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Content
2018
- 10/18 Regime switching in the presence of endogeneity
by Tom Auld & Oliver Linton - 9/18 Regime switching in the presence of endogeneity
by Tingting Cheng & Jiti Gao & Yayi Yan - 8/18 On endogeneity and shape invariance in extended partially linear single index models
by Jiti Gao & Namhyun Kim & Patrick W. Saart - 7/18 The determinants of bank loan recovery rates in good times and bad -- new evidence
by Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz - 6/18 Meta-learning how to forecast time series
by Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos - 5/18 Series estimation for single-index models under constraints
by Chaohua Dong & Jiti Gao & Bin Peng - 4/18 Anomaly detection in streaming nonstationary temporal data
by Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz - 3/18 Testing for common breaks in a multiple equations system
by Tatsushi Oka & Pierre Perron - 2/18 Approximate Bayesian forecasting
by David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe - 1/18 Varying-coefficient panel data models with partially observed factor structure
by Chaohua Dong & Jiti Gao & Bin Peng
2017
- 22/17 Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
by Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman - 21/17 Robust Bayesian exponentially tilted empirical likelihood method
by Zhichao Liu & Catherine Forbes & Heather Anderson - 20/17 A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public
by Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao - 19/17 Local logit regression for recovery rate
by Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao - 18/17 A simple nonlinear predictive model for stock returns
by Biqing Cai & Jiti Gao - 17/17 High dimensional semiparametric moment restriction models
by Chaohua Dong & Jiti Gao & Oliver Linton - 16/17 Heterogeneous panel data models with cross-sectional dependence
by Jiti Gao & Kai Xia - 15/17 Bayesian assessment of Lorenz and stochastic dominance
by David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich - 14/17 Dynamic asset price jumps and the performance of high frequency tests and measures
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes - 13/17 Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
by Tingting Cheng & Jiti Gao & Oliver Linton - 12/17 Asymptotic properties of approximate Bayesian computation
by David T. Frazier & Gael M. Martin & Christian P. Robert & Judith Rousseau - 11/17 Kernel-based inference in time-varying coefficient models with multiple integrated regressors
by Degui Li & Peter CB Phillips & Jiti Gao - 10/17 Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends
by Jiti Gao & Oliver Linton & Bin Peng - 9/17 Construction and visualization of optimal confidence sets for frequentist distributional forecasts
by David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt - 8/17 Estimation and inference in semiparametric quantile factor models
by Shujie Ma & Oliver Linton & Jiti Gao - 7/17 Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
by Xiaodong Gong & Jiti Gao - 6/17 Bayesian Inference for a 1-Factor Copula Model
by Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos - 5/17 Recursive estimation in large panel data models: Theory and practice
by Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao - 4/17 Bayesian estimation based on summary statistics: Double asymptotics and practice
by Tingting Cheng & Jiti Gao & Peter CB Phillips - 3/17 Coherent Probabilistic Forecasts for Hierarchical Time Series
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman - 2/17 Macroeconomic forecasting for Australia using a large number of predictors
by Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid - 1/17 The Australian Macro Database: An online resource for macroeconomic research in Australia
by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid
2016
- 20/16 A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries
by Fengping Tian & Jiti Gao & Ke Yang - 19/16 Another Look at Single-Index Models Based on Series Estimation
by Chaohua Dong & Jiti Gao & Bin Peng - 18/16 Asymptotic Properties of Approximate Bayesian Computation
by D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau - 17/16 Data-driven particle Filters for particle Markov Chain Monte Carlo
by Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe - 16/16 The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification
by Chuhui Li & Donald S. Poskitt & Xueyan Zhao - 15/16 Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction
