Research Output 1959 2020

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2020

Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., Jan 2020, In : Applied Mathematics and Computation. 364, 18 p., 124669.

Research output: Contribution to journalArticleResearchpeer-review

2019

A brief history of forecasting competitions

Hyndman, R. J., Jun 2019, (Accepted/In press) In : International Journal of Forecasting. 8 p.

Research output: Contribution to journalArticleResearchpeer-review

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A framework for automated anomaly detection in high frequency water-quality data from in situ sensors

Leigh, C., Alsibai, O., Hyndman, R. J., Kandanaarachchi, S., King, O. C., McGree, J. M., Neelamraju, C., Strauss, J., Talagala, P. D., Turner, R. D. R., Mengersen, K. & Peterson, E. E., 10 May 2019, In : Science of the Total Environment. 664, p. 885-898 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A multiple testing approach to the regularisation of large sample correlation matrices

Bailey, N., Pesaran, M. H. & Smith, L. V., Feb 2019, In : Journal of Econometrics. 208, 2, p. 507-534 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Analysis of shock transmissions to a small open emerging economy using a SVARMA model

Raghavan, M. & Athanasopoulos, G., Mar 2019, In : Economic Modelling. 77, p. 187-203 17 p.

Research output: Contribution to journalArticleResearchpeer-review

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Meimaris, A. T., Kougioumtzoglou, I. A., Pantelous, A. A. & Pirrotta, A., 2019, (Accepted/In press) In : Nonlinear Dynamics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K. & Pantelous, A. A., May 2019, In : Computers and Industrial Engineering. 131, p. 157-171 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Anomaly detection in streaming nonstationary temporal data

Talagala, P. D., Hyndman, R. J., Smith-Miles, K., Kandanaarachchi, S. & Muñoz, M. A., 2019, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Approximate Bayesian forecasting

Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & McCabe, B. P. M., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 521-539 19 p.

Research output: Contribution to journalArticleResearchpeer-review

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M. & Zhou, J., 1 Jun 2019, In : Mechanical Systems and Signal Processing. 124, p. 643-663 21 p.

Research output: Contribution to journalArticleResearchpeer-review

A simple iterative Z-estimator for semiparametric models

Frazier, D. T., Feb 2019, In : Econometric Theory. 35, 1, p. 111-141 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, T., Gao, J. & Zhang, X., Jan 2019, In : Journal of Business and Economic Statistics. 37, 1, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 155-173 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Clustering of interval time series

Maharaj, E. A., Teles, P. & Brito, P., 21 Jan 2019, (Accepted/In press) In : Statistics and Computing. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Construction and visualization of confidence sets for frequentist distributional forecasts

Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 92-104 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Control of resources, bargaining power and the demand of food: evidence from PROGRESA

Tommasi, D., May 2019, In : Journal of Economic Behavior and Organization. 161, p. 265-286 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Cross-temporal coherent forecasts for Australian tourism

Kourentzes, N. & Athanasopoulos, G., Mar 2019, In : Annals of Tourism Research. 75, p. 393-409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Cryptocurrencies: dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A. & Zhou, J., 1 Jul 2019, In : Physica A: Statistical Mechanics and its Applications. 525, p. 1063-1079 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Early life stages of a common broadcast spawning coral associate with specific bacterial communities despite lack of internalized bacteria

Damjanovic, K., Menéndez, P., Blackall, L. L. & van Oppen, M. J. H., 2019, (Accepted/In press) In : Microbial Ecology. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Errors-in-variables jump regression using local clustering

Kang, Y., Gong, X., Gao, J. & Qiu, P., Aug 2019, In : Statistics in Medicine. 38, 19, p. 3642-3655 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating and accounting for the output gap with large Bayesian vector autoregressions

Morley, J. & Wong, B., 2019, (Accepted/In press) In : Journal of Applied Econometrics. 62 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in a semiparametric panel data model with nonstationarity

Dong, C., Gao, J. & Peng, B., 2019, In : Econometric Reviews. 38, 8, p. 961-977 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach

Feng, G., Wang, C. & Zhang, X., 15 Feb 2019, In : Journal of Productivity Analysis. 51, 1, p. 1-19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Evaluating health facility access using Bayesian spatial models and location analysis methods

Tierney, N. J., Mira, A., Jost Reinhold, H., Arbia, G., Clifford, S., Auricchio, A., Moccetti, T., Peluso, S. & Mengersen, K. L., 2019, In : PLoS ONE. 14, 8, 18 p., e0218310.

