, DOI: 10.1016/j.econmod.2013.12.019.
  5. Al-Malkawi, Husam-Aldin Nizar & Bhatti, M. Ishaq & Magableh, Sohail I., 2014, "On the dividend smoothing, signaling and the global financial crisis," Economic Modelling, Elsevier, volume 42, issue C, pages 159-165, DOI: 10.1016/j.econmod.2014.06.007.
  6. Basov, Suren & Bhatti, M. Ishaq, 2014, "On Sharia’a-compliance, positive assortative matching, and return to investment banking," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 191-195, DOI: 10.1016/j.intfin.2013.12.010.
  7. Cuong Nguyen & M. Bhatti & Aziz Hayat, 2014, "Volatility linkages in the spot and futures market in Australia: a copula approach," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 5, pages 2589-2603, September, DOI: 10.1007/s11135-013-9909-2.
  8. M. Ishaq Bhatti & H. Awan & Z. Razaq, 2014, "The key performance indicators (KPIs) and their impact on overall organizational performance," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 6, pages 3127-3143, November, DOI: 10.1007/s11135-013-9945-y.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Sinclair Davidson & Ashton de Silva, 2014, "The Plain Truth about Plain Packaging: An Econometric Analysis of the Australian 2011 Tobacco Plain Packaging Act," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 21, issue 1, pages 27-44.
  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. William Greene & Mark N. Harris & Bruce Hollingsworth & Timothy A. Weterings, 2014, "Heterogeneity In Ordered Choice Models: A Review With Applications To Self-Assessed Health," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 1, pages 109-133, February.
  21. Greene, William & Harris, Mark N. & Hollingsworth, Bruce & Maitra, Pushkar, 2014, "A latent class model for obesity," Economics Letters, Elsevier, volume 123, issue 1, pages 1-5, DOI: 10.1016/j.econlet.2014.01.004.
  22. Brown, Sarah & Durand, Robert B. & Harris, Mark N. & Weterings, Tim, 2014, "Modelling financial satisfaction across life stages: A latent class approach," Journal of Economic Psychology, Elsevier, volume 45, issue C, pages 117-127, DOI: 10.1016/j.joep.2014.09.001.
  23. Brenda Gannon & David Harris & Mark Harris, 2014, "Threshold Effects In Nonlinear Models With An Application To The Social Capital‐Retirement‐Health Relationship," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 9, pages 1072-1083, September, DOI: 10.1002/hec.3088.
  24. Javed Iqbal & Sara Azher, 2014, "Value-at-Risk and Expected Stock Returns: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 2, pages 71-100, July-Dec.
  25. Guyonne Kalb & Trinh Le & Boyd Hunter & Felix Leung, 2014, "Identifying Important Factors for Closing the Gap in Labour Force Status between Indigenous and Non-Indigenous Australians," The Economic Record, The Economic Society of Australia, volume 90, issue 291, pages 536-550, December.
  26. Kalb, Guyonne & van Ours, Jan C., 2014, "Reading to young children: A head-start in life?," Economics of Education Review, Elsevier, volume 40, issue C, pages 1-24, DOI: 10.1016/j.econedurev.2014.01.002.
  27. Hanel, Barbara & Kalb, Guyonne & Scott, Anthony, 2014, "Nurses’ labour supply elasticities: The importance of accounting for extensive margins," Journal of Health Economics, Elsevier, volume 33, issue C, pages 94-112, DOI: 10.1016/j.jhealeco.2013.11.001.
  28. Boyd Hunter & Guyonne Kalb & Trinh le, 2014, "Do Age and Experience Always Go Together? The Example of Indigenous Employment," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 17, issue 2, pages 67-85.
  29. Liu, Shen & Maharaj, Elizabeth Ann & Inder, Brett, 2014, "Polarization of forecast densities: A new approach to time series classification," Computational Statistics & Data Analysis, Elsevier, volume 70, issue C, pages 345-361, DOI: 10.1016/j.csda.2013.10.008.
  30. Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014, "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 35, issue 6, pages 491-516, November.
  31. Martin Vance L. & Sarkar Saikat & Kanto Antti Jaakko, 2014, "Modelling nonlinearities in equity returns: the mean impact curve analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 1, pages 51-72, February, DOI: 10.1515/snde-2012-0030.
  32. Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014, "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 296-308, DOI: 10.1016/j.jbankfin.2014.05.002.
  33. Polidano, Cain & Tabasso, Domenico, 2014, "Making it real: The benefits of workplace learning in upper-secondary vocational education and training courses," Economics of Education Review, Elsevier, volume 42, issue C, pages 130-146, DOI: 10.1016/j.econedurev.2014.06.003.
  34. 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.
  35. Han Shang, 2014, "A survey of functional principal component analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 98, issue 2, pages 121-142, April, DOI: 10.1007/s10182-013-0213-1.
  36. Han Shang, 2014, "Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density," Computational Statistics, Springer, volume 29, issue 3, pages 829-848, June, DOI: 10.1007/s00180-013-0463-0.
  37. Han Lin Shang, 2014, "Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 26, issue 3, pages 599-615, September, DOI: 10.1080/10485252.2014.916806.
  38. Skeels, Christopher L. & Taylor, Larry W., 2014, "Prediction after IV estimation," Economics Letters, Elsevier, volume 122, issue 3, pages 420-422, DOI: 10.1016/j.econlet.2014.01.003.
  39. Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
  40. Md. Al Mamun & Guneratne B. Wickremasinghe, 2014, "Dynamic linkages between diffusion of Information Communication Technology and labour productivity in South Asia," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3246-3260, September, DOI: 10.1080/00036846.2014.927573.
  41. 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.
  42. 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. Basov Suren & Bhatti M. Ishaq, 2013, "Optimal Contracting Model in a Social Environment and Trust-Related Psychological Costs," The B.E. Journal of Theoretical Economics, De Gruyter, volume 13, issue 1, pages 271-284, April, DOI: 10.1515/bejte-2012-0011.
  2. Hayat, Aziz & Bhatti, M. Ishaq, 2013, "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, volume 33, issue C, pages 676-688, DOI: 10.1016/j.econmod.2013.05.016.
  3. Valadkhani, Abbas & Bollen, Bernard, 2013, "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, volume 120, issue 3, pages 491-494, DOI: 10.1016/j.econlet.2013.06.006.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Sinclair Davidson & Ashton de Silva, 2013, "Stimulating Savings: An Analysis of Cash Handouts in Australia and the United States," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 20, issue 2, pages 39-60.
  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. Scott, Anthony & Witt, Julia & Humphreys, John & Joyce, Catherine & Kalb, Guyonne & Jeon, Sung-Hee & McGrail, Matthew, 2013, "Getting doctors into the bush: General Practitioners' preferences for rural location," Social Science & Medicine, Elsevier, volume 96, issue C, pages 33-44, DOI: 10.1016/j.socscimed.2013.07.002.
  18. 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.
  19. 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.
  20. 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.
