Research Output 1959 2020

2017

Forecasting stochastic processes using singular spectrum analysis: aspects of the theory and application

Khan, M. A. R. & Poskitt, D. S., Jan 2017, In : International Journal of Forecasting. 33, 1, p. 199-213 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting with temporal hierarchies

Athanasopoulos, G., Hyndman, R. J., Kourentzes, N. & Petropoulos, F., 1 Oct 2017, In : European Journal of Operational Research. 262, 1, p. 60-74 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Forwards column

Bollmann, S., Cook, D., Dumas, J., Fox, J., Josse, J., Keyes, O., Strobl, C., Turner, H. & Debelak, R., 1 Dec 2017, In : The R Journal. 9, 2, p. 541-552 12 p.

Research output: Contribution to journalArticleOtherpeer-review

Open Access
File

Fuzzy clustering of time series using extremes

D'Urso, P., Maharaj, E. A. & Alonso, A. M., Jul 2017, In : Fuzzy Sets and Systems. 318, p. 56-79 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Grouped functional time series forecasting: an application to age-specific mortality rates

Shang, H. L. & Hyndman, R. J., 3 Apr 2017, In : Journal of Computational and Graphical Statistics. 26, 2, p. 330-343 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Handgun acquisitions in California after two mass shootings

Studdert, D. M., Zhang, Y., Rodden, J. A., Hyndman, R. J. & Wintemute, G. J., 16 May 2017, In : Annals of Internal Medicine. 166, 10, p. 698-706 9 p.

Research output: Contribution to journalArticleResearchpeer-review

High dimensional correlation matrices: the central limit theorem and its applications

Gao, J., Han, X., Pan, G. & Yang, Y., 1 Jun 2017, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 79, 3, p. 677-693 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Inference on self-exciting jumps in prices and volatility using high-frequency measures

Maneesoonthorn, W., Forbes, C. S. & Martin, G. M., Apr 2017, In : Journal of Applied Econometrics. 32, 3, p. 504-532 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Invisible work: child work in households with a person living with HIV/AIDS in central Uganda

Abimanyi-Ochom, J., Inder, B., Hollingsworth, B. & Lorgelly, P., 1 Jan 2017, In : Sahara J. 14, 1, p. 93-109 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Model choice and diagnostics for linear mixed-effects models using statistics on street corners

Loy, A., Hofmann, H. & Cook, D., 2017, In : Journal of Computational and Graphical Statistics. 26, 3, p. 478-492 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling mortality: are we heading in the right direction?

O'Hare, C. & Li, Y., 8 Jan 2017, In : Applied Economics. 49, 2, p. 170-187 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Model selection for discrete regular vine copulas

Panagiotelis, A., Czado, C., Joe, H. & Stöber, J., 1 Feb 2017, In : Computational Statistics and Data Analysis. 106, p. 138-152 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Models of mortality rates – analysing the residuals

O'Hare, C. & Li, Y., 2017, In : Applied Economics. 49, 52, p. 5309-5323 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Mortality effects of temperature changes in the United Kingdom

Seklecka, M., Pantelous, A. A. & O'Hare, C., 1 Nov 2017, In : Journal of Forecasting. 36, 7, p. 824-841 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries

Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sep 2017, In : Energy Economics. 67, p. 255-267 13 p.

Research output: Contribution to journalArticleResearchpeer-review

On weak identification in structural VARMA models

Yao, W., Kam, T. & Vahid, F., 1 Jul 2017, In : Economics Letters. 156, p. 1-6 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Outsourcing academic development in higher education: staff perceptions of an international program

Dickson, K., Hughes, K. & Stephens, B., 3 Apr 2017, In : International Journal for Academic Development. 22, 2, p. 106-119 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Regression clustering for panel-data models with fixed effects

Christodoulou, D. & Sarafidis, V., 2017, In : Stata Journal. 17, 2, p. 314-329 16 p., st0475.

