Research Output 1959 2019

1996

Initialization of the Kalman filter with partially diffuse initial conditions

Snyder, R. D. & Saligari, G. R., 1 Jan 1996, In : Journal of Time Series Analysis. 17, 4, p. 409-424 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Linked ArcView 2.1 and XGobi environment - GIS, dynamic statistical graphics, and spatial data

Symanzik, J., Majure, J. J. & Cook, D., 1 Dec 1996, p. 147-154. 8 p.

Research output: Contribution to conferencePaperOtherpeer-review

Sample Quantiles in Statistical Packages

Hyndman, R. J. & Fan, Y., 1 Jan 1996, In : American Statistician. 50, 4, p. 361-365 5 p.

Research output: Contribution to journalArticleResearchpeer-review

1995

An Empirical Investigation of Shock Persistence in Economic Time Series*

Mayadunne, G., Evans, M. & Inder, B., 1 Jan 1995, In : Economic Record. 71, 2, p. 145-156 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic normality of pseudo-LS estimator for partly linear autoregression models

Gao, J. & Liang, H., 1 Jan 1995, In : Statistics and Probability Letters. 23, 1, p. 27-34 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic properties of some estimators for partly linear stationary autoregressive models

Gao, J., 1 Jan 1995, In : Communications in Statistics - Theory and Methods. 24, 8, p. 2011-2026 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic theory for partly linear models

Gao, J., 1 Jan 1995, In : Communications in Statistics - Theory and Methods. 24, 8, p. 1985-2009 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Integrating econometric and environmetric modelling

Powell, A. A., 1 Jan 1995, In : Environmetrics. 6, 5, p. 429-437 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Periodogram-Based Estimators of Fractal Properties

Chan, G., Hall, P. & Poskitt, D. S., 1995, In : Annals of Statistics. 23, p. 1684-1711 28 p.

Research output: Contribution to journalArticleResearchpeer-review

The laws of the iterated logarithm of some estimates in partly linear models

Gao, J., 1 Nov 1995, In : Statistics and Probability Letters. 25, 2, p. 153-162 10 p.

Research output: Contribution to journalArticleResearchpeer-review

1994

A Study of the Income Distribution Underlying the Rasche, Gaffney, Koo and Obst Lorenz Curve

Chotikapanich, D., 1994, In : Journal of Quantitative Economics. 10, 1, p. 235-246

Research output: Contribution to journalArticleResearchpeer-review

Deriving Restricted Least Squares without a Lagrangean

Vahid, F., Alvarez, L. J., Dolado, J. J., Paruolo, P. & Zheng, J. X., 1 Jan 1994, In : Econometric Theory. 10, 2, p. 443-448 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Solving applied general equilibrium models represented as a mixture of linearized and levels equations

Jill Harrison, W., Pearson, K. R., Powell, A. A. & John Small, E., 1 Sep 1994, In : Computational Economics. 7, 3, p. 203-223 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Techniques for Measuring Income Inequality: An Application to Thailand

Chotikapanich, D., 1994, Hampshire: Avebury. 255 p.

Research output: Book/ReportBookResearchpeer-review

Using the Murphy Model to Provide Short‐run Macroeconomic Closure for ORANI

BREECE, JAMES. H., McLAREN, KEITH. R., MURPHY, CHRISTOPHER. W. & POWELL, ALAN. A., 1 Jan 1994, In : Economic Record. 70, 210, p. 292-314 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1993

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

Common Trends and Common Cycles

Vahid-Araghi, F. & Engle, R. F., 1993, In : Journal of Applied Econometrics. 8, 4, p. 341-360 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Does the Fisher effect apply in Australia

Inder, B. & Silvapulle, P., 1 Jan 1993, In : Applied Economics. 25, 6, p. 839-843 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic Motivations for Limited Dependent and Qualitative Variable Models*

FRY, T. R. L., BROOKS, R. D., COMLEY, BR. & ZHANG, J., 1 Jan 1993, In : Economic Record. 69, 2, p. 193-205 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating long-run relationships in economics. A comparison of different approaches

Inder, B., 1 Jan 1993, In : Journal of Econometrics. 57, 1-3, p. 53-68 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Instructor's Manual to Accompany Griffiths, Hill and Judge, Learning and Practicing Econometrics

Chotikapanich, D., Dancer, D. & Griffiths, W. E., 1993, New York: John Wiley & Sons. 524 p.

Research output: Book/ReportTextbookOtherpeer-review

Learning SHAZAM: A Computer Handbook or Econometrics

Chotikapanich, D. & Griffiths, W. E., 1993, New York: John Wiley & Sons. 311 p.

Research output: Book/ReportTextbookOtherpeer-review

Nonnested testing for autocorrelation in the linear regression model

Silvapulle, P. & King, M. L., Aug 1993, In : Journal of Econometrics. 58, 3, p. 295-314 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The contribution of applied general equilibrium analysis to policy reform in Australia

Powell, A. A. & Snape, R. H., 1 Jan 1993, In : Journal of Policy Modeling. 15, 4, p. 393-414 22 p.

