Research Output 1974 2019

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2006

A zero-inflated ordered probit model, with an application to modelling tobacco consumption

Bai, C-E. (ed.), Harris, M. N., Hong, Y. (ed.), Zhao, X. & Li, D. (ed.), 2006, p. 1 - 37. 37 p.

Research output: Contribution to conferenceOtherOther

Investigating the relationship between stock returns and nflation in Australia: An ARDL bounds testing approach

Hoque, M. (ed.), Rushdi, M. & Kim, J., 2006, p. 1 - 22. 22 p.

Research output: Contribution to conferenceOtherOther

Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data

Bai, C-E. (ed.), Galagedera, D. U. A., Hong, Y. (ed.), Brooks, R. D. & Li, D. (ed.), 2006, p. 1 - 43. 43 p.

Research output: Contribution to conferenceOtherOther

Local linear multiple regression with variable bandwith in the presence of heteroskedasticity

Ye, A., Bai, C-E. (ed.), Hong, Y. (ed.), Hyndman, R. J., Li, Z. & Li, D. (ed.), 2006, p. 1 - 25. 25 p.

Research output: Contribution to conferenceOtherOther

2005

Characteristic-based Forecasting for Time Series Data

Flores, B. (ed.), Wang, X. C., Yokum, T. (ed.), Smith, K. A. & Hyndman, R. J., 2005, p. 57 - 57. 1 p.

Research output: Contribution to conferenceOtherOther

2004

Does model misspecification in DEA affect some DMUS more than others Experimental evidence frm a CRS frontier

Emrouznejad, A. (ed.), Galagedera, D. U. A. & Podinovski, V. (ed.), 2004, p. 121 - 128. 8 p.

Research output: Contribution to conferenceOtherOther

1997

Limits to linear price behaviour

Hall, A. D., Kofman, P. & Siouclis, A. J., 1997, p. 211 - 264. 54 p.

Research output: Contribution to conferenceOtherOther