by D.S. Poskitt - 14/16 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin - 13/16 Error-in-Variables Jump Regression Using Local Clustering
by Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu - 12/16 CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence
by Jiti Gao & Guangming Pan & Yanrong Yang - 11/16 CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series
by Bo Zhang & Guangming Pan & Jiti Gao - 10/16 Visualising forecasting Algorithm Performance using Time Series Instance Spaces
by Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles - 09/16 Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
by Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert - 8/16 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 7/16 Nonparametric Localized Bandwidth Selection for Kernel Density Estimation
by Tingting Cheng & Jiti Gao & Xibin Zhang - 6/16 Bayesian Rank Selection in Multivariate Regression
by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid - 5/16 A Frequency Approach to Bayesian Asymptotics
by Tingting Cheng & Jiti Gao & Peter CB Phillips - 4/16 Grouped functional time series forecasting: An application to age-specific mortality rates
by Han Lin Shang & Rob J Hyndman - 3/16 Long-term forecasts of age-specific participation rates with functional data models
by Thomas Url & Rob J Hyndman & Alexander Dokumentov - 2/16 Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach
by Guohua Feng & Jiti Gao & Xiaohui Zhang - 1/16 Bayesian Indirect Inference and the ABC of GMM
by Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen
2015
- 21/15 Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index
by Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang - 20/15 Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
by Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao - 19/15 On Consistency of Approximate Bayesian Computation
by David T. Frazier & Gael M. Martin & Christian P. Robert - 18/15 Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity
by Biqing Cai & Chaohua Dong & Jiti Gao - 17/15 Cross-sectional Independence Test for a Class of Parametric Panel Data Models
by Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo - 16/15 Forecasting with Temporal Hierarchies
by George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos - 15/15 Forecasting hierarchical and grouped time series through trace minimization
by Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman - 14/15 Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity
by G. Forchini & Bin Jiang & Bin Peng - 13/15 STR: A Seasonal-Trend Decomposition Procedure Based on Regression
by Alexander Dokumentov & Rob J. Hyndman - 12/15 Probabilistic time series forecasting with boosted additive models: an application to smart meter data
by Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton - 11/15 Forecasting Compositional Time Series: A State Space Approach
by Ralph D. Snyder & J. Keith Ord & Anne B. Koehler & Keith R. McLaren & Adrian Beaumont - 10/15 A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
by Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo - 9/15 A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks
by Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang - 8/15 Common Shocks in panels with Endogenous Regressors
by G. Forchini & Bin Jiang & Bin Peng - 7/15 Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
by Chaohua Dong & Jiti Gao & Bin Peng - 6/15 Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia
by Xiaodong Gong & Jiti Gao - 5/15 Point Optimal Testing: A Survey of the Post 1987 Literature
by Maxwell L. King & Sivagowry Sriananthakumar - 4/15 How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries
by Taya Dumrongrittikul & Heather M. Anderson - 3/15 Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
by Tingting Cheng & Jiti Gao & Xibin Zhang - 2/15 A new approach to forecasting based on exponential smoothing with independent regressors
by Ahmad Farid Osman & Maxwell L. King - 1/15 A New Class of Bivariate Threshold Cointegration Models
by Biqing Cai & Jiti Gao & Dag Tjostheim
2014
- 30/14 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 29/14 Applications of Information Measures to Assess Convergence in the Central Limit Theorem
by Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar - 28/14 Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption
by Haotian Chen & Xibin Zhang - 27/14 Semiparametric Localized Bandwidth Selection for Kernel Density Estimation
by Tingting Cheng & Jiti Gao & Xibin Zhang - 26/14 High Dimensional Correlation Matrices: CLT and Its Applications
by Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang - 25/14 Nonparametric Regression Approach to Bayesian Estimation
by Jiti Gao & Han Hong - 24/14 A Computational Implementation of GMM
by Jiti Gao & Han Hong - 23/14 The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective
by Taya Dumrongrittikul & Heather Anderson & Farshid Vahid - 22/14 Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao - 21/14 A Model Validation Procedure
by Julia Polak & Maxwell L. King & Xibin Zhang - 20/14 Approximate Bayesian Computation in State Space Models
by Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert - 19/14 Bias Correction of Persistence Measures in Fractionally Integrated Models
by Simone D. Grose & Gael M. Martin & D.S. Poskitt - 18/14 Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
by K. Nadarajah & Gael M. Martin & D.S. Poskitt - 17/14 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Rob J Hyndman & Alan Lee & Earo Wang - 16/14 Low-dimensional decomposition, smoothing and forecasting of sparse functional data
by Alexander Dokumentov & Rob J Hyndman - 15/14 Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence
by Jia Chen & Jiti Gao - 14/14 Semiparametric Localized Bandwidth Selection in Kernel Density Estimation
by Tingting Cheng & Jiti Gao & Xibin Zhang - 13/14 Boosting multi-step autoregressive forecasts
by Souhaib Ben Taieb & Rob J Hyndman - 12/14 Efficient Identification of the Pareto Optimal Set
by Ingrida Steponavice & Rob J Hyndman & Kate Smith-Miles & Laura Villanova - 11/14 Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation
by Christoph Bergmeir & Rob J Hyndman & Jose M Benitez - 10/14 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
by D.S. Poskitt & Gael M. Martin & Simone D. Grose - 9/14 Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence
by Bin Peng & Chaohua Dong & Jiti Gao - 8/14 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin - 7/14 Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
by Chaohua Dong & Jiti Gao & Dag Tjostheim - 6/14 A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility
by Keith R. McLaren & Ou Yang - 5/14 Econometric Modelling of Price Response by Alcohol Types to Inform Alcohol Tax Policies
by Preety Srivastava & Keith R. McLaren & Michael Wohlgenant & Xueyan Zhao - 4/14 Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis
by H. Youn Kim & Keith R. McLaren & K.K. Gary Wong - 3/14 On The Theory and Practice of Singular Spectrum Analysis Forecasting
by M. Atikur Rahman Khan & D.S. Poskitt - 2/14 Specification Testing in Structural Nonparametric Cointegration
by Chaohua Dong & Jiti Gao - 1/14 Econometric Time Series Specification Testing in a Class of Multiplicative Error Models
by Patrick W Saart & Jiti Gao & Nam Hyun Kim
2013
- 29/13 Bias Correction of Persistence Measures in Fractionally Integrated Models
by Simone D. Grose & Gael M. Martin & Donald S. Poskitt - 28/13 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 27/13 Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
by Degui Li & Peter C. B. Phillips & Jiti Gao - 26/13 Two-dimensional smoothing of mortality rates
by Alexander Dokumentov & Rob J Hyndman - 25/13 Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes
by D.S. Poskitt & Simone D. Grose & Gael M. Martin - 24/13 Bayesian estimation of a discrete response model with double rules of sample selection
by Rong Zhang & Brett A. Inder & Xibin Zhang - 23/13 Non-parametric Estimation of Operational Risk and Expected Shortfall
by Ainura Tursunalieva & Param Silvapulle - 22/13 Estimating Smooth Structural Change in Cointegration Models
by Peter C. B. Phillips & Degui Li & Jiti Gao - 21/13 Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models
by Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle - 20/13 A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
by Xibin Zhang & Maxwell L. King & Han Lin Shang - 19/13 Gaussian kernel GARCH models
by Xibin Zhang & Maxwell L. King - 18/13 Non- and Semi-Parametric Panel Data Models: A Selective Review
by Jia Chen & Degui Li & Jiti Gao - 17/13 Hermite Series Estimation in Nonlinear Cointegrating Models
by Biqing Cai & Jiti Gao - 16/13 Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration
by Jiti Gao & Peter C.B. Phillips - 15/13 Inference on Nonstationary Time Series with Moving Mean
by Jiti Gao & Peter M. Robinson - 14/13 A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios
by Xiangjin B. Chen & Param Silvapulle & Mervyn Silvapulle - 13/13 Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
by Xibin Zhang & Maxwell L. King & Han Lin Shang - 12/13 Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries?
