Research Output 1959 2019

Article

25 years of time series forecasting

De Gooijer, J. G. & Hyndman, R. J., 2006, In : International Journal of Forecasting. 22, 3, p. 443 - 473 31 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Zhang, X., King, M. L. & Hyndman, R. J., 2006, In : Computational Statistics and Data Analysis. 50, 11, p. 3009 - 3031 23 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayesian approach to non-parametric bivariate regression

Smith, M. S. & Kohn, R., 1997, In : Journal of the American Statistical Association. p. 1522 - 1535 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayesian approach to parameter estimation for kernel density estimation via transformations

Liu, Q., Pitt, D., Zhang, X. & Wu, X., 2011, In : Annals of Actuarial Science. 5, 2, p. 181 - 193 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, H., Smyth, R. & Zhang, X., 1 Sep 2017, In : Energy Economics. 67, p. 346-354 9 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayes Procedure for the Identification of Univariate Time Series Models

Poskitt, D. S., 1986, In : Annals of Statistics. 14, p. 502-516 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A better model? An empirical investigation of the Fama–French five-factor model in Australia

Chiah, M., Chai, D., Zhong, A. & Li, S., 1 Dec 2016, In : International Review of Finance. 16, 4, p. 595-638 44 p.

Research output: Contribution to journalArticleResearchpeer-review

A brief history of forecasting competitions

Hyndman, R. J., Jun 2019, (Accepted/In press) In : International Journal of Forecasting. 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Academic outcomes for school-aged children with severe-profound hearing loss and early unilateral and bilateral cochlear implants

Sarant, J. Z., Harris, D. & Bennet, L., 2015, In : Journal of Speech, Language, and Hearing Research. 58, 3, p. 1017 - 1032 16 p.

Research output: Contribution to journalArticleResearchpeer-review

A case-crossover design to examine the role of aeroallergens and respiratory viruses on childhood asthma exacerbations requiring hospitalization: the Mapcah study

Erbas, B., Dharmage, S. C., O'Sullivan, M., Akram, M., Newbigin, E. J., Taylor, P. E., Vicendese, D., Hyndman, R. J., Bardin, P. G., Tang, M. L. & Abramson, M. J., 2012, In : Journal of Biometrics & Biostatistics. 1, S7-018, p. 1 - 6 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Accounting for Sri Lanka's expenditure inequality 1980-2002: Regression-based decomposition approaches

Gunatilaka, R. S. & Chotikapanich, D., 2009, In : Review of Income and Wealth. 55, 4, p. 882 - 906 25 p.

Research output: Contribution to journalArticleResearchpeer-review

A central limit theorem for a random quadratic form of strictly stationary processes

Gao, J. & Anh, V., 1 Aug 2000, In : Statistics and Probability Letters. 49, 1, p. 69-79 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A characterization of invariant tests for identification in linear structural equations

Forchini, G., 2008, In : Economics Letters. 98, 2, p. 185 - 193 9 p.

Research output: Contribution to journalArticleResearchpeer-review

A charitable ranking

Berman, G. & Fry, T. R. L., 2001, In : Economic Papers: A Journal of Applied Economics and Policy. 20, 2, p. 67 - 80 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A class of demand systems satisfying global regularity and having complete rank flexibility

McLaren, K. R. & Yang, O., 1 Aug 2016, In : Empirical Economics. 51, 1, p. 315-337 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

A class of nonlinear stochastic volatility models and its implications for pricing currency options

Yu, J., Yang, Z. & Zhang, X., 2006, In : Computational Statistics and Data Analysis. 51, 4, p. 2218 - 2231 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A coherence-based approach for the pattern recognition of time series

Maharaj, E. A. & D'Urso, P., 2010, In : Physica A: Statistical Mechanics and its Applications. 389, 17, p. 3516 - 3537 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparative analysis of different IV and GMM estimators of dynamic panel data models

Harris, M. N. & Matyas, L., 2004, In : International Statistical Review. 72, 3, p. 397 - 408 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparative study of pricing approaches for longevity instruments

Leung, M., Fung, M. C. & O'Hare, C., 1 Sep 2018, In : Insurance: Mathematics and Economics. 82, p. 95-116 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, E., Galagedera, D. & Dark, J., 30 Aug 2011, In : Managerial Finance. 37, 10, p. 940-952 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of estimators daily realised volatility

Bollen, B. E. & Inder, B. A., 2003, In : Finance Letters. 1, p. 29 - 34 6 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of the forecasting ability of immediate price impact models

Pham, M. C., Duong, H. N. & Lajbcygier, P., Dec 2017, In : Journal of Forecasting. 36, 8, p. 898-918 21 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets

Hoque, H. A. A. B., Kim, J. & Pyun, C. S., 2007, In : International Review of Economics and Finance. 16, 4, p. 488 - 502 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A complete VARMA modelling methodology based on scalar components

Athanasopoulos, G. & Vahid, F., 2008, In : Journal of Time Series Analysis. 29, 3, p. 533 - 554 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A conditional dependence adjusted weights of evidence model

Deng, M., 2009, In : Natural Resources Research. 18, 4, p. 249 - 258 10 p.