  21. Cardak, Buly A. & Johnston, David W. & Martin, Vance L., 2013, "Intergenerational earnings mobility: A new decomposition of investment and endowment effects," Labour Economics, Elsevier, volume 24, issue C, pages 39-47, DOI: 10.1016/j.labeco.2013.05.007.
  22. 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.
  23. Cain Polidano & Barbara Hanel & Hielke Buddelmeyer, 2013, "Explaining the socio-economic status school completion gap," Education Economics, Taylor & Francis Journals, volume 21, issue 3, pages 230-247, July, DOI: 10.1080/09645292.2013.789482.
  24. Cain Polidano, 2013, "Impacts of Demand-Driven Reforms on Access to Vocational Education and Training for People with Disability," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 46, issue 3, pages 369-378, September.
  25. Shang, Han Lin, 2013, "Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density," Computational Statistics & Data Analysis, Elsevier, volume 67, issue C, pages 185-198, DOI: 10.1016/j.csda.2013.05.006.
  26. Han Lin Shang, 2013, "Functional time series approach for forecasting very short-term electricity demand," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 152-168, January, DOI: 10.1080/02664763.2012.740619.
  27. Han Lin Shang, 2013, "The BUGS book: a practical introduction to Bayesian analysis," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 12, pages 2774-2775, December, DOI: 10.1080/02664763.2013.816061.
  28. 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.
  29. Rodney W. Strachan & Herman K. Van Dijk, 2013, "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 385-402, February, DOI: 10.1111/j.1468-2354.2012.00737.x.
  30. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013, "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 62-81, January.
  31. Van Hoa, Tran & Limskul, Kitti, 2013, "Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 651-658, DOI: 10.1016/j.econmod.2013.04.019.
  32. 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. 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.
  2. 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.
  3. Bhatti, M. Ishaq & Nguyen, Cuong C., 2012, "Diversification evidence from international equity markets using extreme values and stochastic copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 622-646, DOI: 10.1016/j.intfin.2012.02.004.
  4. Nguyen, Cuong C. & Bhatti, M. Ishaq, 2012, "Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 758-773, DOI: 10.1016/j.intfin.2012.03.004.
  5. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012, "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, volume 104, issue 1, pages 140-158, February.
  6. M. Ishaq Bhatti, 2012, "Human Capital Need in Islamic Finance Education: A Case of Australia," International Journal of Learning and Development, Macrothink Institute, volume 2, issue 6, pages 146-173, December.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Sarah Sinclair & Jonathan Boymal & Ashton De Silva, 2012, "A Re‐Appraisal of the Fertility Response to the Australian Baby Bonus," The Economic Record, The Economic Society of Australia, volume 88, issue s1, pages 78-87, June, DOI: j.1475-4932.2012.00805.x.
  14. Feeny, Simon & de Silva, Ashton, 2012, "Measuring absorptive capacity constraints to foreign aid," Economic Modelling, Elsevier, volume 29, issue 3, pages 725-733, DOI: 10.1016/j.econmod.2012.01.013.
  15. Taya Dumrongrittikul, 2012, "Real Exchange Rate Movements in Developed and Developing Economies: A Reinterpretation of the Balassa-Samuelson Hypothesis," The Economic Record, The Economic Society of Australia, volume 88, issue 283, pages 537-553, December, DOI: 10.1111/ecor.2012.88.issue-283.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Wong, Chan-Yuan & Goh, Kim-Leng, 2012, "The sustainability of functionality development of science and technology: Papers and patents of emerging economies," Journal of Informetrics, Elsevier, volume 6, issue 1, pages 55-65, DOI: 10.1016/j.joi.2011.07.001.
  24. Foong Swee Sim & Goh Kim Leng, 2012, "Determinants of Sectoral Cost of Equity for an Emerging Market: The Case of Malaysian Firms," Capital Markets Review, Malaysian Finance Association, volume 20, issue 1&2, pages 21-41.
  25. Chan-Yuan Wong & Kim-Leng Goh, 2012, "The pathway of development: science and technology of NIEs and selected Asian emerging economies," Scientometrics, Springer;Akadémiai Kiadó, volume 92, issue 3, pages 523-548, September, DOI: 10.1007/s11192-012-0622-z.
  26. Mark N. Harris & László Kónya & László Mátyás, 2012, "Some Stylized Facts about International Trade Flows," Review of International Economics, Wiley Blackwell, volume 20, issue 4, pages 781-792, September, DOI: j.1467-9396.2012.01054.x.
  27. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2012, "Modelling charitable donations to an unexpected natural disaster: Evidence from the U.S. Panel Study of Income Dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 1, pages 97-110, DOI: 10.1016/j.jebo.2012.08.005.
  28. 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.
  29. 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.
  30. Javed Iqbal, 2012, "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 61-91, April, DOI: 10.1177/097265271101100103.
  31. Hielke Buddelmeyer & Nicolas Hérault & Guyonne Kalb & Mark van Zijll de Jong, 2012, "Linking a Microsimulation Model to a Dynamic CGE Model: Climate Change Mitigation Policies and Income Distribution in Australia," International Journal of Microsimulation, International Microsimulation Association, volume 5, issue 2, pages 40-58.
  32. Terence Chai Cheng & Anthony Scott & Sung‐Hee Jeon & Guyonne Kalb & John Humphreys & Catherine Joyce, 2012, "What Factors Influence The Earnings Of General Practitioners And Medical Specialists? Evidence From The Medicine In Australia: Balancing Employment And Life Survey," Health Economics, John Wiley & Sons, Ltd., volume 21, issue 11, pages 1300-1317, November, DOI: 10.1002/hec.1791.
  33. 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.
  34. 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.
  35. 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.
  36. David Black & Cain Polidano & Yi-Ping Tseng, 2012, "The Re-engagement in Education of Early School Leavers," Economic Papers, The Economic Society of Australia, volume 31, issue 2, pages 202-215, June, DOI: j.1759-3441.2011.00157.x.
  37. Han Lin Shang, 2012, "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 27, issue 21, pages 593-644, DOI: 10.4054/DemRes.2012.27.21.
  38. Han Lin Shang, 2012, "Graphics for statistics and data analysis with R," Journal of Applied Statistics, Taylor & Francis Journals, volume 39, issue 8, pages 1843-1844, August, DOI: 10.1080/02664763.2012.679355.
  39. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012, "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 237-250, DOI: 10.1016/j.jeconom.2012.06.005.
  40. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012, "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 358-367, January, DOI: 10.1080/07350015.2012.663258.
  41. Tran Van Hoa, 2012, "ASEAN-India Economic, Trade and Integration Relations: Modelling the Challenges and Opportunities," Journal of Quantitative Economics, The Indian Econometric Society, volume 10, issue 1, pages 121-135, January.
  42. 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.
  43. 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.

