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Leigh Roberts

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Personal Details

First Name:Leigh
Middle Name:
Last Name:Roberts
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RePEc Short-ID:pro495
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http://www.victoria.ac.nz/sef/pages/staff/leighroberts/index.aspx

Affiliation

School of Economics and Finance
Wellington School of Business and Government
Victoria University of Wellington

Wellington, New Zealand
https://www.wgtn.ac.nz/business/academic-areas/economics-and-finance
RePEc:edi:egvuwnz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Vo, Long H. & Roberts, Leigh, 2014. "On long memory behaviour and predictability of financial markets," Working Paper Series 18828, Victoria University of Wellington, School of Economics and Finance.
  2. Roberts, Leigh, 2014. "Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns," Working Paper Series 18815, Victoria University of Wellington, School of Economics and Finance.
  3. Moy, Caroline & Roberts, Leigh, 2011. "Modelling New Zealand electricity prices from a risk management perspective," Working Paper Series 18594, Victoria University of Wellington, School of Economics and Finance.
  4. Tripe, David & Xia, Bingru & Roberts, Leigh, 2011. "Can implied forward mortgage rates predict future mortgage rates - recent New Zealand experience," Working Paper Series 18604, Victoria University of Wellington, School of Economics and Finance.

Articles

  1. Roberts, Leigh A., 1995. "On the Existence of Moments of Ratios of Quadratic Forms," Econometric Theory, Cambridge University Press, vol. 11(4), pages 750-774, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Roberts, Leigh A., 1995. "On the Existence of Moments of Ratios of Quadratic Forms," Econometric Theory, Cambridge University Press, vol. 11(4), pages 750-774, August.

    Cited by:

    1. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
    2. Avarucci, Marco & Beutner, Eric & Zaffaroni, Paolo, 2013. "On Moment Conditions For Quasi-Maximum Likelihood Estimation Of Multivariate Arch Models," Econometric Theory, Cambridge University Press, vol. 29(3), pages 545-566, June.
    3. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
    4. Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria, 2013. "On existence of moment of mean reversion estimator in linear diffusion models," Economics Letters, Elsevier, vol. 120(2), pages 146-148.
    5. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
    6. Bao, Yong & Kan, Raymond, 2013. "On the moments of ratios of quadratic forms in normal random variables," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 229-245.

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