Research output: Contribution to journalArticleResearchpeer-review

A correction for local biasedness of the Wald and null Wald tests

Goh, K-L. & King, M. L., 1999, In : Oxford Bulletin of Economics and Statistics. p. 435 - 450 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive estimation in partially linear autoregressive models

Gao, J. & Yee, T., 1 Jan 2000, In : Canadian Journal of Statistics. 28, 3, p. 571-586 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive estimation in partly linear regression models

Gao, J. T. & Zhao, L. C., 1 Jan 1993, In : Science in China (Scientia Sinica) Series A. 36, 1, p. 14-27 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive long memory testing under heteroskedasticity

Harris, D. & Kew, H., 1 Jun 2017, In : Econometric Theory. 33, 3, p. 755-778 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive orthogonal series estimation in additive stochastic regression models

Gao, J., Tong, H. & Wolff, R., 1 Apr 2002, In : Statistica Sinica. 12, 2, p. 409-428 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive parametric test in a semiparametric regression model

Gao, J., 1 Jan 1997, In : Communications in Statistics - Theory and Methods. 26, 4, p. 787-800 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive testing in continuous-time diffusion models

Gao, J. & King, M. L., 2004, In : Econometric Theory. 20, 5, p. 844 - 882 39 p.

Research output: Contribution to journalArticleResearchpeer-review

Additive nonparametric regression with autocorrelated errors

Smith, M. S., Wong, C-M. & Kohn, R., 1998, In : Journal of the Royal Statistical Society Series B-Statistical Methodology. p. 311 - 331 21 p.

Research output: Contribution to journalArticleResearchpeer-review

A decade of dissent: Explaining the dissent voting behavior of Bank of England MPC members

Harris, M., Levine, P. & Spencer, C., 2011, In : Public Choice. 146, 3-4, p. 413 - 442 30 p.

Research output: Contribution to journalArticleResearchpeer-review

A duration analysis of the time from prospectus to listing for Australian initial public offerings

Brooks, R. D., Fry, T. R. L., Dimovski, W. & Mihajilo, S., 2009, In : Applied Financial Economics. 19, 3, p. 183 - 190 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Adverse event rates as measures of hospital performance

Hauck, K. D., Zhao, X. & Jackson, T., 2012, In : Health Policy. 104, 2, p. 146 - 154 9 p.

Research output: Contribution to journalArticleResearchpeer-review

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

Chen, Y., Mantegna, R. N., Pantelous, A. A. & Zuev, K. M., 1 Mar 2018, In : PLoS ONE. 13, 3, 40 p., e0194067.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

A dynamic panel analysis of the profitability of Australian tax entities

Feeny, S., Harris, M. N. & Rogers, M., 2005, In : Empirical Economics. 30, 1, p. 209 - 233 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Affordable levels of house prices using fuzzy linear regression analysis:the case of Shanghai

Zhou, J., Zhang, H., Gu, Y. & Pantelous, A. A., Aug 2018, In : Soft Computing. 22, 16, p. 5407-5418 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A flexible functional form to mortality modelling: do we need additional cohort dummies?

Li, H., O'Hare, C. & Vahid-Araghi, F., Jul 2017, In : Journal of Forecasting. 36, 4, p. 357-367 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A framework for automated anomaly detection in high frequency water-quality data from in situ sensors

Leigh, C., Alsibai, O., Hyndman, R. J., Kandanaarachchi, S., King, O. C., McGree, J. M., Neelamraju, C., Strauss, J., Talagala, P. D., Turner, R. D. R., Mengersen, K. & Peterson, E. E., 10 May 2019, In : Science of the Total Environment. 664, p. 885-898 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A framework for stochastic scheduling of two-machine robotic rework cells with in-process inspection system

Foumani, M., Smith-Miles, K., Gunawan, I. & Moeini, A., 2017, In : Computers and Industrial Engineering. 112, p. 492-502 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A frequentist approach to Bayesian asymptotics

Cheng, T., Gao, J. & Phillips, P. C. B., Oct 2018, In : Journal of Econometrics. 206, 2, p. 359-378 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A functional data-analytic approach to signal discrimination

Hall, P., Poskitt, D. & Presnell, B., 2001, In : Technometrics. 43, 1, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

A generalised logistic tobit model

Fry, T. R. L. & Orme, C. D., 1998, In : Journal of Quantitative Economics. p. 23 - 32 10 p.

Research output: Contribution to journalArticleResearchpeer-review

A generalized approach to measure market timing skills of fund managers: theory and evidence

Woodward, G. & Brooks, R. D., 2014, In : International Journal of Risk and Contingency Management. 3, 1, p. 40 - 75 36 p.

Research output: Contribution to journalArticleResearchpeer-review

A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

Brix, A. F., Lunde, A. & Wei, W., 1 May 2018, In : Energy Economics. 72, p. 560-582 23 p.

Research output: Contribution to journalArticleResearchpeer-review

A goodness-of-fit test for a class of autoregressive conditional duration models

Perera, I., Hidalgo, J. & Silvapulle, M. J., 2016, In : Econometric Reviews. 35, 6, p. 1111 - 1141 31 p.

Research output: Contribution to journalArticleResearchpeer-review