2011

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. M. Ishaq Bhatti & M. Zafarullah & Hayat M. Awan & Khuram S. Bukhari, 2011, "Employees' perspective of organizational service quality orientation," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 4, issue 4, pages 280-294, November, DOI: 10.1108/17538391111186537.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Sarah Brown & Lisa Farrell & Mark N. Harris, 2011, "Modeling The Incidence Of Self‐Employment: Individual And Employment Type Heterogeneity," Contemporary Economic Policy, Western Economic Association International, volume 29, issue 4, pages 605-619, October, DOI: j.1465-7287.2010.00232.x.
  20. Eyob Fissuh & John Serieux & Mark N. Harris, 2011, "Measuring The Attributes Of Poverty And Its Persistence: A Case Study Of Eritrea," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue 2, pages 327-344, June.
  21. Mark Harris & Paul Levine & Christopher Spencer, 2011, "A decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," Public Choice, Springer, volume 146, issue 3, pages 413-442, March, DOI: 10.1007/s11127-010-9597-6.
  22. Lisa Farrell & Tim Fry & Mark Harris, 2011, "'A pack a day for 20 years': smoking and cigarette pack sizes," Applied Economics, Taylor & Francis Journals, volume 43, issue 21, pages 2833-2842, DOI: 10.1080/00036840903389838.
  23. David Harris & Christopher L. Skeels, 2011, "Mostly Harmless Econometrics: An Empiricist’s Companion," The Economic Record, The Economic Society of Australia, volume 87, issue 277, pages 350-352, June, DOI: j.1475-4932.2011.00742.x.
  24. 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.
  25. Wenda Yan & Terence Chai Cheng & Anthony Scott & Catherine M. Joyce & John Humphreys & Guyonne Kalb & Anne Leahy, 2011, "Medicine in Australia: Balancing Employment and Life (MABEL)," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 44, issue 1, pages 102-112, March.
  26. Guyonne Kalb, 2011, "Valuing Children; Rethinking the Economics of the Family," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 172-173, March.
  27. Sung‐Hee Jeon & Guyonne Kalb & Ha Vu, 2011, "The Dynamics of Welfare Participation among Women Who Experienced Teenage Motherhood in Australia," The Economic Record, The Economic Society of Australia, volume 87, issue 277, pages 235-251, June, DOI: j.1475-4932.2010.00685.x.
  28. John Creedy & Nicolas Hérault & Guyonne Kalb, 2011, "Measuring welfare changes in behavioural microsimulation modelling: Accounting for the random utility component," Journal of Applied Economics, Universidad del CEMA, volume 14, pages 5-34, May.
  29. Guyonne Kalb & Sholeh Maani, 2011, "How important are omitted variables, censored scores and self-selection in analysing high-school academic achievement?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 14, issue 3, pages 307-332.
  30. Cain Polidano & Kostas Mavromaras, 2011, "Participation in and Completion of Vocational Education and Training for People with a Disability," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 44, issue 2, pages 137-152, June.
  31. Anurag Sharma & Preety Srivastava, 2011, "Does Disaggregation Affect The Relationship Between Health Care Expenditure And Gdp? An Analysis Using Regime Shifts," Australian Economic Papers, Wiley Blackwell, volume 50, issue 1, pages 27-39, March.
  32. 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.
  33. 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.
  34. Han Lin Shang, 2011, "Dynamic linear models with R," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 10, pages 2369-2370, DOI: 10.1080/02664763.2010.517938.
  35. Han Lin Shang, 2011, "Bayesian Nonparametrics," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2990-2990, December, DOI: 10.1080/02664763.2011.559374.
  36. Han Lin Shang, 2011, "Non-Parametric Econometrics," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2992-2992, December, DOI: 10.1080/02664763.2011.575999.
  37. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011, "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 210-220, DOI: 10.1016/j.jeconom.2011.07.007.
  38. Guneratne Wickremasinghe, 2011, "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 3, pages 179-195, August, DOI: 10.1108/10867371111141954.
  39. 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. Bernard Bollen, 2010, "The security market plane," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 15, pages 1231-1240, DOI: 10.1080/09603101003781448.
  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. 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.
  10. 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.
  11. Wong, Chan-Yuan & Goh, Kim-Leng, 2010, "Growth behavior of publications and patents: A comparative study on selected Asian economies," Journal of Informetrics, Elsevier, volume 4, issue 4, pages 460-474, DOI: 10.1016/j.joi.2010.04.002.
  12. Hooy, Chee-Wooi & Goh, Kim-Leng, 2010, "Exposure to the world and trading-bloc risks: A multivariate capital asset pricing model," Research in International Business and Finance, Elsevier, volume 24, issue 2, pages 206-222, June.
  13. Chan-Yuan Wong & Kim-Leng Goh, 2010, "Modeling the behaviour of science and technology: self-propagating growth in the diffusion process," Scientometrics, Springer;Akadémiai Kiadó, volume 84, issue 3, pages 669-686, September, DOI: 10.1007/s11192-010-0220-x.
  14. Swee-Sim, Foong & Kim-Leng, Goh, 2010, "Measuring the Cost of Equity of Emerging Market Firms: The Case of Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 6, issue 1, pages 25-46.
  15. Max Gillman & Mark N. Harris, 2010, "The effect of inflation on growth," The Economics of Transition, The European Bank for Reconstruction and Development, volume 18, issue 4, pages 697-714, October, DOI: 10.1111/j.1468-0351.2009.00389.x.
  16. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D., 2010, "Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 311-324, February.
  17. Guyonne Kalb, 2010, "Policy Forum: Saving for Retirement: Important Considerations for Policies on Retirement Issues," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 43, issue 3, pages 289-292, September, DOI: 10.1111/j.1467-8462.2010.00605.x.
  18. Guyonne Kalb & Thor Thoresen, 2010, "A comparison of family policy designs of Australia and Norway using microsimulation models," Review of Economics of the Household, Springer, volume 8, issue 2, pages 255-287, June, DOI: 10.1007/s11150-009-9076-3.
  19. 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.
  20. 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.
  21. Lahiri, Kajal & Martin, Gael, 2010, "Bayesian forecasting in economics," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 211-215, April.
  22. 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.
  23. Fry, Renée & Martin, Vance L. & Tang, Chrismin, 2010, "A New Class of Tests of Contagion With Applications," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 423-437.
  24. Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010, "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, volume 86, issue 275, pages 465-485, December.
  25. 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.
  26. Preety Srivastava, 2010, "Does Bingeing Affect Earnings?," The Economic Record, The Economic Society of Australia, volume 86, issue 275, pages 578-595, December.
  27. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010, "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 370-379.
  28. Charemza, Wojciech W. & Strachan, Rodney & Zurawski, Piotr, 2010, "False posteriors for the long-term growth determinants," Economics Letters, Elsevier, volume 109, issue 3, pages 144-146, December.
  29. Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010, "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 326-347, April.
  30. Rodney Strachan, 2010, "Workshop on Bayesian Econometric Methods," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 135-136, June.
  31. Gary Koop & Roberto León-González & Rodney W. Strachan, 2010, "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 2, pages 224-242, April, DOI: 10.1080/07474930903382208.
  32. 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. 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.
  2. Maria Bhatti & Ishaq Bhatti, 2009, "Development in legal Issues of Corporate Governance in Islamic Finance," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 25, issue 1, pages 67-91, June, DOI: 10.1108/10264116200900004.
  3. Bernard Bollen & Anthony Skotnicki & Madhu Veeraraghavan, 2009, "Idiosyncratic volatility and security returns: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 19, pages 1573-1579, DOI: 10.1080/09603100902984327.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  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. Tan, Anthony C.K. & Goh, Kim-Leng, 2009, "Financial Disintermediation in the 1990s : Implications on Monetary Policy in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 1-27, June, DOI: 10.15057/17464.
  22. Mark N. Harris & Christopher Spencer, 2009, "The Policy Choices and Reaction Functions of Bank of England MPC Members," Southern Economic Journal, John Wiley & Sons, volume 76, issue 2, pages 482-499, October, DOI: 10.4284/sej.2009.76.2.482.
  23. Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009, "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 399-426, DOI: 10.1142/S0217590809003409.
  24. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009, "Testing For A Unit Root In The Presence Of A Possible Break In Trend," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1545-1588, December.
  25. 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.
  26. Guyonne Kalb, 2009, "Children, Labour Supply and Child Care: Challenges for Empirical Analysis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 42, issue 3, pages 276-299, September, DOI: 10.1111/j.1467-8462.2009.00545.x.
  27. John Creedy & Nicolas Hérault & Guyonne Kalb, 2009, "Abolishing the Tax-Free Threshold in Australia: Simulating Alternative Reforms," Fiscal Studies, Institute for Fiscal Studies, volume 30, issue 2, pages 219-246, June.
  28. 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.
  29. Craine Roger & Martin Vance L, 2009, "Interest Rate Conundrum," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-29, March, DOI: 10.2202/1935-1690.1819.
  30. Leroux, Anke D. & Martin, Vance L. & Goeschl, Timo, 2009, "Optimal conservation, extinction debt, and the augmented quasi-option value," Journal of Environmental Economics and Management, Elsevier, volume 58, issue 1, pages 43-57, July.
  31. 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.
  32. 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.
  33. 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.
  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.
  35. 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.
  36. Gefang Deborah & Strachan Rodney, 2009, "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-33, December, DOI: 10.2202/1558-3708.1677.
  37. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009, "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 997-1017, April.
  38. Rodney W. Strachan, 2009, "Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 245-247, March.
  39. Soheila Mirskehary & Ali Yaftian & Guneratne Wickremasinghe, 2009, "Business Ethics and Accounting Students: Australia, South Asia and East Asia," Asian Journal of Finance & Accounting, Macrothink Institute, volume 1, issue 2, pages 146162-1461, December.
  40. Dr Guneratne Wickremasinghe, 2009, "Volume 1, Nos 1 and 2," Asian Journal of Finance & Accounting, Macrothink Institute, volume 1, issue 2, pages 175176-1751, December.
  41. Guneratne Wickremasinghe, 2009, "Are real exchange rates of Papua New Guinea mean-reverting? Evidence from panel unit root tests," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 2, pages 157-161, DOI: 10.1080/13504850601018296.
  42. 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.

