Research Output 1959 2020

2012

Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing

Taylor, J. W. & Snyder, R. D., 2012, In : OMEGA International Journal of Management Science. 40, 6, p. 748 - 757 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting the intermittent demand for slow-moving inventories: A modelling approach

Snyder, R. D., Ord, J. K. & Beaumont, A. N., 2012, In : International Journal of Forecasting. 28, 2, p. 485 - 496 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasts of COPD mortality in Australia: 2006-2025

Erbas, B., Ullah, M. S., Hyndman, R. J., Scollo, M. & Abramson, M. J., 2012, In : BMC Medical Research Methodology. 12, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Generalization of the order-restricted information criterion for multivariate normal linear models

Kuiper, R. M., Hoijtink, H. & Silvapulle, M. J., 2012, In : Journal of Statistical Planning and Inference. 142, 8, p. 2454 - 2463 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Global income distributions and inequality, 1993 and 2000: Incorporating country-level inequality modeled with beta distributions

Chotikapanich, D., Griffiths, W. E., Rao, D. S. P. & Valencia, V., 2012, In : Review of Economics and Statistics. 94, 1, p. 52 - 73 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Group congruences on arbitrary semigroups

Edwards, P. M., 2012, In : International Journal of Algebra. 6, 11, p. 531 - 537 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Higher-order infinitesimal robustness

La Vecchia, D., Ronchetti, E. & Trojani, F., 2012, In : Journal of the American Statistical Association. 107, 500, p. 1546 - 1557 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Imputation credits and equity returns

Lajbcygier, P. R. & Wheatley, S., 2012, In : Economic Record. 88, 283, p. 476 - 494 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Income, aspirations and the Hedonic Treadmill in a poor society

Knight, J. B. & Gunatilaka, R. S., 2012, In : Journal of Economic Behavior and Organization. 82, 1, p. 67 - 81 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Inference for income distributions using grouped data

Hajargasht, G., Griffiths, W. E., Brice, J., Rao, D. S. P. & Chotikapanich, D., 2012, In : Journal of Business & Economic Statistics. 30, 4, p. 563 - 575 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Inference in the presence of weak instruments: A selected survey

Poskitt, D. S. & Skeels, C. L., 2012, In : Foundations and Trends in Econometrics. 6, 1, p. 1 - 102 102 p.

Research output: Contribution to journalArticleResearchpeer-review

Inflated ordered outcomes

Brooks, R. D., Harris, M. N. & Spencer, C., 2012, In : Economics Letters. 117, 3, p. 683 - 686 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Interaction between HIV awareness, knowledge, safe sex practice and HIV prevalence: Evidence from Botswana

Ray, R. & Sinha, K., 2012, In : Journal of Biosocial Science. 44, 3, p. 321 - 344 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models

Koul, H., Perera, I. & Silvapulle, M. J., 2012, In : Econometric Theory. 28, 6, p. 1283 - 1312 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Local linear fitting under near Epoch dependence: Uniform consistency with convergence rates

Li, D., Lu, Z. & Linton, O., 2012, In : Econometric Theory. 28, 5, p. 935 - 958 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Maximising health versus sharing: Measuring preferences for the allocation of the health budget

Richardson, J. R. J., Sinha, K., Iezzi, A. A. & Maxwell, A., 2012, In : Social Science and Medicine. 75, 8, p. 1351 - 1361 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Multivariate exponential smoothing for forecasting tourist arrivals

Athanasopoulos, G. & de Silva, A. J., 2012, In : Journal of Travel Research. 51, 5, p. 640 - 652 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Occupational transition and country-of-origin effects in the early stage occupational assimilation of immigrants: Some evidence from Australia

Kostenko, W., Harris, M. N. & Zhao, X., 2012, In : Applied Economics. 44, 31, p. 4019 - 4035 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Pair copula constructions for multivariate discrete data

Panagiotelis, A. N., Czado, C. & Joe, H., 2012, In : Journal of the American Statistical Association. 107, 499, p. 1063 - 1072 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Parametric computation predicts a multiplicative interaction between synaptic strength parameters that control gamma oscillations

Chambers, J., Bethwaite, B., Diamond, N. T., Peachey, T. C., Abramson, D. A., Petrou, S. & Thomas, E., 2012, In : Frontiers in Computational Neuroscience. 6, p. 1 - 12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Player salaries and revenues in the Australian Football League 2001-2009: Theory and evidence

Booth, D. R., Brooks, R. D. & Diamond, N. T., 2012, In : The Economic and Labour Relations Review. 23, 2, p. 39 - 54 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Point and interval forecasts of age-specific fertility rates: A comparison of functional principal component methods

Shang, H. L., 2012, In : Journal of Population Research. 29, 3, p. 249 - 267 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Point and interval forecasts of age-specific life expectancies: A model averaging approach

Shang, H. L., 2012, In : Demographic Research. 27, p. 593 - 644 52 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Price and volume relationships across water trading zones

Brooks, R. & Harris, E., 2012, Sustainable Irrigation and Drainage IV: Management, Technologies and Policies. Bjornlund, H., Brebbia, C. A. & Wheeler, S. (eds.). Southhampton UK: WIT Press, Vol. 168. p. 439-445 7 p. (WIT Transactions on Ecology and the Environment; vol. 168).

