Research Output 1959 2019

Modelling financial satisfaction across life stages: A latent class approach

Brown, S., Durand, R. B., Harris, M. N. & Weterings, T. A., 2014, In : Journal of Economic Psychology. 45, p. 117 - 127 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach

Athanasopoulos, G., Deng, M., Li, G. & Song, H., 2014, In : Tourism Management. 45, p. 159 - 170 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimally reconciling forecasts in a hierarchy

Hyndman, R. J. & Athanasopoulos, G., 2014, In : Foresight. Fall 2014, 35, p. 42 - 48 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Polarization of forecast densities: A new approach to time series classification

Liu, S., Maharaj, E. A. & Inder, B. A., 2014, In : Computational Statistics and Data Analysis. 70, p. 345 - 361 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Portmanteau autocorrelation tests under q-dependence and heteroskedasticity

Harris, D. & Kew, H. Y., 2014, In : Journal of Time Series Analysis. 35, 3, p. 203 - 217 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Price leadership and information transmission in Australian water allocation markets

Brooks, R. D. & Harris, E. M., 2014, In : Agricultural Water Management. 145, p. 83 - 91 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Problem-based learning of statistical sampling concepts using fantasy sports team data

Brooks, R., Booth, R., Wright, J. & Suntah, N., 2014, Topics from Australian Conferences on Teaching Statistics - OZCOTS 2008-2012. MacGillivray, H., Martin, M. A. & Phillips, B. (eds.). New York NY USA: Springer, Vol. 81. p. 397-403 7 p. (Springer Proceedings in Mathematics & Statistics; vol. 81).

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

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, E., Brooks, R. D. & Treepongkaruna, S., 2014, In : Journal of Multinational Financial Management. 25-26, p. 51 - 63 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Semiparametric methods in nonlinear time series analysis: a selective review

Saart, P., Gao, J. & Kim, N-H., 2014, In : Journal of Nonparametric Statistics. 26, 1, p. 141 - 169 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Skills training to avoid inadvertent plagiarism: results from a randomised control study

Newton, F. J., Wright, J. D. & Newton, J. D., 2014, In : Higher Education Research and Development. 33, 6, p. 1180 - 1193 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing in parametric trending models with unknown errors

Gao, J. & King, M. L., 2014, Essays in Honor of Peter C. B. Phillips (Advances in Econometrics Vol 33). Chang, Y., Fomby, T. B. & Park, J. Y. (eds.). 33 ed. Bingley UK: Emerald Group Publishing Limited, p. 151 - 202 52 p.

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

Structural breaks in mortality models and their consequences

O'Hare, C. & Li, Y., 1 Jan 2014, Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management - Proceedings of the Second International Conference on Vulnerability and Risk Analysis and Management (ICVRAM) and the Sixth International Symposium on Uncertainty Modeling and Analysis (ISUMA). Beer, M., Au, S-K. & Hall, J. W. (eds.). Reston VI USA: American Society of Civil Engineers, p. 1190-1204 15 p.

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

Supply-side reduction policy and drug-related harm

Wan, W-Y., Weatherburn, D., Wardlaw, G., Sarafidis, V. & Sara, G., 2014, In : Trends & Issues in Crime and Criminal Justice. 2014, 486, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing independence among a large number of high-dimensional random vectors

Pan, G., Gao, J. & Yang, Y., 2014, In : Journal of the American Statistical Association. 109, 506, p. 600 - 612 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Thai financial markets and political change

Lumjiak, S., Treepongkaruna, S., Wee, M. & Brooks, R. D., 2014, In : Journal of Financial Management Markets and Institutions. 2, 1, p. 5 - 26 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union

Do, X. H., Brooks, R. D., Treepongkaruna, S. & Wu, E., 2014, In : International Review of Financial Analysis. 34, p. 5 - 20 16 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of patenting activity on the financial performance of Malaysian firms

Ghapar, F. A., Brooks, R. D. & Smyth, R. L., 2014, In : Journal of the Asia Pacific Economy. 19, 3, p. 445 - 463 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Threshold effects in nonlinear models with an application to the social capital-retirement-health relationship

Gannon, B., Harris, D. & Harris, M. N., 2014, In : Health Economics. 23, 9, p. 1072 - 1083 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Tourism promotion, increasing returns and domestic welfare

Shi, H. & Li, C., 2014, In : World Economy. 37, 7, p. 995 - 1015 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Understanding irrigator bidding behavior in Australian water markets in response to uncertainty

Zuo, A., Brooks, R. D., Wheeler, S. A., Harris, E. M. & Bjornlund, H., 2014, In : Water: an open access journal. 6, 11, p. 3457 - 3477 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Wavelet-based self-organizing maps for classifying multivariate time series

D'Urso, P., De Giovanni, L., Maharaj, E. A. & Massari, R., 2014, In : Journal of Chemometrics. 28, p. 28 - 51 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Welcome message from the chairs

Al-Dabass, D., Colla, V., Vannuci, M. & Pantelous, A., 2014, Proceedings - UKSim-AMSS 8th European Modelling Symposium on Computer Modelling and Simulation, EMS 2014. p. xiv 1 p.