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. BHATTI, M.Ishaq & BODLA, Mahmud, A., 2008, "Empirical Power Comparison Of Non-Nested Tests For The Evm: Some Monte Carlo Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 5, issue 2.
  4. M. Mansoor Khan & M. Ishaq Bhatti, 2008, "Development in Islamic banking: a financial risk‐allocation approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 40-51, January, DOI: 10.1108/15265940810842401.
  5. Syed Abdi & Hayat Awan & M. Bhatti, 2008, "Is quality management a prime requisite for globalization? Some facts from the sports industry," Quality & Quantity: International Journal of Methodology, Springer, volume 42, issue 6, pages 821-833, December, DOI: 10.1007/s11135-007-9135-x.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  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. Chee-Wooi Hooy & Kim-Leng Goh, 2008, "Stock Market Integration across National Boundaries: Causes and Impediments," Capital Markets Review, Malaysian Finance Association, volume 16, issue 1, pages 13-26.
  26. Hock‐Eam Lim & Judith Rich & Mark N. Harris, 2008, "Employment Outcomes of Graduates: The Case of Universiti Utara, Malaysia," Asian Economic Journal, East Asian Economic Association, volume 22, issue 3, pages 321-341, September, DOI: 10.1111/j.1467-8381.2008.00280.x.
  27. Ben Jensen & Mark N. Harris, 2008, "Neighbourhood Measures: Quantifying the Effects of Neighbourhood Externalities," The Economic Record, The Economic Society of Australia, volume 84, issue 264, pages 68-81, March, DOI: 10.1111/j.1475-4932.2008.00447.x.
  28. Brown, Sarah & Fry, Tim R.L. & Harris, Mark N., 2008, "Untangling supply and demand in occupational choice," Economics Letters, Elsevier, volume 99, issue 2, pages 414-417, May.
  29. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2008, "Testing For Long Memory," Econometric Theory, Cambridge University Press, volume 24, issue 1, pages 143-175, February.
  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. Guyonne Kalb & Wang‐Sheng Lee, 2008, "Childcare Use And Parents’ Labour Supply In Australia," Australian Economic Papers, Wiley Blackwell, volume 47, issue 3, pages 272-295, September, DOI: 10.1111/j.1467-8454.2008.00348.x.
  32. Lixin Cai & Guyonne Kalb & Yi-Ping Tseng & Ha Vu, 2008, "The Effect of Financial Incentives on Labour Supply: Evidence for Lone Parents from Microsimulation and Quasi-Experimental Evaluation," Fiscal Studies, Institute for Fiscal Studies, volume 29, issue 2, pages 285-325, June.
  33. 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.
  34. 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.
  35. 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.
  36. Renée Fry & James Hocking & Vance L. Martin, 2008, "The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 84, issue 264, pages 17-33, March, DOI: 10.1111/j.1475-4932.2008.00444.x.
  37. John Stachurski & Vance Martin, 2008, "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, volume 76, issue 2, pages 443-450, March.
  38. Craine, Roger & Martin, Vance L., 2008, "International monetary policy surprise spillovers," Journal of International Economics, Elsevier, volume 75, issue 1, pages 180-196, May.
  39. 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.
  40. 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.
  41. 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.
  42. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008, "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 341-367, March.
  43. Tran Hoa, 2008, "Australia-China Free Trade Agreement: Causal Empirics And Political Economy," Economic Papers, The Economic Society of Australia, volume 27, issue 1, pages 19-29, March, DOI: j.1759-3441.2008.tb01023.x.
  44. Guneratne B Wickremasinghe & Jae H Kim, 2008, "Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 169-196, August, DOI: 10.1177/097265270800700203.
  45. 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.
  46. 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. 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.
  2. Avninder Gill & M. Ishaq Bhatti, 2007, "Optimal model for warehouse location and retailer allocation," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 3, pages 213-221, May, DOI: 10.1002/asmb.666.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Kim-Leng GOH & Chin-Sieng CHONG & Sook-Lu YONG, 2007, "Bank Lending Channel For Monetary Policy Transmission In Malaysia: An Ardl Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2.
  15. Kim-Leng Goh & Sook-Lu Yong, 2007, "Bank lending and monetary policy: the effects of structural shift in interest rates," Economics Bulletin, AccessEcon, volume 5, issue 5, pages 1-14.
  16. 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.
  17. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2007, "Modified Kpss Tests For Near Integration," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 355-363, April.
  18. Aliprantis, Charalambos D. & Harris, David & Tourky, Rabee, 2007, "Riesz estimators," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 431-456, February.
  19. 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.
  20. 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.
  21. Maani, Sholeh A. & Kalb, Guyonne, 2007, "Academic performance, childhood economic resources, and the choice to leave school at age 16," Economics of Education Review, Elsevier, volume 26, issue 3, pages 361-374, June.
  22. Guyonne Kalb & Wang-Sheng Lee, 2007, "The effect of an alternative childcare subsidy on labour supply: a policy simulation," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 10, issue 1, pages 39-57.
  23. Lixin Cai & Guyonne Kalb, 2007, "Health status and labour force status of older working-age Australian men," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 10, issue 4, pages 227-252.
  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. 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.
  26. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007, "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, volume 18, issue 2, pages 155-174, August.
  27. Vance L. Martin & Mardi Dungey, 2007, "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 89-119, DOI: 10.1002/jae.936.
  28. 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.
  29. Christopher L. Skeels, 2007, "Analysis of Microdata ‐ by Rainer Winkelmann and Stefan Boes," The Economic Record, The Economic Society of Australia, volume 83, issue 260, pages 113-114, March, DOI: 10.1111/j.1475-4932.2007.00387.x.
  30. 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.
  31. Rodney W. Strachan, 2007, "Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 439-468, DOI: 10.1080/07474930701220618.
  32. Tran Van Hoa, 2007, "ASEAN3+India Trade Relations," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 4, pages 341-357, December, DOI: 10.1177/097380100700100401.
  33. Cooray, Arusha. & Wickremasinghe, Guneratne., 2007, "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 171-183, September.
  34. Guneratne B Wickremasinghe, 2007, "Predictability of Exchange Rates in Sri Lanka: A Test of the Efficient Market Hypothesis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 3, issue 2, pages 43-59.

2006

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Kim-Leng Goh & Kim-Lian Kok, 2006, "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 1, pages 41-59, April.
  11. Sarah Brown & Lisa Farrell & Mark N. Harris & John G. Sessions, 2006, "Risk preference and employment contract type," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 169, issue 4, pages 849-863, October, DOI: 10.1111/j.1467-985X.2006.00424.x.
  12. 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.
  13. McCabe, Brendan & Leybourne, Stephen & Harris, David, 2006, "A Residual-Based Test For Stochastic Cointegration," Econometric Theory, Cambridge University Press, volume 22, issue 3, pages 429-456, June.
  14. 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.
  15. Lixin Cai & John Creedy & Guyonne Kalb, 2006, "Accounting For Population Ageing In Tax Microsimulation Modelling By Survey Reweighting," Australian Economic Papers, Wiley Blackwell, volume 45, issue 1, pages 18-37, March, DOI: 10.1111/j.1467-8454.2006.00275.x.
  16. John Creedy & Guyonne Kalb & Rosanna Scutella, 2006, "Income distribution in discrete hours behavioural microsimulation models: An illustration," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 4, issue 1, pages 57-76, April, DOI: 10.1007/s10888-005-9006-4.
  17. Lixin Cai & Guyonne Kalb, 2006, "Health status and labour force participation: evidence from Australia," Health Economics, John Wiley & Sons, Ltd., volume 15, issue 3, pages 241-261, March, DOI: 10.1002/hec.1053.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006, "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, volume 17, issue 2, pages 173-189, August.
  23. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006, "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, volume 2, issue 1, pages 1-27, April.
  24. Mardi Dungey & Rene Fry & Vance L. Martin, 2006, "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, volume 5, issue 2, pages 32-72, Spring/Su.
  25. Christopher L. Skeels, 2006, "Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple Edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer," The Economic Record, The Economic Society of Australia, volume 82, issue 257, pages 226-227, June, DOI: 10.1111/j.1475-4932.2006.00318.x.
  26. David J. Beggs & Christopher L. Skeels, 2006, "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 239-252, September, DOI: 10.1111/j.1475-4932.2006.00337.x.
  27. Jenny Williams & Christopher Skeels, 2006, "The Impact of Cannabis Use on Health," De Economist, Springer, volume 154, issue 4, pages 517-546, December, DOI: 10.1007/s10645-006-9028-8.
  28. 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.
  29. 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.

