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Monash University, Department of Econometrics and Business Statistics

Monash Econometrics and Business Statistics Working Papers

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PO Box 11E, Monash University, Victoria 3800, Australia

Phone: +61 3 99052489
Fax: +61 3 99055474
Web page: http://business.monash.edu/econometrics-and-business-statistics
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Series handle: RePEc:msh:ebswps

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Content

2006

3/06 Some Nonlinear Exponential Smoothing Models are Unstable
by Rob J Hyndman & Muhammad Akram
2/06 A Complete VARMA Modelling Methodology Based on Scalar Components
by George Athanasopoulos & Farshid Vahid
1/06 The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation
by Giovanni Forchini

2005

24/05 Demand Forecasting: Evidence-based Methods
by J. Scott Armstrong & Kesten C. Green
23/05 Real Interest Rate Linkages in the Pacific Basin Region
by Philip Inyeob Ji & Jae H. Kim
22/05 Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects
by Jae H. Kim & Hristos Doucouliagos
21/05 Some Properties of Tests for Possibly Unidentified Parameters
by G. Forchini
20/05 Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model
by Giovanni Forchini
19/05 Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant
by Jahar L. Bhowmik & Maxwell L. King
18/05 Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function
by Jahar L. Bhowmik & Maxwell L. King
17/05 Competitor-oriented Objectives: The Myth of Market Share
by Kesten C. Green & J. Scott Armstrong
16/05 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases
by D. S. Poskitt
15/05 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos
14/05 On the Bimodality of the Exact Distribution of the TSLS Estimator
by Giovanni Forchini
13/05 Another Look at Measures of Forecast Accuracy
by Rob J. Hyndman & Anne B. Koehler
12/05 25 Years of IIF Time Series Forecasting: A Selective Review
by Jan G. De Gooijer & Rob J. Hyndman
11/05 Is systematic downside beta risk really priced? Evidence in emerging market data
by Don U.A. Galagedera & Robert D. Brooks
10/05 An Analysis of Watermove Water Markets
by Robert Brooks & Edwyna Harris
9/05 Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches
by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip
8/05 Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index
by Roger Gay
7/05 Time Series Forecasting: The Case for the Single Source of Error State Space
by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds
6/05 Exponential Smoothing Model Selection for Forecasting
by Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler
5/05 A Pedant's Approach to Exponential Smoothing
by Ralph D Snyder
4/05 Small Concentration Asymptotics and Instrumental Variables Inference
by D. S. Poskitt & C. L. Skeels
3/05 Forecasting age-specific breast cancer mortality using functional data models
by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig
2/05 Robust forecasting of mortality and fertility rates: a functional data approach
by Rob J. Hyndman & Md. Shahid Ullah
1/05 Rating Forecasts for Television Programs
by Denny Meyer & Rob J. Hyndman

2004

29/04 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model
by D. S. Poskitt & C. L. Skeels
28/04 Forecasting Time-Series with Correlated Seasonality
by Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman
27/04 Value of Expertise For Forecasting Decisions in Conflicts
by Kesten C. Green & J. Scott Armstrong
26/04 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
by Xibin Zhang & Maxwell L. King
25/04 Adaptive Premiums for Evolutionary Claims in Non-Life Insurance
by Roger Gay
24/04 Inflation, Financial Development and Endogenous Growth
by Max Gillman & Mark N. Harris
23/04 Inflation, Financial Development and Growth in Transition Countries
by Max Gillman & Mark N. Harris
22/04 Random Walk Smooth Transition Autoregressive Models
by Heather M. Anderson & Chin Nam Low
21/04 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
by Heather M. Anderson & Chin Nam Low & Ralph Snyder
20/04 On The Identification and Estimation of Partially Nonstationary ARMAX Systems
by D. S. Poskitt
19/04 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small
by D. S. Poskitt & C. L. Skeels
18/04 Further evidence on game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts
by Kesten C. Green
17/04 Structured analogies for forecasting
by Kesten C. Green & J. Scott Armstrong
16/04 Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data
by Don U.A. Galagedera & Elizabeth A. Maharaj
15/04 Exponential Smoothing: A Prediction Error Decomposition Principle
by Ralph D. Snyder
14/04 Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model
by Mark N. Harris & Xueyan Zhao
13/04 Testing for Dependence in Non-Gaussian Time Series Data
by B.P.M. McCabe & G.M. Martin & R.K. Freeland
12/04 Some Results on the Identification and Estimation of Vector ARMAX Processes
by D.S. Poskitt
11/04 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
by Andrew D. Sanford & Gael Martin
10/04 Estimating Components in Finite Mixtures and Hidden Markov Models
by D.S. Poskitt & Jing Zhang
9/04 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
by Xibin Zhang & Maxwell L. King & Rob J. Hyndman
8/04 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions
by Don U.A. Galagedera & Robert Faff
7/04 Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model
by Jonathan Dark
6/04 Basis convergence and long memory in volatility when dynamic hedging with SPI futures
by Jonathan Dark
5/04 Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
by Jonathan Dark
4/04 Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
by Jonathan Dark
3/04 Economic growth and contraction and their impact on the poor
by Brett Inder
2/04 Migration and Unemployment in South Africa: When Motivation Surpasses the Theory
by Katy Cornwell & Brett Inder
1/04 The Power Principle and Tail-Fatness Uncertainty
by Roger Gay

