Research Output 1959 2020

Efficient probabilistic forecasts for counts

McCabe, B., Martin, G. & Harris, D., 2011, In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 73, 2, p. 253 - 272 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in semiparametric time series regression

Chen, J., Gao, J. & Li, D., 2011, In : Statistics and its Interface. 4, 2, p. 243 - 251 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation under inequality constraints: Semiparametric estimation of conditional duration models

Ranasinghe, K. & Silvapulle, M., 2011, In : Econometric Reviews. 30, 4, p. 359 - 378 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial integration and the construction of historical financial data for the Euro Area

Anderson, H. M., Dungey, M., Osborn, D. & Vahid-Araghi, F., 2011, In : Economic Modelling. 28, 4, p. 1498 - 1509 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting time series with complex seasonal patterns using exponential smoothing

De Livera, A., Hyndman, R. & Snyder, R., 2011, In : Journal of the American Statistical Association. 106, 496, p. 1513 - 1527 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting tourist arrivals using time-varying parameter structural time series models

Song, H., Li, G., Witt, S. & Athanasopoulos, G., 2011, In : International Journal of Forecasting. 27, 3, p. 855 - 869 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Foster care and adoption: Carer/parent hours over and above 'ordinary parenting'

Forbes, C., O'Neill, C., Humphreys, C., Tregeagle, S. & Cox, E., 2011, In : Children Australia. 36, 2, p. 56 - 65 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Fuzzy clustering of time series in the frequency domain

Maharaj, E. & D'Urso, P., 2011, In : Information Sciences. 181, 7, p. 1187 - 1211 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Giving a useR! Talk

Hyndman, R. J., 2011, In : The R Journal. 3, 1, p. 69-71 3 p.

Research output: Contribution to journalArticleOtherpeer-review

How dangerous is a day in hospital? A model of adverse events and length of stay for medical inpatients

Hauck, K. & Zhao, X., 2011, In : Medical Care. 49, 12, p. 1068 - 1075 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of co-located general practitioner (GP) clinics and patient choice on duration of wait in the emergency department

Sharma, A. & Inder, B., 2011, In : Emergency Medicine Journal. 28, 8, p. 658 - 661 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Improved interval estimation of long run response from a dynamic linear model: A highest density region approach

Kim, J., Fraser, I. & Hyndman, R., 2011, In : Computational Statistics and Data Analysis. 55, 8, p. 2477 - 2489 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Investigating the influence of synoptic-scale meteorology on air quality using self-organizing maps and generalized additive modelling

Pearce, J., Beringer, J., Nicholls, N., Hyndman, R., Uotila, J. & Tapper, N., 2011, In : Atmospheric Environment. 45, 1, p. 128 - 136 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Long-run convergence in manufacturing and innovation-based models

Madsen, J. & Timol, I., 2011, In : Review of Economics and Statistics. 93, 4, p. 1155 - 1171 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Mapping poverty in rural China: How much does the environment matter?

Olivia, S., Gibson, J., Rozelle, S., Huang, J. & Deng, X., 2011, In : Environment and Development Economics. 16, 2, p. 129 - 153 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring the attributes of poverty and its persistence: A case study of eritrea

Ghebretsadik, E., Serieux, J. & Harris, M., 2011, In : Review of Income and Wealth. 57, 2, p. 327 - 344 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring the multi-dimensional knowledge deprivation of HIV/Aids: A new approach with Indian evidence on its magnitude and determinants

Ray, R. & Sinha, K., 2011, In : Journal of Biosocial Science. 43, 6, p. 657 - 684 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Method for optimizing coating properties based on an evolutionary algorithm approach

Carta, D., Villanova, L., Costacurta, S., Patelli, A., Poli, I., Vezzu, S., Scopece, P., Lisi, F., Smith-Miles, K., Hyndman, R., Hill, A. & Falcaro, P., 2011, In : Analytical Chemistry. 83, 16, p. 6373 - 6380 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Modeling the incidence of self-employment: Individual and employment type heterogeneity

Brown, S., Farrell, L. & Harris, M., 2011, In : Contemporary Economic Policy. 29, 4, p. 605 - 619 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling Australian domestic and international inbound travel: A spatial-temporal approach

Deng, M. & Athanasopoulos, G., 2011, In : Tourism Management. 32, 5, p. 1075 - 1084 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: A semi-parametric approach

Boero, G., Silvapulle, P. & Tursunalieva, A., 2011, In : International Journal of Finance & Economics. 16, 4, p. 357 - 374 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

Athanasopoulos, G., Guillen, O., Issler, J. & Vahid-Araghi, F., 2011, In : Journal of Econometrics. 164, 1, p. 116 - 129 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric time series forecasting with dynamic updating

Shang, H. & Hyndman, R., 2011, In : Mathematics and Computers in Simulation. 81, 7, p. 1310 - 1324 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Non-parametric time-varying coefficient panel data models with fixed effects

Li, D., Chen, J. & Gao, J., 2011, In : Econometrics Journal. 14, 3, p. 387 - 408 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal combination forecasts for hierarchical time series

Hyndman, R., Ahmed, R., Athanasopoulos, G. & Shang, H., 2011, In : Computational Statistics and Data Analysis. 55, 9, p. 2579 - 2589 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods

Shang, H., Booth, H. & Hyndman, R., 2011, In : Demographic Research. 25, p. 173 - 214 42 p.