2005

  1. Zakir Hossain & M. Ishaq Bhatti & Mohammad Ziaul Hoque, 2005, "Econometric analysis of marketing potential of OIC countries," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 20, issue 2, pages 198-207, February, DOI: 10.1108/02686900510574601.
  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. 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.
  6. 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.
  7. Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok, 2005, "Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets," Review of Quantitative Finance and Accounting, Springer, volume 24, issue 4, pages 359-377, June, DOI: 10.1007/s11156-005-7018-6.
  8. Simon Feeny & Mark Harris & Mark Rogers, 2005, "A dynamic panel analysis of the profitability of Australian tax entities," Empirical Economics, Springer, volume 30, issue 1, pages 209-233, January, DOI: 10.1007/s00181-004-0230-8.
  9. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2005, "Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 395-409, October.
  10. Javed Iqbal & Aziz Haider, 2005, "Arbitrage Pricing Theory: Evidence From An Emerging Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 10, issue 1, pages 123-139, Jan-Jun.
  11. Denise Doiron & Guyonne Kalb, 2005, "Demands for Child Care and Household Labour Supply in Australia," The Economic Record, The Economic Society of Australia, volume 81, issue 254, pages 215-236, September, DOI: 10.1111/j.1475-4932.2005.00257.x.
  12. John Creedy & Guyonne Kalb, 2005, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 5, pages 697-734, December, DOI: 10.1111/j.0950-0804.2005.00265.x.
  13. John Creedy & Guyonne Kalb, 2005, "Measuring Welfare Changes In Labour Supply Models," Manchester School, University of Manchester, volume 73, issue 6, pages 664-685, December, DOI: 10.1111/j.1467-9957.2005.00471.x.
  14. John Creedy & Guyonne Kalb, 2005, "Behavioural Microsimulation Modelling for Tax Policy Analysis in Australia: Experience and Prospects," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 8, issue 1, pages 73-110, March.
  15. 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.
  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. Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005, "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 1, pages 9-24, DOI: 10.1080/14697680500142045.
  21. 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.
  22. Shah, C & Burke, G, 2005, "Skills Shortages: Concepts, Measurement and Policy Responses," Australian Bulletin of Labour, National Institute of Labour Studies.
  23. 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.

2004

  1. Zakir Hossain & M. Ishaq Bhatti & Zulficar Ali, 2004, "An econometric analysis of some major manufacturing industries," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 19, issue 6, pages 790-795, August, DOI: 10.1108/02686900410543895.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  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. 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.
  15. Matyas, L. & Konya, L. & Harris, M.N., 2004, "Modelling Export Activity of Eleven APEC Countries, 1978-1997," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 4.
  16. Max Gillman & Mark N. Harris & László Mátyás, 2004, "Inflation and growth: Explaining a negative effect," Empirical Economics, Springer, volume 29, issue 1, pages 149-167, January, DOI: 10.1007/s00181-003-0186-0.
  17. 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.
  18. 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.
  19. 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.
  20. Guyonne Kalb, 2004, "Introduction: The Use of Simulation Models in Policy Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 7, issue 1, pages 1-12, March.
  21. Guyonne Kalb & Rosanna Scutella, 2004, "Wage and employment rates in New Zealand from 1991 to 2001," New Zealand Economic Papers, Taylor & Francis Journals, volume 38, issue 1, pages 21-47, DOI: 10.1080/00779950409544392.
  22. Mardi Dungey & Renée Fry & Vance L. Martin, 2004, "Currency Market Contagion In The Asia‐Pacific Region," Australian Economic Papers, Wiley Blackwell, volume 43, issue 4, pages 379-395, December, DOI: 10.1111/j.1467-8454.2004.00238.x.
  23. Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004, "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, volume 15, issue 1, pages 81-102.
  24. Mardi Dungey & Vance L. Martin, 2004, "A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 3, issue 3, pages 305-330, December, DOI: 10.1177/097265270400300305.
  25. 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.
  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. 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.
  6. Mark Harris & Mark Rogers & Anthony Siouclis, 2003, "Modelling firm innovation using panel probit estimators," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 11, pages 683-686, DOI: 10.1080/1350485032000138999.
  7. Mark Harris & Simon Feeny, 2003, "Habit persistence in effective tax rates," Applied Economics, Taylor & Francis Journals, volume 35, issue 8, pages 951-958, DOI: 10.1080/0003 684032000050577.
  8. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2003, "Some Limit Theory For Autocovariances Whose Order Depends On Sample Size," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 829-864, October.
  9. Lee, Hyun-Hoon & Huh, Hyeon-Seung & Harris, David, 2003, "The relative impact of the US and Japanese business cycles on the Australian economy," Japan and the World Economy, Elsevier, volume 15, issue 1, pages 111-129, January.
  10. 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.
  11. 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.
  12. Guyonne Kalb & Jenny Williams, 2003, "Delinquency and gender," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 7, pages 425-429, DOI: 10.1080/0003684032000066822.
  13. A. S. Hurn & K. A. Lindsay & V. L. Martin, 2003, "On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 1, pages 45-63, January, DOI: 10.1111/1467-9892.00292.
  14. Mardi Dungey & Renee Fry & Vance L. Martin, 2003, "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, volume 28, issue 2, pages 157-182, September, DOI: 10.1177/031289620302800203.
  15. Chandra Shah & Michael Long, 2003, "Employment changes and job openings for new entrants in nursing and caring occupations in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 6, issue 3, pages 453-472, September.
  16. Chandra Shah, 2003, "Employment Shifts in the Technical and Further Education Workforce in Victoria," Education Economics, Taylor & Francis Journals, volume 11, issue 2, pages 193-208, DOI: 10.1080/09645290210135779.
  17. 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.
  18. Strachan, Rodney W, 2003, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 185-195, January.
  19. Rodney W. Strachan & Herman K. van Dijk, 2003, "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 863-876, December, DOI: 10.1046/j.0305-9049.2003.00095.x.

2002

  1. 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.
  2. Moosa, Imad A. & Bollen, Bernard, 2002, "A benchmark for measuring bias in estimated daily value at risk," International Review of Financial Analysis, Elsevier, volume 11, issue 1, pages 85-100.
  3. 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.
  4. 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.
  5. 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.
  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. Mark N. Harris & Joanne Loundes & Elizabeth Webster, 2002, "Determinants of Household Saving in Australia," The Economic Record, The Economic Society of Australia, volume 78, issue 241, pages 207-223, June, DOI: 10.1111/1475-4932.00024.
  9. Alan Duncan & Mark N. Harris, 2002, "Simulating the Behavioural Effects of Welfare Reforms Among Sole Parents in Australia," The Economic Record, The Economic Society of Australia, volume 78, issue 242, pages 264-276, September, DOI: 10.1111/1475-4932.00056.
  10. Stephen Knights & Mark N. Harris & Joanne Loundes, 2002, "Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence," The Economic Record, The Economic Society of Australia, volume 78, issue 242, pages 284-298, September, DOI: 10.1111/1475-4932.00058.
  11. Mark N. Harris & László Kónya & László Mátyás, 2002, "Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD, 1990–1996," The World Economy, Wiley Blackwell, volume 25, issue 3, pages 387-405, March, DOI: 10.1111/1467-9701.00438.
  12. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2002, "Stochastic cointegration: estimation and inference," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 363-384, December.
  13. 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.
  14. Denise Doiron & Guyonne Kalb, 2002, "Demand for Childcare Services and Labour Supply in Australian Families," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 35, issue 2, pages 204-213, June, DOI: 10.1111/1467-8462.00237.
  15. 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.
  16. Kees Jan Van Garderen & Chandra Shah, 2002, "Exact interpretation of dummy variables in semilogarithmic equations," Econometrics Journal, Royal Economic Society, volume 5, issue 1, pages 149-159, June.
  17. Julian Teicher & Chandra Shah & Gerard Griffin, 2002, "Australian immigration: the triumph of economics over prejudice?," International Journal of Manpower, Emerald Group Publishing Limited, volume 23, issue 3, pages 209-236, May, DOI: 10.1108/01437720210432202.
  18. 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. Imad Moosa & Bernard Bollen, 2001, "Is there a maturity effect in the price of the S&P 500 futures contract?," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 11, pages 693-695, DOI: 10.1080/13504850110036355.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Kok Kim Lian & Goh Kim Leng, 2001, "Causal Relationship Between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market," Capital Markets Review, Malaysian Finance Association, volume 9, issue 1&2, pages 49-65.
  8. 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.
  9. Jenny Chalmers & Guyonne Kalb, 2001, "Moving from Unemployment to Permanent Employment: Could a Casual Job Accelerate the Transition?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 34, issue 4, pages 415-436, December, DOI: 10.1111/1467-8462.00210.
  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. Chandra Shah & Gerald Burke, 2001, "Occupational replacement demand in Australia," International Journal of Manpower, Emerald Group Publishing Limited, volume 22, issue 7, pages 648-663, November, DOI: 10.1108/EUM0000000006235.
  14. 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.
  15. 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.