2003

22/03 Averaging Lorenz Curves
by Duangkamon Chotikapanich & William E. Griffiths
21/03 The Decline in Income Growth Volatility in the United States: Evidence from Regional Data
by Heather Anderson & Farshid Vahid
20/03 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities
by Don U.A. Galagedera & Roland Shami
19/03 Nonlinear Correlograms and Partial Autocorrelograms
by Heather M. Anderson & Farshid Vahid
18/03 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?
by Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman
17/03 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter
by Catherine S. Forbes & Gael M. Martin & Jill Wright
16/03 Persistence and Nonstationary Models
by B.P.M. McCabe & G.M. Martin & A.R. Tremayne
15/03 Simulation-Based Bayesian Estimation of Affine Term Structure Models
by Andrew D. Sanford & Gael M. Martin
14/03 Bayesian Analysis of the Stochastic Conditional Duration Model
by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin
13/03 General Insurance Premiums When Tail Fatness Is Unknown: A Fat Premium Representation Theorem
by Roger Gay
12/03 Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves
by Peter G. Hall & Rob J. Hyndman & Yanan Fan
11/03 Who are the Self-employed? A New Approach
by Sarah Brown & Lisa Farrell & Mark N. Harris
10/03 Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
by Xibin Zhang & Maxwell L. King
9/03 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter
by George Woodward & Heather Anderson
8/03 Coherent Predictions of Low Count Time Series
by B.P.M. McCabe & G.M. Martin
7/03 A Monte Carlo Investigation of Some Tests for Stochastic Dominance
by Y.K. Tse & Xibin Zhang
6/03 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin
5/03 Implicit Bayesian Inference Using Option Prices
by Gael M. Martin & Catherine S. Forbes & Vance L. Martin
4/03 Using Evolutionary Spectra to Forecast Time Series
by Elizabeth Ann Maharaj
3/03 Invertibility Conditions for Exponential Smoothing Models
by Rob J. Hyndman & Muhammad Akram & Blyth Archibald
2/03 Empirical Information Criteria for Time Series Forecasting Model Selection
by Md B. Billah & R.J. Hyndman & A.B. Koehler
1/03 Stochastic models underlying Croston's method for intermittent demand forecasting
by Lydia Shenstone & Rob J. Hyndman

2002

21/02 Choosing Lag Lengths in Nonlinear Dynamic Models
by Heather M. Anderson
20/02 Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries
by Heather M. Anderson & George Athanasopoulos & Farshid Vahid
19/02 Influence Diagnostics in GARCH Processes
by Xibin Zhang & Maxwell L. King
18/02 Estimation of Hyperbolic Diffusion Using MCMC Method
by Y.K. Tse & Xibin Zhang & Jun Yu
17/02 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
by Jun Yu & Zhenlin Yang & Xibin Zhang
16/02 The Economic Incidence of R&D and Promotion Investments in the Australian Beef Industry
by X. Zhao & J.D. Mullen & G.R. Griffith & R.R. Piggott & W.E. Griffiths
15/02 Who Bears the Burden and Who Receives the Gain? - The Case of GWRDC R&D Investments in the Australian Grape and Wine Industry
by Xueyan Zhao
14/02 Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
by Ralph D. Snyder & Catherine S. Forbes
13/02 Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence
by Robert E.J. Hibbard & Rob Brown & Keith R. McLaren
12/02 Cobb-Douglas Utility - Eventually!
by Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer
11/02 An Improved Method for Bandwidth Selection when Estimating ROC Curves
by Peter Hall & Rob J. Hyndman
10/02 Local Linear Forecasts Using Cubic Smoothing Splines
by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah
9/02 Statistical Inference on Changes in Income Inequality in Australia
by George Athanasopoulos & Farshid Vahid
8/02 Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
by Brian Hanlon & Catherine Forbes
7/02 The DOGEV Model
by Tim R.L. Fry & Mark N. Harris
6/02 Regular and Estimable Inverse Demand Systems: A Distance Function Approach
by Gary K.K. Wong & Keith R. McLaren
5/02 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
by Roland G. Shami & Catherine S. Forbes
4/02 Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns
by G.C. Lim & G.M. Martin & V.L. Martin
3/02 Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand
by Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord
2/02 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
by C.S. Forbes & G.M. Martin & J. Wright
1/02 Parametric Pricing of Higher Order Moments in S&P500 Options
by G.C. Lim & G.M. Martin & V.L. Martin