Research output: Contribution to journalArticleResearchpeer-review

Regularization in hierarchical time series forecasting with application to electricity smart meter data

Ben Taieb, S., Yu, J., Barreto, M. N. & Rajagopal, R., 2017, Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence (AAAI-17). Singh, S. & Markovitch, S. (eds.). Palto Alto CA USA: Association for the Advancement of Artificial Intelligence (AAAI), p. 4474-4480 7 p.

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

Open Access

Scheduling of two-machine robotic rework cells: in-process, post-process and in-line inspection scenarios

Foumani, M., Smith-Miles, K. & Gunawan, I., 1 May 2017, In : Robotics and Autonomous Systems. 91, p. 210-225 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach

Li, H. & O'Hare, C., 1 Nov 2017, In : Insurance: Mathematics and Economics. 77, p. 166-176 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing for nonlinear multivariate cointegrating regressions

Dong, C., Gao, J., Tjøstheim, D. & Yin, J., 1 Sep 2017, In : Journal of Econometrics. 200, 1, p. 104-117 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification tests for multiplicative error models

Perera, I. & Silvapulle, M. J., 1 Apr 2017, In : Econometric Theory. 33, 2, p. 413-438 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Systemic risk in the European sovereign and banking system

Xu, S., In, F., Forbes, C. & Hwang, I., 3 Apr 2017, In : Quantitative Finance. 17, 4, p. 633-656 24 p.

Research output: Contribution to journalArticleResearchpeer-review

The information content of special orders

Duong, H. N., Lajbcygier, P. & Vu, V. H., Oct 2017, In : Pacific Basin Finance Journal. 45, p. 68-81 14 p.

Research output: Contribution to journalArticleResearchpeer-review

The PULSAR Specialist Care protocol: A stepped-wedge cluster randomized control trial of a training intervention for community mental health teams in recovery-oriented practice

Shawyer, F., Enticott, J. C., Brophy, L., Bruxner, A., Fossey, E., Inder, B., Julian, J., Kakuma, R., Weller, P., Wilson-Evered, E., Edan, V., Slade, M. & Meadows, G. N., 8 May 2017, In : BMC Psychiatry. 17, 1, 19 p., 172.

Research output: Contribution to journalArticleOtherpeer-review

Open Access
File

The regression line simplified

Joarder, A. H., Mahmood, M. & Omar, M. H., 2017, In : The Mathematical Scientist. 42, 3, p. 123-126 4 p.

Research output: Contribution to journalArticleOtherpeer-review

Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index

Gao, J., Peng, B., Ren, Z-R. & Zhang, X., 1 Jun 2017, In : The Annals of Applied Statistics. 11, 2, p. 1117-1145 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Vector autoregressions and macroeconometric modeling: an error taxonomy

Poskitt, D. S. & Yao, W., 3 Jul 2017, In : Journal of Business & Economic Statistics. 35, 3, p. 407-419 13 p.

Research output: Contribution to journalArticleResearchpeer-review

visdat: visualising whole data frames

Tierney, N., 2017, In : The Journal of Open Source Software. 2, 16, 2 p., 355.

Research output: Contribution to journalArticleOtherpeer-review

Open Access
File

Visualising forecasting algorithm performance using time series instance spaces

Kang, Y., Hyndman, R. & Smith-Miles, K., 1 Apr 2017, In : International Journal of Forecasting. 33, 2, p. 345-358 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Visualizing Meta-Explanations in Early Intervention Systems for Police Departments

Crockett, D., Walsh, J., Ackermann, K., Navarrete, A. & Ghani, R., 1 Oct 2017.

Research output: Contribution to conferencePosterOtherpeer-review

Welcome Message from the Chairs

Al-Dabass, D., Xie, Z., Orsoni, A. & Pantelous, A., 2017, Proceedings: UKSim-AMSS 11th European Modelling Symposium on Computer Modelling and Simulation - EMS 2017. Al-Dabass, D., Xie, Z., Orsoni, A. & Pantelous, A. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. x 1 p.