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. Goh Kim Leng & Gui Hui Keng, 2000, "Forecasting Sectoral Indices in The Kuala Lumpur Stock Exchange," Capital Markets Review, Malaysian Finance Association, volume 8, issue 1&2, pages 63-88.
  10. John Creedy & Alan S. Duncan, 2000, "Wage Functions for Demographic Groups in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 4, issue 4, pages 296-316, December.
  11. Mark Harris & Laszlo Matyas, 2000, "Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 3, pages 149-153, DOI: 10.1080/135048500351690.
  12. 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.
  13. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000, "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 697-715.
  14. 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.
  15. 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.
  16. Hikaru Hasegawa & Anoop Chaturvedi & Tran Van Hoa, 2000, "Bayesian Unit Root Test in Nonnormal AR(1) Model," Journal of Time Series Analysis, Wiley Blackwell, volume 21, issue 3, pages 261-280, May, DOI: 10.1111/1467-9892.00185.

1999

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  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. Martin, Vance L. & Wilkins, Nigel P., 1999, "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 149-175, November.
  9. C. Polidano & S. Brown & K. Woffenden & S. Beil & B.S. Fisher, 1999, "The Kyoto Protocol: Economic Impacts on Annex B Economies and Key Australian Industries," Energy & Environment, , volume 10, issue 5, pages 517-534, September, DOI: 10.1260/0958305991499748.
  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. Skeels, Christopher L. & Vella, Francis, 1999, "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, volume 92, issue 2, pages 275-294, October.

1998

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Tim R. L. Fry & Mark N. Harris, 1998, "Testing for Independence of Irrelevant Alternatives," Sociological Methods & Research, , volume 26, issue 3, pages 401-423, February, DOI: 10.1177/0049124198026003005.
  6. Michael Lee & Ritchard Longmire & Laszlo Matyas & Mark Harris, 1998, "Growth convergence: some panel data evidence," Applied Economics, Taylor & Francis Journals, volume 30, issue 7, pages 907-912, DOI: 10.1080/000368498325336.
  7. 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.
  8. Creedy, John & Martin, Vance L, 1998, "Nonlinear Modelling Using the Generalized Exponential Family of Distributions," Bulletin of Economic Research, Wiley Blackwell, volume 50, issue 3, pages 229-255, July.
  9. Lim, G. C. & Martin, Vance L. & Teo, Leslie E., 1998, "Endogenous Jumping And Asset Price Dynamics," Macroeconomic Dynamics, Cambridge University Press, volume 2, issue 2, pages 213-237, June.
  10. Chandra Shah, 1998, "Recurrent Teacher Cost per Student by Key Learning Area: Upper Secondary Schools, Victoria, Australia," Education Economics, Taylor & Francis Journals, volume 6, issue 2, pages 121-139, DOI: 10.1080/09645299800000011.
  11. 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. Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq, 1997, "On Estimated Projection Pursuit-Type Crámer-von Mises Statistics, ," Journal of Multivariate Analysis, Elsevier, volume 63, issue 1, pages 1-14, October.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Harris, David, 1997, "Principal Components Analysis of Cointegrated Time Series," Econometric Theory, Cambridge University Press, volume 13, issue 4, pages 529-557, February.
  11. 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.
  12. Shah, Chandra, 1997, "Model selection in univariate time series forecasting using discriminant analysis," International Journal of Forecasting, Elsevier, volume 13, issue 4, pages 489-500, December.
  13. Christopher Skeels & Franics Vella, 1997, "Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 1, pages 69-92, DOI: 10.1080/07474939708800373.

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. 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.
  3. Mark N. Harris, 1996, "Modelling the Probability of Youth Unemployment in Australia," The Economic Record, The Economic Society of Australia, volume 72, issue 217, pages 118-129, June, DOI: 10.1111/j.1475-4932.1996.tb00946.x.
  4. Fry, Tim R. L. & Harris, Mark N., 1996, "A Monte Carlo study of tests for the independence of irrelevant alternatives property," Transportation Research Part B: Methodological, Elsevier, volume 30, issue 1, pages 19-30, February.
  5. 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.
  6. Inder, Brett & Hao, Kang, 1996, "A New Test for Structural Change," Empirical Economics, Springer, volume 21, issue 3, pages 475-482.
  7. Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Ton C. F., 1996, "Mixtures of tails in clustered automobile collision claims," Insurance: Mathematics and Economics, Elsevier, volume 18, issue 2, pages 89-107, July.
  8. Cees Gorter & Guyonne R. J. Kalb, 1996, "Estimating the Effect of Counseling and Monitoring the Unemployed Using a Job Search Model," Journal of Human Resources, University of Wisconsin Press, volume 31, issue 3, pages 590-610.
  9. Creedy, John & Lye, Jenny & Martin, Vance L, 1996, "A Non-linear Model of the Real US-UK Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 6, pages 669-686, Nov.-Dec..
  10. McLaren, Keith R., 1996, "Parsimonious autocorrelation corrections for singular demand systems," Economics Letters, Elsevier, volume 53, issue 2, pages 115-121, November.
  11. 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.
  12. 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.

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. Harris, Mark N & Macquarie, Lachlan R, 1995, "A Comparison of Some Introductory and Undergraduate Econometric Textbooks: Review Article," Journal of Economic Surveys, Wiley Blackwell, volume 9, issue 3, pages 311-324.
  6. G.C. Lim & Vance L. Martin, 1995, "Regression‐based cointegration estimators with applications," Journal of Economic Studies, Emerald Group Publishing Limited, volume 22, issue 1, pages 3-22, February, DOI: 10.1108/01443589510076061.
  7. Bowden, Roger J & Martin, Vance L, 1995, "International Business Cycles and Financial Integration," The Review of Economics and Statistics, MIT Press, volume 77, issue 2, pages 305-320, May.
  8. 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.
  9. 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.
  10. Skeels, Christopher L., 1995, "Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation," Econometric Theory, Cambridge University Press, volume 11, issue 3, pages 484-497, June.
  11. Skeels, Christopher L., 1995, "Instrumental Variables Estimation in Misspecified Single Equations," Econometric Theory, Cambridge University Press, volume 11, issue 3, pages 498-529, June.
  12. Skeels, Christopher L. & Taylor, Larry W., 1995, "On a simultaneous equations pre-test estimator," Journal of Econometrics, Elsevier, volume 68, issue 2, pages 269-286, August.

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. Lim, G C & Martin, Vance L, 1994, "A Spectral-Temporal Index with an Application to U.S. Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 1, pages 81-93, January.
  3. Lim, G C & Martin, Vance L, 1994, "Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991," Australian Economic Papers, Wiley Blackwell, volume 33, issue 62, pages 75-95, June.
  4. Jenny N. Lye & Vance L. Martin, 1994, "Non‐Linear Time Series Modelling And Distributional Flexibility," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 1, pages 65-84, January, DOI: 10.1111/j.1467-9892.1994.tb00178.x.
  5. Creedy, John & Martin, Vance L, 1994, "A Model of the Distribution of Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 56, issue 1, pages 67-76, February.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Koenker, Roger & Machado, José A.F. & Skeels, Christopher L. & Welsh, Alan H., 1994, "Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation," Econometric Theory, Cambridge University Press, volume 10, issue 1, pages 172-197, March.
  11. Van Hoa, Tran, 1994, "Improved estimates and forecasts of error correction models in economics," Economics Letters, Elsevier, volume 46, issue 3, pages 195-202, November.
  12. Harvie, Charles & Van Hoa, Tran, 1994, "Terms of trade shocks and macroeconomic adjustment in a resource exporting economy : The case of Australia," Resources Policy, Elsevier, volume 20, issue 2, pages 101-112, June.

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. 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.
  3. Creedy, John & Martin, Vance, 1993, "Multiple equilibria and hysteresis in simple exchange models," Economic Modelling, Elsevier, volume 10, issue 4, pages 339-347, October.
  4. 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.
  5. 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.
  6. Harvie, Charles & van Hoa, Tran, 1993, "Long-term relationships of major macro-variables in a resource-related economic model of Australia : A cointegration analysis," Energy Economics, Elsevier, volume 15, issue 4, pages 257-261, October.
  7. Van Hoa, Tran, 1993, "The mixture properties of the 2SHI estimators in linear regression models," Statistics & Probability Letters, Elsevier, volume 16, issue 2, pages 111-115, January.