2001

11/01 Prediction Intervals for Exponential Smoothing State Space Models
by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D.
10/01 Using R to Teach Econometrics
by Racine, J & Hyndman, R.J.
9/01 The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity
by Issler, J.V. & Vahid, F.
8/01 Strategy Similarity and Coordination
by Vahid, F. & Sarin, R.
7/01 Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models
by Athanasopoulos, G. & Anderson, H.M. & Vahid, F.
6/01 Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
by Hyndman, R.J. & Erbas, B.
5/01 Unmasking the Theta Method
by Hyndman, R.J. & Billah, B.
4/01 On the Nature and Role of Hypothesis Tests
by McLean, A.
3/01 Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices
by Anderson, H.M. & Vahid, F.
2/01 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
by Vahid, F. & Issler, J.V.
1/01 Comparison of Non-Stationary Time Series in the Frequency Domain
by Maharaj, E.A.

2000

11/00 Mixed Model-Based Hazard Estimation
by Cai, T. & Hyndman, R.J. & Wand, M.P.
10/00 A structural Time Series Model with Markov Switching
by Shami, R.G. & Forbes, C.S.
9/00 A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S.
8/00 Are Casual Jobs a Freeway to Permanent Employment?
by Chalmers, J. & Kalb, G.
7/00 Bayesian Exponential Smoothing
by Forbes, C.S. & Snyder, R.D. & Shami, R.S.
6/00 Valid Bayesian Estimation of the Cointegrating Error Correction Model
by Strachan, R.
5/00 Implicit Bayesian Inference Using Option Prices
by Martin, G.M. & Forbes, C.S. & Martin, V.L.
4/00 Bayesian Soft Target Zones
by Forbes, C.S. & Kofman, P.
3/00 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models
by Anderson, H.M. & Vahid, F.
2/00 An EM Algorithm for Modelling Variably-Aggregated Demand
by Grose, S. & McLaren, K.
1/00 Estimating Demand with Varied Levels of Aggregation
by Grose, S. & McLaren, K.

1999

14/99 Understanding the Kalman Filter: an Object Oriented Programming Perspective
by Snyder, R.D. & Forbes, C.S.
13/99 Bayesian Trace Statistics for the Reduced Rank Regression Model
by Strachan, R.W. & Inder, B.
12/99 Predicting how People Play Games: a Simple Dynamic Model of Choice
by Sarin, R. & Vahid, F.
11/99 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap
by Maharaj, E.A.
10/99 Forecasting for Inventory Control with Exponential Smoothing
by Snyder, R.D. & Koehler, A. & Ord, K.
9/99 Forecasting Time Series from Clusters
by Marahaj, E.A. & Inder, B.
8/99 Does International Trade Synchronize Business Cycles?
by Anderson, H.M. & Kwark, N.-S. & Vahid, F.
7/99 Forecasting Sales of Slow and Fast Moving Inventories
by Snyder, R.
6/99 Estimating Advertising Half-Life and the Data Interval Bias
by Fry, T.R.L. & Broadbent, S. & Dixon, J.M.
5/99 Inter-Regional Migration in Australia: an Applied Economic Analysis
by Fry, J. & Fry, T.R.L. & Peter, M.W.
4/99 The Predictive Approach to Teaching Statistics
by McLean, A.
3/99 School-leavers' Transition to Tertiary Study: a Literature Review
by Evans, M.
2/99 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
by Hyndman, R.J. & Grunwald, G.K.
1/99 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method
by Koehler, A.B. & Snyder, R.D. & Ord, J.K.