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

Probabilistic forecasts of volatility and its risk premia

Maneesoonthorn, W., Martin, G. M., Forbes, C. S. & Grose, S. D., 2012, In : Journal of Econometrics. 171, 2, p. 217 - 236 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis

Feng, G. & Zhang, X., 2012, In : Journal of Banking and Finance. 36, 7, p. 1883 - 1895 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Real exchange rate movements in developed and developing economies: A reinterpretation of the Balassa-Samuelson hypothesis

Dumrongrittikul, T., 2012, In : Economic Record. 88, 283, p. 537 - 553 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval

Nath, H. B., Kim, J. & Brooks, R. D., 2012, In : Mathematics and Computers in Simulation. 83, p. 10 - 22 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Recent trends in relative performance of global equity markets

Galagedera, D. U. A., 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 4, p. 834 - 854 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Reported earnings and analyst forecasts as competing sources of information: A new approach

Anderson, H. M., Chan, H., Faff, R. & Ho, Y. K., 2012, In : Australian Journal of Management. 37, 3, p. 333 - 359 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Semiparametric trending panel data models with cross-sectional dependence

Chen, J., Gao, J. & Li, D., 2012, In : Journal of Econometrics. 171, 1, p. 71 - 85 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Short-term load forecasting based on a semi-parametric additive model

Fan, S. & Hyndman, R. J., 2012, In : IEEE Transactions on Power Systems. 27, 1, p. 134 - 141 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods

Raghavan, M. V., Silvapulle, P. & Athanasopoulos, G., 2012, In : Applied Economics. 44, 29, p. 3841 - 3856 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Survey of recent developments

Olivia, S. & Yamauchi, C., 2012, In : Bulletin of Indonesian Economic Studies. 48, 2, p. 143 - 171 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

Choe, K-I., Choi, P., Nam, K. & Vahid-Araghi, F., 2012, In : Pacific Basin Finance Journal. 20, 2, p. 271 - 291 21 p.

Research output: Contribution to journalArticleResearchpeer-review

The declining player share of AFL clubs and league revenue, 2001-2009: Where has the money gone?

Booth, D. R., Brooks, R. D. & Diamond, N. T., 2012, In : Labour and Industry. 22, 4, p. 433 - 445 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of a new term auction facility on Libor-OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis

In, F. H., Cui, J. & Maharaj, E. A., 2012, In : Journal of International Money and Finance. 31, 5, p. 1106 - 1125 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The roles of news and volatility in stock market correlations during the global financial crisis

Mun, M. & Brooks, R. D., 2012, In : Emerging Markets Review. 13, 1, p. 1 - 7 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Trade liberalization and the wage skill premium: Evidence from Indonesia

Amiti, M. & Cameron, L. A., 2012, In : Journal of International Economics. 87, 2, p. 277 - 287 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Two canonical VARMA forms: Scalar component models vis-a-vis the Echelon form

Athanasopoulos, G., Poskitt, D. S. & Vahid-Araghi, F., 2012, In : Econometric Reviews. 31, 1, p. 60 - 83 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Using carbon emissions data to 'heat up' descriptive statistics

Brooks, R., Mar 2012, In : Teaching Statistics. 34, 1, p. 25-30 6 p.

Research output: Contribution to journalArticleOtherpeer-review

Wavelets-based clustering of multivariate time series

D'Urso, P. & Maharaj, E. A., 2012, In : Fuzzy Sets and Systems. 193, p. 33 - 61 29 p.

Research output: Contribution to journalArticleResearchpeer-review

2011

A Bayesian approach to parameter estimation for kernel density estimation via transformations

Liu, Q., Pitt, D., Zhang, X. & Wu, X., 2011, In : Annals of Actuarial Science. 5, 2, p. 181 - 193 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, E., Galagedera, D. & Dark, J., 30 Aug 2011, In : Managerial Finance. 37, 10, p. 940-952 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A decade of dissent: Explaining the dissent voting behavior of Bank of England MPC members

Harris, M., Levine, P. & Spencer, C., 2011, In : Public Choice. 146, 3-4, p. 413 - 442 30 p.

Research output: Contribution to journalArticleResearchpeer-review

An Akaike-type information criterion for model selection under inequality constraints

Kuiper, R., Hoijtink, H. & Silvapulle, M., 2011, In : Biometrika. 98, 2, p. 495 - 501 7 p.

Research output: Contribution to journalArticleResearchpeer-review

An empirical evaluation of the balanced growth hypothesis: Evidence from Australia

Ji, I. & Park, R., 2011, In : Journal of the Korean Economy. 12, 2, p. 341 - 365 25 p.

Research output: Contribution to journalArticleResearchpeer-review

'A pack a day for 20 years': Smoking and cigarette pack sizes

Farrell, L., Fry, T. & Harris, M., 2011, In : Applied Economics. 43, 21, p. 2833 - 2842 10 p.

Research output: Contribution to journalArticleResearchpeer-review

A quasi-locally most powerful test for correlation in the conditional variance of positive data

McCabe, B., Martin, G. & Freeland, K., 2011, In : Australian and New Zealand Journal of Statistics. 53, 1, p. 43 - 62 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A robust approach for phenological change detection within satellite image time series

Verbesselt, J., Herold, M., Hyndman, R., Zeileis, A. & Culvenor, D., 2011, 2011 6th International Workshop on the Analysis of Multi-Temporal Remote Sensing Images (Multi-Temp): Proceedings. Bruzzone, L. & Bovolo, F. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. 41-44 4 p. 6005042

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