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Monash University, Department of Econometrics and Business Statistics

Monash Econometrics and Business Statistics Working Papers

Contact information of Monash University, Department of Econometrics and Business Statistics

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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

1997

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
8/95 A Computer Simulation of the Spread of Hepatitis C
by Mather, D.
7/95 Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors
by Wu, P. & King, M.L.
6/95 The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors
by King, M.L. & Harris, D.C.
5/95 Inventory Control: Back to the Molehills
by Snyder, R.D.
4/95 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
by Ord, J.K. & Koehler, A. & Snyder, R.D.
3/95 A Parsimonious Autocorrelation Correction for Singular Demand Systems
by Keith R. McLaren
2/95 The Size and Power Properties of Combining Choice Set Participation Tests for the IIA Property in the Logit Model
by Robert D. Brooks & Tim R.L. Fry & Mark N. Harris
1/95 Combining Choice Set Partition Tests for the Independence of Irrelevant Alternatives Property: Size Properties in the Four Alternatives Setting
by Robert D. Brooks & Tim R.L. Fry & Mark N. Harris

1994

20/94 Advertising Wearout in the Transport Accident Commission Road Safety Compaigns
by Fry, T.R.L.
19/94 A Diagnostic Test for Structural Change in Cointegrated Regression Models
by Hao, K. & Inder, B.
18/94 A Significance Test for Classifying ARMA Models
by Maharaj, E.A.
17/94 A Comparative Study of Introductory and Undergraduate Econometric Textbooks
by Harris, M.N. & Macquarie, L.R.
16/94 Volatility Patterns and Spillovers in Bund Futures
by Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B.
15/94 Improved Estimation Procedures for Nonlinear Panel Data Models
by Lieberman, O. & Matyas, L.
7/94 BURR Distribution Tables for Approximating p-Values and Critical Values by Matching Skewness and Kurtosis
by Evans, M. & Grose, S.
6/94 One Sided Hypothesis Testing in Econometrics: A Survey
by Wu, P.X. & King, M.L.
5/94 Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications
by Brooks, R.D. & King, M.L.
4/94 A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation
by Rahman, S. & King, M.L.
3/94 Robustness of Tests for Error Component Models to Nonnormality
by Blanchard, P. & Matyas, L.
2/94 Testing for Independence or Irrelevent Alternatives: Some Empirical Results
by Fry, T.R.L. & Harris, M.N.
1/94 Bayesian Statistical Variable Selection: A Review
by Scipione, C.M.

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