Research Output 1959 2020

2015

Risk-taking behavior in the wake of natural disasters

Cameron, L. A. & Shah, M., 2015, In : Journal of Human Resources. 50, 2, p. 484 - 515 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Robust heart rate variability analysis by generalized entropy minimization

La Vecchia, D., Camponovo, L. & Ferrari, D., 2015, In : Computational Statistics and Data Analysis. 82, p. 137 - 151 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Robustness of marginal likelihood based tests for random regression coefficients

King, M. L. & Rahman, S., 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 205 - 220 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Semiparametric autoregressive conditional duration model: Theory and practice

Saart, P., Gao, J. & Allen, D. E., 2015, In : Econometric Reviews. 34, 6-10, p. 849 - 881 33 p.

Research output: Contribution to journalArticleResearchpeer-review

Semiparametric single-index panel data models with cross-sectional dependence

Dong, C., Gao, J. & Peng, B., 2015, In : Journal of Econometrics. 188, 1, p. 301 - 312 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Special issue on "Estimation, testing and forecasting in econometrics"

Gao, J. & King, M. L., 20 Jul 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 175-177 3 p.

Research output: Contribution to journalEditorialOtherpeer-review

Specification testing in nonstationary time series models

Chen, J., Gao, J., Li, D. & Lin, Z., 2015, In : Econometrics Journal. 18, p. 117 - 136 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Statistical issues with using herbarium data for the estimation of invasion lag-phases

Hyndman, R. J., Mesgaran, M. B. & Cousens, R. D., 2015, In : Biological Invasions. 17, 12, p. 3371 - 3381 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock market impact of sovereign rating changes: Alternative benchmark models

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, Emerging Markets and Sovereign Risk. Finch, N. (ed.). Basingstoke UK: Palgrave Macmillan, p. 231-252 22 p.

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

Structural-break models under mis-specification: Implications for forecasting

Koo, B. & Seo, M. H., 2015, In : Journal of Econometrics. 188, 1, p. 166 - 181 16 p.

Research output: Contribution to journalArticleResearchpeer-review

The complexities of agent-based modeling output analysis

Lee, J-S., Filatova, T., Ligmann-Zielinska, A., Hassani Mahmooei, B., Stonedahl, F., Lorscheid, I., Voinov, A., Polhill, J. G., Sun, Z. & Parker, D. C., 2015, In : Journal of Artificial Societies and Social Simulation. 18, 4, p. 1 - 27 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

The components of systematic risk and their determinants in the Malaysian equity market

Hooy, C. W. & Brooks, R. D., 2015, In : Asian Academy of Management Journal of Accounting and Finance. 11, 2, p. 151 - 176 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

The credit risk-return puzzle: Impact of credit rating announcements in Australia and Japan

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, In : Pacific Basin Finance Journal. 35, p. 37 - 55 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The double burden of malnutrition in SE Asia and the Pacific: Priorities, policies and politics

Haddad, L., Cameron, L. A. & Barnett, I., 2015, In : Health Policy and Planning. 30, 9, p. 1193 - 1206 14 p.

Research output: Contribution to journalArticleResearchpeer-review

The Fisher hypothesis and its implications for defined benefits

Leung, A. P., 2015, In : Asia-Pacific Journal of Risk and Insurance. 9, 1, p. 107 - 124 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The viability of alternative indexation when including all costs

Lajbcygier, P. R. & Sojka, J., 2015, In : International Review of Financial Analysis. 38, p. 109 - 141 33 p.

Research output: Contribution to journalArticleResearchpeer-review

Transport infrastructure and long-run economic growth in OECD countries

Farhadi, M., 2015, In : Transportation Research, Part A: Policy and Practice. 74, p. 73 - 90 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Uniform consistency for nonparametric estimators in null recurrent time series

Gao, J., Kanaya, S., Li, D. & Tjostheim, D. B., 2015, In : Econometric Theory. 31, 5, p. 911 - 952 42 p.

Research output: Contribution to journalArticleResearchpeer-review

Use of antidepressant medication after road traffic injury

Berecki-Gisolf, J., Collie, A., Hassani Mahmooei, B. & McClure, R. J., 2015, In : Injury. 46, 7, p. 1250 - 1256 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Visualizing communication patterns at DinoFun World

Hofmann, H., Cook, D., Kaplan, A., Hare, E., Leos-Barajas, V., Sievert, C. & Tyner, S., 4 Dec 2015, 2015 IEEE Conference on Visual Analytics Science and Technology: Chicago, Illinois, USA - 25-30 October 2015 - Proceedings. Chen, M. & Andrienko, G. (eds.). Danvers MA USA: IEEE, Institute of Electrical and Electronics Engineers, p. 161-162 2 p. 7347660

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

Visually exploring missing values in multivariable data using a graphical user interface

Cheng, X., Cook, D. H. & Hofmann, H., 2015, In : Journal of Statistical Software. 68, 6, p. 1 - 23 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Welcome Message from the Chairs

Al-Dabass, D., Ibrahim, Z., Shapiai, M. I. & Pantelous, A., 28 Oct 2015, In : Proceedings - International Conference on Intelligent Systems, Modelling and Simulation, ISMS. 2015-October, p. xi 7311193.

Research output: Contribution to journalEditorialOtherpeer-review

2014

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 gradient boosting approach to the Kaggle load forecasting competition

Ben Taieb, S. & Hyndman, R. J., 2014, In : International Journal of Forecasting. 30, 2, p. 382 - 394 13 p.