Research output: Contribution to journalArticleResearchpeer-review

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Examining the economic interactions between Australia's regions: results from a Global VAR

Moallemi, M. & Melser, D., Jun 2019, In : Economic Record. 95, S1, p. 79-99 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Dong, C. & Gao, J., 2019, In : Econometric Reviews. 38, 2, p. 125-150 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponent of cross-sectional dependence for residuals

Bailey, N., Kapetanios, G. & Pesaran, M. H., 2019, (Accepted/In press) In : Sankhya B. 57 p.

Research output: Contribution to journalArticleResearchpeer-review

FFORMA: Feature-based forecast model averaging

Montero-Manso, P., Athanasopoulos, G., Hyndman, R. J. & Talagala, T. S., 2019, (Accepted/In press) In : International Journal of Forecasting. 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting in social settings: the state of the art

Makridakis, S., Hyndman, R. J. & Petropoulos, F., 2019, (Accepted/In press) In : International Journal of Forecasting. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Forecasting using random subspace methods

Boot, T. & Nibbering, D., Apr 2019, In : Journal of Econometrics. 209, 2, p. 391-406 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Health status and labour market outcome: empirical evidence from Australia

Damrongplasit, K., Hsiao, C. & Zhao, X., May 2019, In : Pacific Economic Review. 24, 2, p. 269-292 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Hedonic pricing and the role of stud fees in the market for thoroughbred yearlings in Australia

Kim, J. S., Mitchell, S. D. & Wang, L. C., 1 Jul 2019, In : Australian Journal of Agricultural and Resource Economics. 63, 3, p. 439-471 33 p.

Research output: Contribution to journalArticleResearchpeer-review

Hidden interactions in financial markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E. & Zuev, K. M., 1 Jan 2019, In : Proceedings of the National Academy of Sciences of the United States of America. 166, 22, p. 10646-10651 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Income inequality and white-on-black racial bias in the United States: evidence from project implicit and Google trends

Connor, P., Sarafidis, V., Zyphur, M. J., Keltner, D. & Chen, S., Feb 2019, In : Psychological Science. 30, 2, p. 205-222 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Indirect inference: which moments to match?

Frazier, D. T. & Renault, E., Mar 2019, In : Econometrics. 7, 1, 17 p., 14.

Research output: Contribution to journalArticleResearchpeer-review

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Indirect inference with a non-smooth criterion function

Frazier, D. T., Oka, T. & Zhu, D., 2019, (Accepted/In press) In : Journal of Econometrics. 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures

Kim, D., Oka, T., Estrada, F. & Perron, P., 23 May 2019, (Accepted/In press) In : Journal of Econometrics. 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring uncertainty for New Zealand using data‐rich approach

Tran, T. D., Vehbi, T. & Wong, B., 11 Sep 2019, In : Australian Economic Review. 52, 3, p. 344-352 9 p.

Research output: Contribution to journalArticleOtherpeer-review

Minimax after money-max: why major league baseball players do not follow optimal strategies

Choe, J. & Kim, J. S., 2019, In : Applied Economics. 51, 24, p. 2591-2605 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Mortality effects of economic fluctuations in selected eurozone countries

Seklecka, M., Md Lazam, N., Pantelous, A. & O'Hare, C., 1 Jan 2019, In : Journal of Forecasting. 38, 1, p. 39-62 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric localized bandwidth selection for kernel density estimation

Cheng, T., Gao, J. & Zhang, X., 2019, In : Econometric Reviews. 38, 7, p. 733-762 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation

Fragkoulis, V. C., Kougioumtzoglou, I. A., Pantelous, A. A. & Beer, M., 2019, (Accepted/In press) In : Nonlinear Dynamics. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Oil prices and economic policy uncertainty: evidence from a nonparametric panel data model

Hailemariam, A., Smyth, R. & Zhang, X., Sep 2019, In : Energy Economics. 83, p. 40-51 12 p.

Research output: Contribution to journalArticleResearchpeer-review

On singular spectrum analysis and stepwise time series reconstruction

Poskitt, D. S., 2019, (Accepted/In press) In : Journal of Time Series Analysis. 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization

Wickramasuriya, S. L., Athanasopoulos, G. & Hyndman, R. J., 2019, In : Journal of the American Statistical Association. 114, 526, p. 804-819 16 p.

Research output: Contribution to journalArticleResearchpeer-review

plyranges: a grammar of genomic data transformation

Lee, S., Cook, D. & Lawrence, M., 4 Jan 2019, In : Genome Biology. 20, 10 p., 4.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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Predicting sediment and nutrient concentrations from high-frequency water-quality data

Leigh, C., Kandanaarachchi, S., McGree, J. M., Hyndman, R. J., Alsibai, O., Mengersen, K. & Peterson, E. E., Aug 2019, In : PLoS ONE. 14, 8, 22 p., e0215503.

Research output: Contribution to journalArticleResearchpeer-review

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