1992

  1. Martin, Vance L, 1992, "Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model," Australian Economic Papers, Wiley Blackwell, volume 31, issue 58, pages 1-19, June.
  2. Bowden, Roger J & Martin, Vance L, 1992, "No, Business Cycles Are Not All Alike: The United States and Australia Compared," Australian Economic Papers, Wiley Blackwell, volume 31, issue 59, pages 385-398, December.
  3. Vance L. Martin, 1992, "Threshold Time Series Models As Multimodal Distribution Jump Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 13, issue 1, pages 79-94, January, DOI: 10.1111/j.1467-9892.1992.tb00095.x.
  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.
  6. Van Hoa, Tran, 1992, "Modelling output growth : A new approach," Economics Letters, Elsevier, volume 38, issue 3, pages 279-284, March.

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.

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. Martin, Vance L, 1990, "Derivation of a Leading Index for the United States Using Kalman Filters," The Review of Economics and Statistics, MIT Press, volume 72, issue 4, pages 657-663, November.

1989

  1. Horne, Jocelyn & Martin, Vance L, 1989, "Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987," Australian Economic Papers, Wiley Blackwell, volume 28, issue 53, pages 181-200, December.
  2. Ernst A. Boehm & Vance L. Martin, 1989, "An Investigation into the Major Causes 01 Australia's Recent Inflation and Some Policy Implications," The Economic Record, The Economic Society of Australia, volume 65, issue 1, pages 1-15, March, DOI: 10.1111/j.1475-4932.1989.tb00673.x.
  3. Van Hoa, Tran & Reece, B. F., 1989, "An empirical study of optimal taxation on Australian financial institutions," Economics Letters, Elsevier, volume 29, issue 2, pages 163-166.
  4. Van Hoa, Tran, 1989, "System estimation of generalized working models : A semiparametric approach," Economics Letters, Elsevier, volume 31, issue 4, pages 363-366, December.
  5. Van Hoa, Tran & Ironmonger, D. S., 1989, "Equivalence scales : A household production approach," Economics Letters, Elsevier, volume 31, issue 4, pages 407-410, December.

1988

  1. Van Hoa, Tran & Chaturvedi, A., 1988, "The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators," Economics Letters, Elsevier, volume 28, issue 4, pages 351-355.

1987

  1. Martin, Vance L, 1987, "Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain," Australian Economic Papers, Wiley Blackwell, volume 26, issue 49, pages 188-196, December.
  2. Van Hoa, Tran, 1987, "The informational gain from Stein and hierarchial Stein estimators," Economics Letters, Elsevier, volume 23, issue 3, pages 263-267.
  3. Van Hoa, Tran, 1987, "Linear errors-in-variables models : Some performance tests on the polynomial IV estimator," Economics Letters, Elsevier, volume 25, issue 3, pages 263-265.

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. Jocelyn Horne & Vance Martin & Shane Bonetti, 1986, "Asset Substitution and Aggregate Liquidity in Australia: 1969–1983," The Economic Record, The Economic Society of Australia, volume 62, issue 1, pages 22-36, March, DOI: 10.1111/j.1475-4932.1986.tb00878.x.
  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. Van Hoa, Tran, 1986, "Measuring equivalence scales : A new system-wide method," Economics Letters, Elsevier, volume 20, issue 1, pages 95-99.
  6. Van Hoa, Tran, 1986, "The heterogeneity of the consumer's preferences over time : A system-wide analysis of discrete panel data," Economics Letters, Elsevier, volume 20, issue 3, pages 297-300.
  7. Van Hoa, Tran, 1986, "Improved estimators in some linear errors-in-variables models in finite samples," Economics Letters, Elsevier, volume 20, issue 4, pages 355-358.
  8. Van Hoa, Tran, 1986, "The inadmissibility of the 2SLS estimator in linear structural equations," Economics Letters, Elsevier, volume 21, issue 4, pages 337-341.
  9. Van Hoa, Tran, 1986, "Effects of monetary and fiscal policy on inflation : Some evidence from the J-test," Economics Letters, Elsevier, volume 22, issue 2-3, pages 187-190.
  10. Van Hoa, Tran, 1986, "Some dominance theorems on the double-k class estimator in linear models," Economics Letters, Elsevier, volume 22, issue 2-3, pages 237-240.
  11. Van Hoa, Tran, 1986, "Improved finite-sample estimators in linear models : Generalized ridge and positive-part Stein," Economics Letters, Elsevier, volume 22, issue 2-3, pages 241-245.

1985

  1. Van Hoa, Tran, 1985, "A study of economic and financial flows," Economics Letters, Elsevier, volume 17, issue 3, pages 253-256.
  2. Van Hoa, Tran, 1985, "A divisia system approach to modelling monetary aggregates," Economics Letters, Elsevier, volume 17, issue 4, pages 365-368.
  3. Van Hoa, Tran, 1985, "Effects of income distribution on household income," Economics Letters, Elsevier, volume 18, issue 4, pages 397-399.
  4. Van Hoa, Tran, 1985, "The inadmissibility of the Stein estimator in normal multiple regression equations," Economics Letters, Elsevier, volume 19, issue 1, pages 39-42.
  5. Van Hoa, Tran, 1985, "The quality of consumption : Some Australian evidence," Economics Letters, Elsevier, volume 19, issue 2, pages 189-192.

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. Van Hoa, Tran, 1984, "Direct tests of the life-cycle hypothesis using systems of generalized integrable consumption functions," Economics Letters, Elsevier, volume 15, issue 1-2, pages 181-187.
  3. Van Hoa, Tran, 1984, "Distributional effects of true economic indexes," Economics Letters, Elsevier, volume 16, issue 1-2, pages 185-189.
  4. Ironmonger, Duncan & Manning, Ian & Van Hoa, Tran, 1984, "Longitudinal working models : Estimates of household energy consumption in Australia," Energy Economics, Elsevier, volume 6, issue 1, pages 41-46, January.

1983

  1. 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.
  2. 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.
  3. Van Hoa, Tran & Ironmonger, D. S. & Manning, I., 1983, "Energy consumption in Australia : Evidence from a generalized working model," Economics Letters, Elsevier, volume 12, issue 3-4, pages 383-389.
  4. Van Hoa, Tran, 1983, "The integrability of generalized working models," Economics Letters, Elsevier, volume 13, issue 1, pages 101-104.
  5. Van Hoa, Tran, 1983, "An all-encompassing consumption function : The Australian case," Economics Letters, Elsevier, volume 13, issue 2-3, pages 237-242.

1982

  1. 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.
  2. McLaren, Keith, 1982, "Estimation of Translog Demand Systems," Australian Economic Papers, Wiley Blackwell, volume 21, issue 39, pages 392-406, December.

1981

  1. 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.
  2. Tran Hoa, 1981, "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 117, issue 1, pages 110-124, March, DOI: 10.1007/BF02696579.

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. 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.

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).

2016

  1. Suren Basov & M. Ishaq Bhatti, 2016, "Islamic Finance in the Light of Modern Economic Theory," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-28662-8, ISBN: ARRAY(0xa4634110), April, DOI: 10.1057/978-1-137-28662-8.

2013

  1. Martin,Vance & Hurn,Stan & Harris,David, 2013, "Econometric Modelling with Time Series," Cambridge Books, Cambridge University Press, number 9780521139816.

2011

  1. Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011, "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, number 9780199739837, ISBN: ARRAY(0x82564f98).

2008

  1. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Developments in Islamic Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-0-230-58230-9, ISBN: ARRAY(0x8c7f9020), February, DOI: 10.1057/9780230582309.
  2. Tran Van Hoa & Charles Harvie (ed.), 2008, "Regional Trade Agreements in Asia," Books, Edward Elgar Publishing, number 12577, ISBN: ARRAY(0x95db36e0).

2007

  1. Hielke Buddelmeyer & John Creedy & Guyonne Kalb, 2007, "Tax Policy Design and Behavioural Microsimulation Modelling," Books, Edward Elgar Publishing, number 4235, ISBN: ARRAY(0x9523d828).

2006

  1. John Creedy & Guyonne Kalb, 2006, "Labour Supply and Microsimulation," Books, Edward Elgar Publishing, number 4236, ISBN: ARRAY(0x981d2cb0).

2003

  1. Tran Van Hoa (ed.), 2003, "Competition Policy and Global Competitiveness in Major Asian Economies," Books, Edward Elgar Publishing, number 2814, ISBN: ARRAY(0x94718a10).

2002

  1. John Creedy & Alan S. Duncan & Mark Harris & Rosanna Scutella, 2002, "Microsimulation Modelling of Taxation and the Labour Market," Books, Edward Elgar Publishing, number 2796, ISBN: ARRAY(0x945e6050).
  2. Tran Van Hoa (ed.), 2002, "Economic Crisis Management," Books, Edward Elgar Publishing, number 2412, ISBN: ARRAY(0x957e3ee8).

