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Content
2008
- 3/08 Testing Conditional Asset Pricing Models: An Emerging Market Perspective
by Javed Iqbal & Robert Brooks & Don U.A. Galagedera - 2/08 Multivariate tests of asset pricing: Simulation evidence from an emerging market
by Javed Iqbal & Robert Brooks & Don U.A. Galagedera - 1/08 Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
by Kulan Ranasinghe & Mervyn J. Silvapulle
2007
- 15/07 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
by Ralph D. Snyder & Adrian Beaumont - 14/07 Non-linear exponential smoothing and positive data
by Muhammad Akram & Rob J. Hyndman & J. Keith Ord - 13/07 Long-Run Effects of BSE on Meat Consumption
by Adam Bialowas & Lisa Farrell & Mark N. Harris & Cain Polidano - 12/07 Hierarchical forecasts for Australian domestic tourism
by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman - 11/07 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
by Xibin Zhang & Robert D. Brooks & Maxwell L. King - 10/07 Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid - 9/07 Optimal combination forecasts for hierarchical time series
by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos - 8/07 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle - 7/07 A state space model for exponential smoothing with group seasonality
by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar - 6/07 Automatic time series forecasting: the forecast package for R
by Rob J. Hyndman & Yeasmin Khandakar - 5/07 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?
by Gael M. Martin & Andrew Reidy & Jill Wright - 4/07 An Assessment of Alternative State Space Models for Count Time Series
by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin - 3/07 The vector innovation structural time series framework: a simple approach to multivariate forecasting
by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder - 2/07 Effective global regularity and empirical modeling of direct, inverse and mixed demand systems
by Keith R. McLaren & K.K. Gary Wong - 1/07 Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle
2006
- 22/06 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models
by Chris M Strickland & Gael Martin & Catherine S Forbes - 21/06 Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka
by Ramani Gunatilaka & Duangkamon Chotikapanich & Brett Inder - 20/06 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations
by Giovanni Forchini - 19/06 Modelling and forecasting Australian domestic tourism
by George Athanasopoulos & Rob J. Hyndman - 18/06 Measuring the cost of leaving care in Victoria
by Catherine Forbes & Brett Inder & Sunitha Raman - 17/06 Beveridge-Nelson Decomposition with Markov Switching
by Chin Nam Low & Heather Anderson & Ralph D. Snyder - 16/06 Incorporating a Tracking Signal into State Space Models for Exponential Smoothing
by Ralph D. Snyder & Anne B. Koehler - 15/06 The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes
by S. D. Grose & D. S. Poskitt - 14/06 Stochastic population forecasts using functional data models for mortality, fertility and migration
by Rob J Hyndman & Heather Booth - 13/06 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong - 12/06 Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
by D. S. Poskitt - 11/06 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
by Jae Kim & Param Silvapulle & Rob J. Hyndman - 10/06 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility
by Gael M. Martin & Andrew Reidy & Jill Wright - 9/06 Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures
by Param Silvapulle & Xibin Zhang - 8/06 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
by Azhong Ye & Rob J Hyndman & Zinai Li - 7/06 An Anisotropic Model For Spatial Processes
by Minfeng Deng - 6/06 Inequality Trends and Determinants in Sri Lanka 1980-2002: A Shapley Approach to Decomposition
by Ramani Gunatilaka & Duangkamon Chotikapanich - 5/06 Language and Labour in South Africa: A new approach for a new South Africa
by Katy Cornwell - 4/06 VARMA versus VAR for Macroeconomic Forecasting
by George Athanasopoulos & Farshid Vahid - 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.