Research Output 1974 2019

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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 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

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

Errors-in-variables jump regression using local clustering

Kang, Y., Gong, X., Gao, J. & Qiu, P., May 2019, (Accepted/In press) In : Statistics in Medicine. 14 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

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

Moallemi, M. & Melser, D., 6 Mar 2019, (Accepted/In press) In : Economic Record. 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

Forecasting using random subspace methods

Boot, T. & Nibbering, D., 8 Feb 2019, In : Journal of Econometrics. 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

Hidden interactions in financial markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E. & Zuev, K. M., 12 May 2019, (Accepted/In press) In : Proceedings of the National Academy of Sciences of the United States of America. 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., 11 Jan 2019, (Accepted/In press) In : Psychological Science. 18 p.

Research output: Contribution to journalArticleResearchpeer-review

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

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

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

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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Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, J., Panagiotelis, A. & Petropoulos, F., May 2019, (Accepted/In press) In : European Journal of Operational Research. 16 p.

Research output: Contribution to journalArticleResearchpeer-review

R&D intensity and carbon emissions in the G7: 1870–2014

Awaworyi Churchill, S., Inekwe, J., Smyth, R. & Zhang, X., 1 May 2019, In : Energy Economics. 80, p. 30-37 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Regime switching panel data models with interactive fixed effects

Cheng, T., Gao, J. & Yan, Y., 1 Apr 2019, In : Economics Letters. 177, p. 47-51 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Returns to women’s education using optimal IV selection

Kim, J. S., Jiang, B., Li, C. & Yang, H. S., 2019, In : Applied Economics. 51, 8, p. 815-830 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis

Pirrotta, A., Kougioumtzoglou, I. A. & Pantelous, A. A., 4 Mar 2019, (Accepted/In press) In : Meccanica. 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing for cojumps in high-frequency financial data: an approach based on first-high-low-last prices

Liao, Y. & Anderson, H. M., 1 Feb 2019, In : Journal of Banking and Finance. 99, p. 252-274 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Li, C., Poskitt, D. S. & Zhao, X., Mar 2019, In : Journal of Econometrics. 209, 1, p. 91-113 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of experts’ opinion on prices of art works: the case of Peter Brueghel the Younger

Ginsburgh, V., Radermecker, A-S. & Tommasi, D., 1 Mar 2019, In : Journal of Economic Behavior and Organization. 159, p. 36-50 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The ET interview: Professor Max King

Gao, J. & Inder, B., Feb 2019, In : Econometric Theory. 35, 1, p. 1-36 36 p.

Research output: Contribution to journalArticleOtherpeer-review

The global effects of productivity gains in Asian emerging economies

Dumrongrittikul, T., Anderson, H. & Vahid, F., 16 Feb 2019, (Accepted/In press) In : Economic Modelling. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2018

A comparative study of pricing approaches for longevity instruments

Leung, M., Fung, M. C. & O'Hare, C., 1 Sep 2018, In : Insurance: Mathematics and Economics. 82, p. 95-116 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

Chen, Y., Mantegna, R. N., Pantelous, A. A. & Zuev, K. M., 1 Mar 2018, In : PLoS ONE. 13, 3, 40 p., e0194067.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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Affordable levels of house prices using fuzzy linear regression analysis:the case of Shanghai

Zhou, J., Zhang, H., Gu, Y. & Pantelous, A. A., Aug 2018, In : Soft Computing. 22, 16, p. 5407-5418 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A frequentist approach to Bayesian asymptotics

Cheng, T., Gao, J. & Phillips, P. C. B., Oct 2018, In : Journal of Econometrics. 206, 2, p. 359-378 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

Brix, A. F., Lunde, A. & Wei, W., 1 May 2018, In : Energy Economics. 72, p. 560-582 23 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., 5 Nov 2018, (Accepted/In press) In : Journal of Econometrics. 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., Sep 2018, (Accepted/In press) In : Economic Modelling. 17 p.

Research output: Contribution to journalArticleResearchpeer-review