Research output: Contribution to journalArticleResearchpeer-review

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Quantifying the influence of local meteorology on air quality using generalized additive models

Pearce, J., Beringer, J., Nicholls, N., Hyndman, R. & Tapper, N., 2011, In : Atmospheric Environment. 45, 6, p. 1328 - 1336 9 p.

Research output: Contribution to journalArticleResearchpeer-review

rainbow: An R package for visualizing functional time series

Shang, H., 2011, In : The R Journal. 3, 2, p. 54 - 59 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Reactive investment strategies

Leung, A., 2011, In : Insurance: Mathematics and Economics. 49, 1, p. 89 - 99 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Sanitation and health: The past, the future and working out what works

Cameron, L. & Olivia, S., 2011, Employment, Living Standards and Poverty in Contemporary Indonesia. Manning, C. & Sumarto, S. (eds.). 1st ed. Singapore: Institute of Southeast Asian Studies, p. 245 - 269 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Short-term load forecasting using semi-parametric additive models

Fan, S. & Hyndman, R. J., 2011, 2011 IEEE PES General Meeting: The Electrification of Transportation and the Grid of the Future. IEEE, Institute of Electrical and Electronics Engineers, p. 1-7 7 p. 6039207

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, E., Brooks, R., Hum, X. & Treepongkaruna, S., 2011, In : Applied Financial Economics. 21, 13, p. 997 - 1003 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Spatial correlation in household choices in rural Indonesia

Gibson, J., Kim, B. & Olivia, S., 2011, In : Asian Economic Journal. 25, 3, p. 271 - 289 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Statistical Distributions

Forbes, C., Evans, M. G. A., Hastings, N. A. & Peacock, B., 2011, Hoboken NJ USA: John Wiley & Sons. 212 p.

Research output: Book/ReportBookResearch

Testing the lower partial moment asset-pricing models in emerging markets

Iqbal, J., Brooks, R. & Galagedera, D., 2011, Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures. Gregoriou, G. N. & Pascalau, R. (eds.). 1st ed. Basingstoke UK: Palgrave Macmillan, p. 154-175 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

The bound ((n+1)/2)^n is the worst bound for n!

Edwards, P. & Mahmood, M., 2011, In : International Mathematical Forum. 6, 39, p. 1903 - 1908 6 p.

Research output: Contribution to journalArticleResearchpeer-review

The demand for creative arts in regional Victoria, Australia

Masters, T., Russell, R. & Brooks, R., 2011, In : Applied Economics. 43, 5, p. 619 - 629 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The evolution of stock market efficiency over time: A survey of the empirical literature

Lim, K. & Brooks, R., 2011, In : Journal of Economic Surveys. 25, 1, p. 69 - 108 40 p.

Research output: Contribution to journalArticleResearchpeer-review

The price elasticity of electricity demand in South Australia

Fan, S. & Hyndman, R., 2011, In : Energy Policy. 39, 6, p. 3709 - 3719 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The tourism forecasting competition

Athanasopoulos, G., Hyndman, R., Song, H. & Wu, D., 2011, In : International Journal of Forecasting. 27, 3, p. 822 - 844 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The value of feedback in forecasting competitions

Athanasopoulos, G. & Hyndman, R., 2011, In : International Journal of Forecasting. 27, 3, p. 845 - 849 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Tourism forecasting: An introduction

Song, H. & Hyndman, R. J., Jul 2011, In : International Journal of Forecasting. 27, 3, p. 817-821 5 p.

Research output: Contribution to journalEditorialOtherpeer-review

Underpricing of Chinese initial public offerings

Guo, H., Brooks, R. & Fung, H-G., 2011, In : The Chinese Economy. 44, 5, p. 72 - 85 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Underwriter reputation and underpricing: Evidence from the Australian IPO market

Dimovski, W., Philavanh, S. & Brooks, R., 2011, In : Review of Quantitative Finance and Accounting. 37, 4, p. 409 - 426 18 p.

Research output: Contribution to journalArticleResearchpeer-review

VARS, cointegration, and common cycle restrictions

Anderson, H. & Vahid-Araghi, F., 2011, The Oxford Handbook of Economic Forecasting. Clements, M. P. & Hendry, D. F. (eds.). Oxford United Kingdom: Oxford University Press, p. 9-34 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Violence in the Australian football league: Good or bad?

Booth, D. & Brooks, R., 2011, Violence and Aggression in Sporting Contests: Economics, History and Policy. Jewell, R. T. (ed.). New York NY USA: Springer, p. 133-151 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Welcome message from the chairs

Al-Dabass, D., Orsoni, A., Pantelous, A., Romero, G. & Felez, J., 2011, Proceedings - UKSim 5th European Modelling Symposium on Computer Modelling and Simulation, EMS 2011.

Research output: Chapter in Book/Report/Conference proceedingConference PaperOtherpeer-review

Worker time and the cost of stability

Tregeagle, S., Cox, E., Forbes, C., Humphreys, C. & O'Neill, C., 2011, In : Children and Youth Services Review. 33, 7, p. 1149 - 1158 10 p.

Research output: Contribution to journalArticleResearchpeer-review