1998

18/98 Institutional Characteristics and the Relationship Between Student's Last-Year University and Final-Year Secondary School Academic Performance
by Evans, M. & Farley, A.
17/98 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
by Hyndman, R.J. & Yao, Q.
16/98 Bandwidth Selection for Kernel Conditional Density Estimation
by Bashtannyk, D.M. & Hyndman, R.J.
15/98 Model Selection when a Key Parameter Is Constrained to Be in an Interval
by Hossain, M.Z. & King, M.L.
14/98 Testing Convergence in Economic Growth for OECD Countries
by Nahar, S. & Inder, B.
13/98 Lead Time demand for Simple Exponential Smoothing
by Snyder, R.D. & Koehler, A.B. & Ord, J.K.
12/98 Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression
by Fraccaro, R. & Hyndman, R. & Veevers, A.
11/98 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions
by Lasker, M.R. & King, M.L.
10/98 A General Volatility Framework and the Generalised Historical Volatility Estimator
by Bollen, B. & Inder, B.
9/98 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
by Strachan, R.W.
8/98 A New Approach to Model GNP Functions: An Application of Non-Separable Two-Stage Technologies
by Wong, G.K.K.
7/98 Nonparametric Seemingly Unrelated Regression
by Smith, M. & Kohn, R.
6/98 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
by Laskar, M.R. & King, M.L.
5/98 Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model
by Laskar, M.R. & King, M.L.
4/98 A Comparison of Alternative Estimators for Binary Panel Probit Models
by Harris, M.N. & Macquarie, L.R. & Siouclis, A.J.
3/98 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations
by Shami, R.G. & Snyder, R.D.
2/98 Estimating Long-Term Trends in Tropospheric Ozone Levels
by Smith, M. & Yau, P. & Shively, T. & Kohn, R.
1/98 U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks
by Martin, G.M.

1997

14/97 Bayesian Approaches to Segmenting A Simple Time Series
by Oliver, J.J. & Forbes, C.S.
13/97 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, M. & Mathur, S.K. & Kohn, R.
12/97 The Comparison of two or more Stationary Time Series
by Maharaj, A.
11/97 Comparison and Classification of Stationary Multivariate Time Series
by Maharaj, A.
10/97 Exponential Smoothing of Seasonal Data: A Comparison
by Shami, R.G. & Snyder, R.D.
9/97 Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition
by Snyder, R. & Inder, B.
8/97 Prediction Intervals for Arima Models
by Snyder, R.D. & Ord, J.K. & Koehler, A.B.
7/97 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence
by Matyas, L. & Konya, L. & Macquarie, L.
6/97 Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
by Smith, M. & Naik, N.Y.
5/97 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
by Martin, G.M.
4/97 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
by Martin, G.M. & Martin, V.L.
3/97 Bayesian Arbitrage Threshold Analysis
by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.
2/97 Strike Data with a Crisis Point
by Lieberman, O.
1/97 Modelling Export Activity in a Multicountry Economic Area : The APEC Case
by Matyas, L. & Konya, L. & Harris, M.N.

1996

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

1995

20/95 Interaction Between the London and New-York Stock Market During Common Trading Hours
by Kofman, P. & Martens, M.
19/95 Homogeneity of Variance Test for the Comparison of Two or More Spectra
by Maharaj, E.A. & Singh, N. & Inder, B.A.
18/95 A Modified Fluctuation Test for Structural Change
by Hao, K. & Inder, B.
17/95 Fractional Cointegration: A Bayesian Aproach
by Martin, G.
16/95 Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo
by Martin, G.
15/95 A Small Sample Variable Selection Procedure
by Forbes, C.S. & King, M.L. & Morgan, A.
14/95 A Threshold Error Correction Model for Intraday Futures and Index Returns
by Martens, M. & Kofman, P. & Vorst, T.C.F.
13/95 From Dornbush to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model
by Powell, A.A.
12/95 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances
by Ara, I. & King, M.L.
11/95 Mixtures of Tails in Clustered Automobile Claims
by Kalb, G.R.J. & Kofman, P. & Vorst, T.C.F.
10/95 Misspecified Heterogeneity in Panel Data Models
by Pierre Blanchard & Laszlo Matyas
9/95 The INITB Macros User's Guide: A Macro Collection to Write Books Using TEX
by Gabor Korosi & Laszlo Matyas

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