Research output: Chapter in Book/Report/Conference proceedingForeword / PostscriptOther

Welcome Message from the Chairs

Al-Dabass, D., Colla, V., Vannuci, M. & Pantelous, A., 4 May 2017, In : Proceedings - UKSim-AMSS 2016: 10th European Modelling Symposium on Computer Modelling and Simulation. p. ix 7920215.

Research output: Contribution to journalEditorialOtherpeer-review

When did it go wrong? The case of Greek sovereign debt

Sarafidis, V., Panagiotelis, A. & Panagiotidis, T., 1 Jan 2017, The Greek Debt Crisis: In Quest of Growth in Times of Austerity. Floros, C. & Chatziantoniou, I. (eds.). 1st ed. Cham Switzerland: Palgrave Macmillan, p. 1-35 35 p.

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

2016

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 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 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

A new approach to risk-return trade-off dynamics via decomposition

Frazier, D. T. & Liu, X. M., 2016, In : Journal of Economic Dynamics and Control. 62, p. 43 - 55 13 p.

Research output: Contribution to journalArticleResearchpeer-review

An exact method for the sensitivity analysis of systems simulated by rejection techniques

Joshi, M. S. & Zhu, D., 1 Nov 2016, In : European Journal of Operational Research. 254, 3, p. 875-888 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A unified framework for the estimation of intra and inter country food purchasing power parities: India, Indonesia and Vietnam

Majumder, A., Ray, R. & Sinha, K., 2016, In : Indian Growth and Development Review. 9, 1, p. 2 - 31 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation

Bergmeir, C., Hyndman, R. J. & Benitez, J. M., 2016, In : International Journal of Forecasting. 32, 2, p. 303 - 312 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors

Zhang, X., King, M. L. & Shang, H. L., 2016, In : Econometrics. 4, 2, 27 p., 24.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Binge Drinking and Antisocial and Unlawful Behaviours in Australia

Yang, O., Zhao, X. & Srivastava, P., 1 Jun 2016, In : Economic Record. 92, 297, p. 222-240 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Born flipped - blended learning classrooms for an entire business program

Winchester, T., Johnstone, B., Treisman, D. & Teh, D., 2016, ICICTE 2016: Proceedings of The International Conference on Information Communication Technologies in Education. Morris, L. & Tsolakidis, C. (eds.). 1st ed. Southampton UK: International Conference on Information, Communication Technologies in Education, p. 314-322 9 p.

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

Open Access
File

Canadian monetary policy analysis using a structural VARMA model

Raghavan, M., Athanasopoulos, G. & Silvapulle, P., 1 Feb 2016, In : Canadian Journal of Economics. 49, 1, p. 347-373 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Classifying Chinese bull and bear markets: Indices and individual stocks

Chi, W., Brooks, R. D., Bissoondoyal-Bheenick, B. & Tang, X., 2016, In : Studies in Economics and Finance. 33, 4, p. 509-531 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Clustering seasonal time series using extreme value analysis: An application to Spanish temperature time series

Maharaj, E. A., Alonso, A. M. & D'Urso, P., 2016, In : Communications in Statistics: Case Studies, Data Analysis and Applications. 1, 4, p. 175-191 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Collaborative teaching and learning in large quantitative units

Kaur, C. & Brooks, R., 2016, OZCOTS 2016: Proceedings of the 9th Australian Conference on Teaching Statistics. McGillivray, H., Martin, M. A. & Phillips, B. (eds.). Belconnen ACT Australia: Statistical Society of Australia Inc., p. 99-104 6 p.

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

Open Access
File

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, M. P., Alexeev, V. & Brooks, R. D., 2016, In : Australian Journal of Management. 41, 1, p. 77 - 106 30 p.

Research output: Contribution to journalArticleResearchpeer-review