2001

  1. Tran Van Hoa (ed.), 2001, "The Asia Recovery," Books, Edward Elgar Publishing, number 2211, ISBN: ARRAY(0x94e58188).

2000

  1. Tran Van Hoa (ed.), 2000, "China’s Trade and Investment after the Asia Crisis," Books, Edward Elgar Publishing, number 2010, ISBN: ARRAY(0x99281078).

1997

  1. John Creedy & Vance L. Martin (ed.), 1997, "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314, ISBN: ARRAY(0x95c7cb30).

1994

  1. John Creedy & Vance L. Martin (ed.), 1994, "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116, ISBN: ARRAY(0x948cc2f8).

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. László Balázsi & Maurice J. G. Bun & Felix Chan & Mark N. Harris, 2024, "Models with Endogenous Regressors," Advanced Studies in Theoretical and Applied Econometrics, Springer, chapter 0, in: Laszlo Matyas, "The Econometrics of Multi-dimensional Panels", DOI: 10.1007/978-3-031-49849-7_5.
  3. Maurice J. G. Bun & Felix Chan & Mark N. Harris & Wei Ern Ben Yeo, 2024, "Dynamic Models and Reciprocity," Advanced Studies in Theoretical and Applied Econometrics, Springer, chapter 0, in: Laszlo Matyas, "The Econometrics of Multi-dimensional Panels", DOI: 10.1007/978-3-031-49849-7_6.

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.
  2. Felix Chan & Mark N. Harris & Ranjodh B. Singh & Wei (Ben) Ern Yeo, 2022, "Nonlinear Econometric Models with Machine Learning," Advanced Studies in Theoretical and Applied Econometrics, Springer, chapter 0, in: Felix Chan & László Mátyás, "Econometrics with Machine Learning", DOI: 10.1007/978-3-031-15149-1_2.

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.
  2. I. M. Withanawasam & G. Wickremasinghe & M. Naidoo, 2021, "Exploring Motivation for Listed Companies and Measures Taken Towards Managing Environmental Collision: Evidence from Sri Lanka," Future of Business and Finance, Springer, chapter 10, in: Satinder Dhiman & Ramanie Samaratunge, "New Horizons in Management, Leadership and Sustainability", DOI: 10.1007/978-3-030-62171-1_10.
  3. I. M. Withanawasam & G. Wickremasinghe & M. Naidoo, 2021, "Correction to: Exploring Motivation for Listed Companies and Measures Taken Towards Managing Environmental Collision: Evidence from Sri Lanka," Future of Business and Finance, Springer, in: Satinder Dhiman & Ramanie Samaratunge, "New Horizons in Management, Leadership and Sustainability", DOI: 10.1007/978-3-030-62171-1_28.

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.
  2. Wing-Choong Lai & Kim-Leng Goh, 2020, "Copulas and Tail Dependence in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

2016

  1. 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.
  2. Han Lin Shang, 2016, "Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method," Springer Books, Springer, in: Claudio Agostinelli & Ayanendranath Basu & Peter Filzmoser & Diganta Mukherjee, "Recent Advances in Robust Statistics: Theory and Applications", DOI: 10.1007/978-81-322-3643-6_9.

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.

2013

  1. Vance L. Martin & Chris J. Paterson & Heikki Nikali & Qiubang Li, 2013, "Dynamic letter volume models: how does an economic downturn affect substitution propensities?," Chapters, Edward Elgar Publishing, chapter 12, in: Michael A. Crew & Paul R. Kleindorfer, "Reforming the Postal Sector in the Face of Electronic Competition".

2012

  1. Khuram Shahzad Bukhari & M.Ishaq Bhatti & Hayat Muhammad Awan & Amna Wahid, 2012, "Strengthening the 'Social' in Sustainable Development: Finding the Impact of Social Sustainability in Business Performance of Hospitality Sector of Pakistan," Chapters, IntechOpen, in: Zlatan Delic, "Globalization and Responsibility", DOI: 10.5772/38055.
  2. Vance L. Martin & Chris Paterson & Jessie Xiaokang Wang, 2012, "Forecasting Letter Volumes: Augmenting Econometric Baseline Projections," Chapters, Edward Elgar Publishing, chapter 5, in: Michael A. Crew & Paul R. Kleindorfer, "Multi-Modal Competition and the Future of Mail".

2011

  1. Ishaq Bhatti & Maria Bhatti, 2011, "Development of Legal Issues of Corporate Governance for Islamic Banking," Chapters, Edward Elgar Publishing, chapter 6, in: Mohamed Ariff & Munawar Iqbal, "The Foundations of Islamic Banking".
  2. 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.
  3. 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. Avninder Gill & M. Ishaq Bhatti, 2010, "Supply Chain Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Angappa Gunasekaran & Maqsood Sandhu, "Handbook On Business Information Systems".
  2. Guyonne Kalb, 2010, "Modelling Labour Supply Responses in Australia and New Zealand," Chapters, Edward Elgar Publishing, chapter 8, in: Iris Claus & Norman Gemmell & Michelle Harding & David White, "Tax Reform in Open Economies".

2008

  1. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 1, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_1.
  2. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Summary and Conclusions," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 10, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_10.
  3. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Islamic Economics: Divine Vision of Distributive Justice," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 2, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_2.
  4. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Islamic Banking and Finance Movement Worldwide: Performance and Prospects," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_3.
  5. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Conceptual Developments in Islamic Banking and Finance in Pakistan (1977–1980)," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 4, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_4.
  6. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Islamic Banking and Finance Practice in Pakistan (1981–1991)," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 5, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_5.
  7. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "The 1991 Federal Shariat Court (FSC) Judgement on Riba (Interest) and Islamic Banking and Finance Practice in Pakistan," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 6, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_6.
  8. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "Efforts to Revive Islamic Banking and Finance in Pakistan (1992–1998)," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 7, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_7.
  9. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "The Impact of the Supreme Court Judgements of 1999 and 2002 on Riba (Interest) on the IBF Movement in Pakistan (1999–2007)," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 8, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_8.
  10. Mohammad Mansoor Khan & Muhammad Ishaq Bhatti, 2008, "The Causes of the Failure of Islamic Banking and Finance in Pakistan," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 9, "Developments in Islamic Banking", DOI: 10.1057/9780230582309_9.
  11. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008, "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23013-6.

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. Mark N. Harris & KamKi Tang & Yi-Ping Tseng, 2006, "Employee Turnover: Less is Not Necessarily More?," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Panel Data Econometrics Theoretical Contributions and Empirical Applications", DOI: 10.1016/S0573-8555(06)74013-5.

2004

  1. John Creedy & Guyonne Kalb & Rosanna Scutella, 2004, "Evaluating The Income Redistribution Effects Of Tax Reforms In Discrete Hours Models," Research on Economic Inequality, Emerald Group Publishing Limited, "Studies on Economic Well-Being: Essays in the Honor of John P. Formby", DOI: 10.1016/S1049-2585(04)12008-5.

2001

  1. Tran Van Hoa, 2001, "The Asia Recovery," Chapters, Edward Elgar Publishing, chapter 1, in: Tran Van Hoa, "The Asia Recovery".
  2. Tran Van Hoa, 2001, "The Asia recovery: the road and obstacles ahead," Chapters, Edward Elgar Publishing, chapter 11, in: Tran Van Hoa, "The Asia Recovery".
  3. Tran Van Hoa, 2001, "The Asia recovery and sustainable development and growth: an overview," Chapters, Edward Elgar Publishing, chapter 2, in: Tran Van Hoa, "The Asia Recovery".
  4. Tran Van Hoa, 2001, "Malaysia's recovery: issues in economic management, trade policy, knowledge-based industries and globalization," Chapters, Edward Elgar Publishing, chapter 5, in: Tran Van Hoa, "The Asia Recovery".

2000

  1. G. C. Lim & Vance L. Martin, 2000, "Weighted Monetary Aggregates: Empirical Evidence for Australia," Palgrave Macmillan Books, Palgrave Macmillan, chapter 11, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_12.

Software components

2017

  1. Ho Fai Chan & Brenda Gannon & David Harris & Mark Harris, 2017, "THSEARCH: Stata module to evaluate threshold search model for non-linear models based on information criterion," Statistical Software Components, Boston College Department of Economics, number S458390, revised .

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