Research output: Contribution to journalArticleResearchpeer-review

An equivalence between least squares and maximum likelihood estimation in the general linear model

Yeasmin, M. & King, M. L., 2014, In : Global Journal of Quantitative Science. 1, 2, p. 13 - 16 4 p.

Research output: Contribution to journalArticleResearchpeer-review

An instrument for measuring the social willingness to pay for health state improvement

Richardson, J. R. J., Iezzi, A. A., Sinha, K., Khan, M. A. & Mckie, J. R., 2014, In : Health Economics. 23, 7, p. 792 - 805 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density

Zhang, X., King, M. L. & Shang, H. L., 2014, In : Computational Statistics and Data Analysis. 78, p. 218 - 234 17 p.

Research output: Contribution to journalArticleResearchpeer-review

A semi-parametric approach to estimating the operational risk and Expected Shortfall

Tursunalieva, A. & Silvapulle, P., 2014, In : Applied Economics. 46, 30, p. 3659 - 3672 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios

Chen, X. J. B., Silvapulle, P. & Silvapulle, M. J., 2014, In : Economic Modelling. 42, p. 230 - 242 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis

Tan, P. P., Chin, C. W. & Galagedera, D. U. A., 2014, In : Physica A: Statistical Mechanics and its Applications. 410, p. 345 - 358 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Banking crises: Identifying dates and determinants

Jutasompakorn, P., Brooks, R. D., Brown, C. A. & Treepongkaruna, S., 2014, In : Journal of International Financial Markets, Institutions and Money. 32, p. 150 - 166 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Bilateral versus unilateral cochlear implants in children: A study of spoken language outcomes

Sarant, J. Z., Harris, D., Bennet, L. & Bant, S., 2014, In : Ear and Hearing. 35, 4, p. 396 - 409 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Boosting multi-step autoregressive forecasts

Ben Taieb, S. & Hyndman, R. J., 2014, Proceedings of the 31st International Conference on Machine Learning. Xing, E. P. & Jebara, T. (eds.). International Machine Learning Society (IMLS), Vol. 32. 9 p. (Proceedings of Machine Learning Research; vol. 32).

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

Can mistargeting destroy social capital and stimulate crime? Evidence from a cash transfer program in Indonesia

Cameron, L. A. & Shah, M., 2014, In : Economic Development and Cultural Change. 62, 2, p. 381 - 415 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Classification of cyclical time series using complex demodulation

Maharaj, E. A., 2014, In : Statistics and Computing. 24, 6, p. 1031 - 1046 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Cluster-corrected standard errors with exact locations known: An example from rural Indonesia

Gibson, J., Kim, B. & Olivia, S., 2014, In : Economics Bulletin. 34, 3, p. 1857 - 1863 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Comment on article by Windle and Carvalho

Forbes, C., 2014, In : Bayesian Analysis. 9, 4, p. 805-808 4 p.

Research output: Contribution to journalArticleOtherpeer-review

Common nonlinearities in multiple series of stock market volatility

Anderson, H. M. & Vahid-Araghi, F., 2014, Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 93 - 117 25 p.

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

Competition, premature trading and excess volatility

Deb, P., Koo, B. & Liu, Z., 2014, In : Journal of Banking and Finance. 41, p. 178 - 193 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals

Maharaj, E. A. & Alonso, A. M., 2014, In : Computational Statistics and Data Analysis. 70, p. 67 - 87 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamics of effort allocation and evolution of trust: an agent-based model

Hassani Mahmooei, B. & Parris, B. W., 2014, In : Computational and Mathematical Organization Theory. 20, 2, p. 133 - 154 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic inequality in Australia between 1983 and 2010: A stochastic dominance analysis

Valenzuela, M. R., Lean, H. H. & Athanasopoulos, G., 2014, In : Economic Record. 90, 288, p. 49 - 62 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficient identification of the Pareto optimal set

Steponavice, I., Hyndman, R. J., Smith-Miles, K. A. & Villanova, L., 2014, Learning and Intelligent Optimization. Pardalos, P. M., Resende, M. G. C., Vogiatzis, C. & Walteros, J. L. (eds.). Cham Switzerland: Springer, Vol. 8426. p. 341 - 352 12 p.

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

Engaging large and diverse cohorts of bioscience students in lectures using kinaesthetic active learning

Dickson, K. A. & Stephens, B. W., 2014, In : International Journal of Innovation in Science and Mathematics Education. 22, 3, p. 52 - 61 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes

Griffiths, W. E., Zhang, X. & Zhao, X., 2014, In : Journal of Productivity Analysis. 42, 1, p. 67 - 84 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Exploring the power dimensions of the human resource function

Sheehan, C. R., De Cieri, H. L., Cooper, B. & Brooks, R. D., 2014, In : Human Resource Management Journal. 24, 2, p. 193 - 210 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Faces of opposition: juvenile resistance, high treason and the People’s Court in Nazi Germany

Geerling, W., Magee, G. B. & Brooks, R., 2014, Crime: A batch from The Journal of Interdisciplinary History. MIT Press - Journals, (Batches).

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

Forecast combinations under structural break uncertainty

Tian, J. & Anderson, H. M., 2014, In : International Journal of Forecasting. 30, 1, p. 161 - 175 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting death rates using exogenous determinants

French, D. & O'Hare, C., 2014, In : Journal of Forecasting. 33, 8, p. 640 - 650 11 p.

Research output: Contribution to journalArticleResearchpeer-review