Research Output 1959 2020

2009

Modelling time-varying downside risk

Galagedera, D. U. A. & Jaapar, A., 2009, In : The I C F A I Journal of Financial Economics. 7, 1, p. 36 - 51 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Monitoring processes with changing variances

Ord, J. K., Koehler, A. B., Snyder, R. D. & Hyndman, R. J., 2009, In : International Journal of Forecasting. 25, 3, p. 518 - 525 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Morphological change at the Snowy River ocean entrance, Victoria, Australia (1851-2008)

Wheeler, P. J., Nguyen, T. T., Peterson, J. & Gordon-Brown, L., 2009, In : Australian Geographer. 40, 1, p. 1 - 28 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Multiregion load forecasting for system with large geographical area

Fan, S., Methaprayoon, K. & Lee, W-J., 2009, In : IEEE Transactions on Industry Applications. 45, 4, p. 1452 - 1459 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric specification testing for nonlinear time series with nonstationarity

Gao, J., King, M. L., Lu, Z. & Tjostheim, D., 2009, In : Econometric Theory. 25, 06, p. 1869 - 1892 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric time series forecasting with dynamic updating

Shang, H. L. & Hyndman, R. J., 2009, 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings. p. 1552-1558 7 p.

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

Oil prices and transport sector returns: An international analysis

Nandha, M. S. & Brooks, R. D., 2009, In : Review of Quantitative Finance and Accounting. 33, 4, p. 393 - 409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimising a transition to retirement income stream

O'Reilly, H. B., 2009, In : JASSA: The Finsia Journal of Applied Finance. 1 (2009), p. 16 - 22 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Parameter estimation in semi-linear models using a maximal invariant likelihood function

Bhowmik, J. L. & King, M. L., 2009, In : Journal of Statistical Planning and Inference. 139, 4, p. 1276 - 1285 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Participation in marijuana, cocaine and heroin consumption in Australia: A multivariate probit approach

Srivastava, P. D. & Zhao, X., 2009, In : Applied Economics. 41, 4, p. 481 - 496 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic

Lim, K-P. & Brooks, R. D., 2009, In : Chaos, Solitons and Fractals. 40, 3, p. 1271 - 1276 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Real interest rate linkages in the Pacific-Basin region

Ji, I. P. & Kim, J., 2009, In : International Review of Economics and Finance. 18, 3, p. 440 - 448 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Rejoinder: Forecasting functional time series

Hyndman, R. J. & Shang, H. L., 2009, In : Journal of the Korean Statistical Society. 38, 3, p. 219 - 221 3 p.

Research output: Contribution to journalLetterOther

Relative performance of equity markets: An assessment in the conventional and downside frameworks

Bainbridge, C. & Galagedera, D. U. A., 2009, In : International Journal of Business. 14, 1, p. 21 - 45 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Rule induction for forecasting method selection: Meta-learning the characteristics of univariate time series

Wang, X., Smith-Miles, K. & Hyndman, R. J., 2009, In : Neurocomputing. 72, p. 2581 - 2594 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Short-term load forecasting using comprehensive combination based on multimeteorological information

Fan, S., Chen, L. & Lee, W-J., 2009, In : IEEE Transactions on Industry Applications. 45, 4, p. 1460 - 1466 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Some properties of tests for parameters that can be arbitrarily close to being unidentified

Forchini, G., 2009, In : Journal of Statistical Planning and Inference. 139, 9, p. 3193 - 3199 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing in nonlinear and nonstationary time series autoregression

Gao, J., King, M. L., Lu, Z. & Tjostheim, D., 2009, In : Annals of Statistics. 37, 6B, p. 3893 - 3928 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Statistical inference for exploratory data analysis and model diagnostics

Buja, A., Cook, D., Hofmann, H., Lawrence, M., Lee, E-K., Swayne, D. F. & Wickham, H., 13 Nov 2009, In : Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 367, 1906, p. 4361-4383 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing the integration of the US and Chinese stock markets in a Fama-French framework

Brooks, R. D., Di lorio, A., Faff, R. & Wang, Y., 2009, In : Journal of economic integration. 24, 3, p. 435 - 454 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

Forchini, G., 2009, In : Economics Letters. 105, p. 49 - 52 4 p.

Research output: Contribution to journalArticleResearchpeer-review

The benefit function approach to modeling price-dependent demand systems: An application of duality theory

McLaren, K. R. & Wong, G. K. K., 2009, In : American Journal of Agricultural Economics. 91, 4, p. 1110 - 1123 14 p.

Research output: Contribution to journalArticleResearchpeer-review

The plumbing of interactive graphics

Wickham, H., Lawrence, M., Cook, D., Buja, A., Hofmann, H. & Swayne, D. F., May 2009, In : Computational Statistics. 24, 2, p. 207-215 9 p.