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

Welcome Message from the Chairs

Al-Dabass, D., Romero, G., Corchado, E., Saad, I., Orsoni, A. & Pantelous, A., 5 May 2014, Proceedings - 2nd International Conference on Artificial Intelligence, Modelling, and Simulation, AIMS 2014. p. xii

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

2013

A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples

Liu, S. & Maharaj, E. A., 2013, In : Computational Statistics and Data Analysis. 60, p. 32 - 49 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A new perspective of equity market performance

Galagedera, D. U. A., 2013, In : Journal of International Financial Markets, Institutions and Money. 26, p. 333 - 357 25 p.

Research output: Contribution to journalArticleResearchpeer-review

An extension of some results due to Cox and Leland

Leung, A. P. & Shi, W., 2013, In : Journal of Mathematical Finance. 3, 4, p. 416 - 425 10 p.

Research output: Contribution to journalArticleResearchpeer-review

A note on window length selection in singular spectrum analysis

Khan, MD. A. R. & Poskitt, D. S., 2013, In : Australian and New Zealand Journal of Statistics. 55, 2, p. 87 - 108 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Association of doxycycline use with the development of gastroenteritis, irritable bowel syndrome and inflammatory bowel disease in Australians deployed abroad

Lee, T., Russell, L., Deng, M. & Gibson, P. R., 2013, In : Internal Medicine Journal. 43, 8, p. 919 - 926 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Autoregressive model-based fuzzy clustering and its application for detecting information redundancy in air pollution monitoring networks

D'Urso, P., Di Lallo, D. & Maharaj, E. A., 2013, In : Soft Computing. 17, 1, p. 83 - 131 49 p.

Research output: Contribution to journalArticleResearchpeer-review

Calculating poverty measures from the generalised beta income distribution

Chotikapanich, D., Griffiths, W. E., Karunarathne, W. & Rao, D. S. P., 2013, In : Economic Record. 89, S1, p. 48 - 66 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Coherent mortality forecasting: The product-ratio method with functional time series models

Hyndman, R. J., Booth, H. & Yasmeen, F., 2013, In : Demography. 50, 1, p. 261 - 283 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Description length and dimensionality reduction in functional data analysis

Poskitt, D. S. & Arivalzahan, S., 2013, In : Computational Statistics and Data Analysis. 58, p. 98 - 113 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Empirical demand systems incorporating intertemporal consumption dynamics

Kim, H. Y., McLaren, K. R. & Wong, G. K. K., 2013, In : Empirical Economics. 45, 1, p. 349 - 370 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in partially linear single-index panel data models with fixed effects

Chen, J., Gao, J. & Li, D., 2013, In : Journal of Business & Economic Statistics. 31, 3, p. 315 - 330 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in single-index panel data models with heterogeneous link functions

Chen, J., Gao, J. & Li, D., 2013, In : Econometric Reviews. 32, 8, p. 928 - 955 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in threshold autoregressive models with a stationary and a unit root regime

Gao, J., Tjostheim, D. B. & Yin, J., 2013, In : Journal of Econometrics. 172, 1, p. 1 - 13 13 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. D., 2013, In : Journal of Interdisciplinary History. 44, 2, p. 209 - 234 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting: Principles and Practice

Hyndman, R. J. & Athanasopoulos, G., 2013, 1st ed. OTexts. 291 p.

Research output: Book/ReportTextbookOther

Open Access

Functional time series approach for forecasting very short-term electricity demand

Shang, H. L., 2013, In : Journal of Applied Statistics. 40, 1, p. 152 - 168 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Generalized impulse response analysis in a fractionally integrated vector autoregressive model

Do, X. H., Brooks, R. D. & Treepongkaruna, S., 2013, In : Economics Letters. 118, 3, p. 462 - 465 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Hedge funds: Replication and nonlinearities

Tupitsyn, M. & Lajbcygier, P. R., 2013, Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Baker, H. K. & Filbeck, G. (eds.). Hoboken NJ USA: John Wiley & Sons, p. 541 - 566 26 p.

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

Little emperors: Behavioral impacts of China's one-child policy

Cameron, L. A., Erkal, N., Gangadharan, L. & Meng, X., 2013, In : Science. 339, 6122, p. 953 - 957 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Little emperors pose behavioral challenges

Cameron, L., Erkal, N., Gangadharan, L. & Meng, X., 19 Apr 2013, In : Science. 340, 6130, p. 272-273 2 p.

Research output: Contribution to journalLetterOtherpeer-review

Long-range dependent time series specification

Gao, J., Wang, Q. & Yin, J., 2013, In : Bernoulli. 19, 5A, p. 1714 - 1749 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes

Khan, MD. A. R. & Poskitt, D. S., 2013, In : Journal of Time Series Analysis. 34, 2, p. 141 - 155 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models

Ng, J. W. J., Forbes, C. S., Martin, G. M. & McCabe, B. P. M., 2013, In : International Journal of Forecasting. 29, 3, p. 411 - 430 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Oil, oil volatility and airline stocks: A global analysis

Nandha, M. S., Brooks, R. D. & Faff, R., 2013, In : Contabilitate si Informatica de Gestiune. 12, 2, p. 302 - 318 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

On joint ruin probabilities of a two-dimensional risk model with constant interest rate

Hu, Z. & Jiang, B., 2013, In : Journal of Applied Probability. 50, 2, p. 309 - 322 14 p.

Research output: Contribution to journalArticleResearchpeer-review