by Taya Dumrongrittikul & Heather M. Anderson - 11/13 Structural-break models under mis-specification: implications for forecasting
by Boonsoo Koo & Myung Hwan Seo - 10/13 Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach
by Nam H Kim & Patrick W Saart & Jiti Gao - 9/13 Testing Independence for a Large Number of High Dimensional Random Vectors
by Guangming Pan & Jiti Gao & Yanrong Yang - 8/13 Structural-break models under mis-specification: implications for forecasting
by Boonsoo Koo & Myung Hwan Seo - 7/13 Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
by Tingting Cheng & Jiti Gao & Xibin Zhang - 6/13 Domestic and outbound tourism demand in Australia: a System-of-Equations Approach
by George Athanasopoulos & Minfeng Deng & Gang Li & Haiyan Song - 5/13 From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior
by Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher - 4/13 Canadian Monetary Policy Analysis using a Structural VARMA Model
by Mala Raghavan & George Athanasopoulos & Param Silvapulle - 3/13 Orthogonal Expansion of Levy Process Functionals: Theory and Practice
by Chaohua Dong & Jiti Gao - 2/13 Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors
by Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao - 1/13 Common non-linearities in multiple series of stock market volatility
by Heather M. Anderson & Farshid Vahid
2012
- 21/12 Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review
by Patrick Saart & Jiti Gao - 20/12 Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models
by Chaohua Dong & Jiti Gao - 19/12 Recursive and direct multi-step forecasting: the best of both worlds
by Souhaib Ben Taieb & Rob J Hyndman - 18/12 Model Specification between Parametric and Nonparametric Cointegration
by Jiti Gao & Dag Tjøstheim & Jiying Yin - 17/12 A Flexible Semiparametric Model for Time Series
by Degui Li & Oliver Linton & Zudi Lu - 16/12 An Improved Nonparametric Unit-Root Test
by Jiti Gao & Maxwell King - 15/12 Intermittent demand forecasting for inventory control: A multi-series approach
by Ralph Snyder & Adrian Beaumont & J. Keith Ord - 14/12 Nonlinear Regression with Harris Recurrent Markov Chains
by Degui Li & Dag Tjøstheim & Jiti Gao - 13/12 Using Engel Curves to Measure CPI Bias for Indonesia
by Susan Olivia & John Gibson - 12/12 Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data
by Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth - 11/12 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
by D.S. Poskitt & Wenying Yao - 10/12 Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods
by Han Lin Shang - 9/12 Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes
by D.S. Poskitt & Simone D. Grose & Gael M. Martin - 8/12 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
by D.S. Poskitt & Gael M. Martin & Simone D. Grose - 7/12 Solving Replication Problems in Complete Market by Orthogonal Series Expansion
by Chaohua Dong & Jiti Gao - 6/12 Identification, Estimation and Specification in a Class of Semiparametic Time Series Models
by Jiti Gao - 5/12 Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach
by Rong Zhang & Brett A. Inder & Xibin Zhang - 3/12 Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
by Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang - 2/12 Expansion of Lévy Process Functionals and Its Application in Statistical Estimation
by Chaohua Dong & Jiti Gao - 1/12 Independence Test for High Dimensional Random Vectors
by G. Pan & J. Gao & Y. Yang & M. Guo
2011
- 25/11 Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach
by Taya Dumrongrittikul - 24/11 Bayesian semiparametric GARCH models
by Xibin Zhang & Maxwell L. King - 23/11 Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
by Md Atikur Rahman Khan & D.S. Poskitt - 22/11 Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
by Md Atikur Rahman Khan & D.S. Poskitt - 21/11 Estimation in threshold autoregressive models with a stationary and a unit root regime
by Jiti Gao & Dag Tjøstheim & Jiying Yin - 20/11 A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors
by Jiti Gao & Maxwell King - 19/11 Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
by Chaohua Dong & Jiti Gao - 18/11 Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model
by Pipat Wongsaart & Jiti Gao - 17/11 Semiparametric Estimation in Multivariate Nonstationary Time Series Models