Research output: Contribution to journalArticleResearchpeer-review

The policy choices and reaction functions of Bank of England MPC members

Harris, M. N. & Spencer, C., 2009, In : Southern Economic Journal. 76, 2, p. 482 - 499 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The robustness of estimators for dynamic panel data models to misspecification

Harris, M. N., Kostenko, W., Matyas, L. & Timol, I., 2009, In : Singapore Economic Review. 54, 3, p. 399 - 426 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series analysis of the Indian Ocean Dipole index

Maharaj, E. A., 2009, Atlantic and Indian Oceans: New Oceanographic Research. Askew, E. S. & Bromley, J. P. (eds.). New York USA: Nova Science Publishers, p. 141 - 158 18 p.

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

Translational bounds for factorial n and the factorial polynomial

Mahmood, M. & Edwards, P. M., 2009, In : Australian Senior Mathematics Journal. 23, 1, p. 31 - 36 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Validity of climate change forecasting for public policy decision making

Green, K. C., Armstrong, J. S. & Soon, W., 2009, In : International Journal of Forecasting. 25, 4, p. 826 - 832 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Weak-form market efficiency and nonlinearity: Evidence from Middle East and African stock indices

Lim, K-P., 2009, In : Applied Economics Letters. 16, 5, p. 519 - 522 4 p.

Research output: Contribution to journalArticleResearchpeer-review

2008

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 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

An alternative Wald type test for two linear restrictions with applications to non-linear models

Saha, K. K. & King, M. L., 2008, In : Journal of Statistical Computation and Simulation. 78, 11, p. 1017 - 1031 15 p.

Research output: Contribution to journalArticleResearchpeer-review

An anisotropic model for spatial processes

Deng, M., 2008, In : Geographical Analysis. 40, 1, p. 26 - 51 26 p.

Research output: Contribution to journalArticleResearchpeer-review

An ordered probit model of Morningstar individual stock ratings

Brooks, R. D. & Naylor, S., 2008, In : Applied Financial Economics Letters. 4, 5, p. 341 - 345 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Are Asian stock markets efficient? Evidence from new multiple variance ratio tests

Kim, J. & Shamsuddin, A., 2008, In : Journal of Empirical Finance. 15, 3, p. 518 - 532 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Automatic time series forecasting: The forecast Package for R

Hyndman, R. J. & Khandakar, Y., 2008, In : Journal of Statistical Software. 27, 3, p. 1 - 22 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Bagplots, boxplots and outlier detection for functional data

Hyndman, R. J. & Shang, H. L., 2008, Functional and Operatorial Statistics. Dabo-Niang, S. & Ferraty, F. (eds.). Heidelberg Germany: Physica Verlag, p. 201 - 207 7 p.

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

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Zhang, X. & King, M. L., 2008, In : Journal of Empirical Finance. 15, 3, p. 549 - 566 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Business plan competitions in tertiary institutions: Encouraging entrepreneurship education

Russell, R., Atchison, M. & Brooks, R. D., 2008, In : Journal of Higher Education Policy and Management. 30, 2, p. 123 - 138 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Co-movement of conditional volatility matter in asset pricing: Further evidence in the downside and conventional pricing frameworks

Li, S. & Galagedera, D. U. A., 2008, In : ICFAI Journal of Applied Economics. 14, 9, p. 24 - 44 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Computer experiment - A case study for modelling and simulation of manufacturing systems

Sahama, T. R. & Diamond, N. T., 2008, In : Asian International Journal of Science and Technology in Production and Manufacturing Engineering. 1, 2, p. 97 - 103 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Conceptual frameworks and experimental design in simultaneous equations

Poskitt, D. & Skeels, C. L., 2008, In : Economics Letters. 100, 1, p. 138 - 142 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic models for short panels

Harris, M. N., Matyas, L. & Sevestre, P., 2008, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice. Matyas, L. & Sevestre, P. (eds.). 3rd ed. Berlin Germany: Springer, p. 249 - 277 29 p.

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

Econometric modelling in finance and risk management: An overview

Gao, J., McAleer, M. & Allen, D. E., 1 Nov 2008, In : Journal of Econometrics. 147, 1, p. 1-4 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficiency gains from water markets: Empirical analysis of Watermove in Australia

Brooks, R. D. & Harris, E. M., 2008, In : Agricultural Water Management. 95, 4, p. 391 - 399 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Employment outcomes of graduates: The case of Universiti Utara, Malaysia

Lim, H. E., Rich, J. & Harris, M. N., 2008, In : Asian Economic Journal. 22, 3, p. 321 - 341 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating income distributions using a mixture of gamma densities

Chotikapanich, D. & Griffiths, W. E., 2008, Modeling Income Distributions and Lorenz Curves. Chotikapanich, D. (ed.). New York USA: Springer, p. 285 - 302 18 p.

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

Estimating the error distribution in multivariate heteroscedastic time-series models

Kim, G., Silvapulle, M. J. & Silvapulle, P., 2008, In : Journal of Statistical Planning and Inference. 138, 5, p. 1442 - 1458 17 p.

Research output: Contribution to journalArticleResearchpeer-review