Research output: Contribution to journalArticleResearchpeer-review

1992

Australia's North-West shelf gas project. A general equilibrium analysis of its impact on the Australian economy

Higgs, P. J. & Powell, A. A., 1 Sep 1992, In : Resources Policy. 18, 3, p. 179-190 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Identification of Echelon Canonical Forms for Vector Linear Processes Using Least Squares

Poskitt, D. S., 1992, In : Annals of Statistics. 20, p. 195-215 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Sato's insight on the relationship between the Frisch 'parameter' and the average elasticity of substitution

Powell, A. A., 1 Jan 1992, In : Economics Letters. 40, 2, p. 173-175 3 p.

Research output: Contribution to journalArticleResearchpeer-review

The form of time variation of systematic risk: Some Australian evidence

Brooks, R. D., Faff, R. W. & Lee, J. H. H., 1 Dec 1992, In : Applied Financial Economics. 2, 4, p. 191-198 8 p.

Research output: Contribution to journalArticleResearchpeer-review

1991

A social loss approach to testing the efficiency of australian financial futures

BROOKS, ROBERT. D., 1 Jan 1991, In : Australian Economic Papers. 30, 57, p. 192-201 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Structural unemployment in Australia

Hoque, A. & Inder, B. A., 1 Apr 1991, In : Applied Economics. 23, 4, p. 723-730 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing moving average against autoregressive disturbances in the linear-regression model

Silvapulle, P. & King, M. L., 1 Jan 1991, In : Journal of Business and Economic Statistics. 9, 3, p. 329-335 7 p.

Research output: Contribution to journalArticleResearchpeer-review

1990

Amendments and corrections

Poskitt, D. S., 1 Sep 1990, In : Biometrika. 77, 3, 1 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

Structural time series models in inventory control

Harvey, A. & Snyder, R. D., 1 Jan 1990, In : International Journal of Forecasting. 6, 2, p. 187-198 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1989

A Method for the Estimation and Identification of Transfer Function Models

Poskitt, D. S., 1989, In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 51, p. 29-46 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A REVIEW OF THE FORECASTING PACKAGE STAMP

Snyder, R. D., 1 Jan 1989, In : Journal of Economic Surveys. 3, 4, p. 345-351 7 p.

Research output: Contribution to journalReview ArticleResearchpeer-review

Control of inventories with intermittent demand

Dunsmuir, W. T. M. & Snyder, R. N., 5 May 1989, In : European Journal of Operational Research. 40, 1, p. 16-21 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Recursive Estimation of Autoregressions

Hannan, E., McDougall, A. & Poskitt, D. S., 1989, In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 51, p. 217-233 17 p.

Research output: Contribution to journalArticleResearchpeer-review

1988

A Decision Theoretic Approach to Order Determination and Structure Selection in Vector Linear Processes

Poskitt, D. S., 1988, Bayesian Analysis of Time Series and Dynamic Models. New York: Marcel Dekker, p. 53-74 22 p.

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

Computational aspects of kalman filtering with a diffuse prior distribution

Snyder, R. D., 1 Sep 1988, In : Journal of Statistical Computation and Simulation. 30, 2, p. 157-158 2 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

Computational Aspects of Kalman Filtering with a Diffuse Prior Distribution

Snyder, R. D., 1 Feb 1988, In : Journal of Statistical Computation and Simulation. 29, 1, p. 77-86 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Progressive tuning of simple exponential smoothing forecasts

Snyder, R. D., 1 Jan 1988, In : Journal of the Operational Research Society. 39, 4, p. 393-399 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Unit Canonical Correlations Between Future and Past

Hannan, E. & Poskitt, D. S., 1988, In : Annals of Statistics. 16, p. 784-790

Research output: Contribution to journalArticleResearchpeer-review

1987

Bias in the ordinary least squares estimator in the dynamic linear regression model with autocorrelated disturbances

Inder, B. A., 1 Jan 1987, In : Communications in Statistics - Simulation and Computation. 16, 3, p. 791-815 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Precision, Complexity and Bayesian Model Determination

Poskitt, D. S., 1987, In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 49, p. 199-208 10 p.

Research output: Contribution to journalArticleResearchpeer-review

The safety stock paradox

Snyder, R. D., 1 Jan 1987, In : IIE Transactions (Institute of Industrial Engineers). 19, 4, p. 472-474 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

1986

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

An approximation to the null distribution of the durbin-watson statistic in models containing lagged dependent variables

Inder, B., 1 Jan 1986, In : Econometric Theory. 2, 3, p. 413-428 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1984

Finite-sample power of tests for autocorrelation in models containing lagged dependent variables

Inder, B. A., 1 Jan 1984, In : Economics Letters. 14, 2-3, p. 179-185 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Inventory control with the gamma probability distribution

Snyder, R. D., 1 Jan 1984, In : European Journal of Operational Research. 17, 3, p. 373-381 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Linear programming with special ordered sets

Snyder, R. D., 1 Jan 1984, In : Journal of the Operational Research Society. 35, 1, p. 69-74 6 p.

Research output: Contribution to journalArticleResearchpeer-review