by Jiti Gao & Peter C.B. Phillips - 16/11 Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates
by Degui Li & Zudi Lu & Oliver Linton - 15/11 Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
by Jia Chen & Jiti Gao & Degui Li - 14/11 Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects
by Jia Chen & Jiti Gao & Degui Li - 13/11 Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
by Jiti Gao & Degui Li & Dag Tjøstheim - 12/11 Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
by Jia Chen & Jiti Gao & Degui Li - 11/11 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
by Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe - 10/11 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
by Xibin Zhang & Maxwell L. King & Han Lin Shang - 9/11 Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
by Yin Liao & Heather M. Anderson - 8/11 Forecasting Under Strucural Break Uncertainty
by Jing Tian & Heather M. Anderson - 7/11 A New Procedure For Multiple Testing Of Econometric Models
by Maxwell L. King & Xibin Zhang & Muhammad Akram - 6/11 A survey of functional principal component analysis
by Han Lin Shang - 5/11 Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework
by Taya Dumrongrittikul - 4/12 Measuring Poverty and Inequality from Highly Aggregated Small Area Data: The Changing Fortunes of Latrobe Valley Households
by Jill Wright & Ma. Rebecca Valenzuela & Duangkamon Chotikapanich - 4/11 Global Temperature Trends
by Trevor Breusch & Farshid Vahid - 3/11 The value of feedback in forecasting competitions
by George Athanasopoulos & Rob J Hyndman - 2/11 Worker time and the cost of stability
by Susan Tregeagle & Elizabeth Cox & Catherine Forbes & Cathy Humphreys & Cas O'Neill - 1/11 Coherent mortality forecasting: the product-ratio method with functional time series models
by Rob J Hyndman & Heather Booth & Farah Yasmeen
2010
- 22/10 Probabilistic Forecasts of Volatility and its Risk Premia
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose - 21/10 Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
by Shuowen Hu & D.S. Poskitt & Xibin Zhang - 20/10 Forecasting Compositional Time Series with Exponential Smoothing Methods
by Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont - 19/10 Nonparametric modeling and forecasting electricity demand: an empirical study
by Han Lin Shang - 18/10 A Bayesian approach to parameter estimation for kernel density estimation via transformations
by Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu - 17/10 Short-term load forecasting based on a semi-parametric additive model
by Shu Fan & Rob Hyndman - 16/10 The price elasticity of electricity demand in South Australia
by Shu Fan & Rob Hyndman - 15/10 Dual P-Values, Evidential Tension and Balanced Tests
by D.S. Poskitt & Arivalzahan Sengarapillai - 14/10 VARs, Cointegration and Common Cycle Restrictions
by Heather M Anderson & Farshid Vahid - 13/10 Description Length Based Signal Detection in singular Spectrum Analysis
by Md Atikur Rahman Khan & D.S. Poskitt - 12/10 Forecasting the Intermittent Demand for Slow-Moving Items
by Keith Ord & Ralph Snyder & Adrian Beaumont - 11/10 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
by Yin Liao & Heather M. Anderson & Farshid Vahid - 11/09 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
by George Athanasopoulos & Ashton de Silva - 10/10 Automatic forecasting with a modified exponential smoothing state space framework
by Alysha M De Livera - 9/10 Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach
by Farah Yasmeen & Rob J Hyndman & Bircan Erbas - 8/10 A comparison of ten principal component methods for forecasting mortality rates
by Han Lin Shang & Rob J Hyndman & Heather Booth - 7/10 A Primal Divisia Technical Change Index Based on the Output Distance Function
by Guohua Feng & Apostolos Serletis - 6/10 Health mobility: implications for efficiency and equity in priority setting
by Katharina Hauck & Aki Tsuchiya - 5/10 Adverse events in surgical inpatients: A comparative analysis of public hospitals in Victoria
by Katharina Hauck & Xueyan Zhao & Terri Jackson - 4/10 A structural equation model of adverse events and length of stay in hospitals
by Katharina Hauck & Xueyan Zhao - 3/10 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
by William Griffiths & Xiaohui Zhang & Xueyan Zhao - 2/10 A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data
by Brendan P.M. McCabe & Gael Martin & Keith Freeland