Projects per year
Personal profile
Biography
Hsein is a lecturer in the Department of Econometrics and Business Statistics. He obtained his PhD from the Department of Economics at the University of Melbourne.
His research interests lie in time series analysis, heteroskedastic models and non-parametric methods. Hsein teaches Financial Econometrics and Data Analysis in Business. Before joining Monash University, he worked as a researcher at the Melbourne Institute of Applied Economic and Social Research, and was involved in several empirical research projects examining the interaction between social security benefits and labour market outcomes.
Hsein Kew's Google scholar https://scholar.google.com/citations?user=n78g02EAAAAJ&hl=en
Research area keywords
- time-series analysis
- Econometric Theory and Practice
- Econometrics/Forecasting
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
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A new class of statistical methods for analysing long memory time series models with heteroskedasticity
Harris, D. & Kew, H.
Australian Research Council (ARC)
1/01/10 → 31/12/13
Project: Research
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Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, W., Gao, J., Harris, D. & Kew, H., Jan 2024, In: Journal of Econometrics. 238, 1, 18 p., 105577.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile2 Citations (Scopus) -
Non-stationary parametric single-index predictive models: simulation and empirical studies
Zhou, Y., Kew, H. & Gao, J., 2023, Essays in Honor of Joon Y. PArk: Econometric Theory. Chang, Y., Lee, S. & Miller, J. I. (eds.). 1st ed. Bingley UK: Emerald Group Publishing Limited, p. 349-365 17 p. (Advances in Econometrics; vol. 45A).Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, D., Kew, H. & Taylor, A. M. R., Dec 2020, In: Journal of Econometrics. 219, 2, p. 354-388 35 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile5 Citations (Scopus) -
Adaptive long memory testing under heteroskedasticity
Harris, D. & Kew, H., 1 Jun 2017, In: Econometric Theory. 33, 3, p. 755-778 24 p.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus) -
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 journal › Article › Research › peer-review
5 Citations (Scopus)