Maxwell King

Emeritus Prof

19912016
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Research Output 1991 2016

2016

Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors

Zhang, X., King, M. L. & Shang, H. L., 2016, In : Econometrics. 4, 2, 27 p., 24.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model

Mahmood, M. & King, M. L., 1 Nov 2016, In : Statistica Neerlandica. 70, 4, p. 332-355 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2015

Applications of information measures to assess convergence in the central limit theorem

Atukorala, R., King, M. L. & Sriananthakumar, S., 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 265 - 276 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing with regressors: Estimation and initialization

Osman, A. F. & King, M. L., 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 253 - 263 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Point optimal testing: A survey of the post 1987 literature

King, M. L. & Sriananthakumar, S., 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 179 - 196 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Robustness of marginal likelihood based tests for random regression coefficients

King, M. L. & Rahman, S., 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 205 - 220 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Special issue on "Estimation, testing and forecasting in econometrics"

Gao, J. & King, M. L., 20 Jul 2015, In : Model Assisted Statistics and Applications. 10, 3, p. 175-177 3 p.

Research output: Contribution to journalEditorialOtherpeer-review

2014

An equivalence between least squares and maximum likelihood estimation in the general linear model

Yeasmin, M. & King, M. L., 2014, In : Global Journal of Quantitative Science. 1, 2, p. 13 - 16 4 p.

Research output: Contribution to journalArticleResearchpeer-review

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density

Zhang, X., King, M. L. & Shang, H. L., 2014, In : Computational Statistics and Data Analysis. 78, p. 218 - 234 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting issues for the linear regression model with MA(1) error process

Yeasmin, M. & King, M. L., 2014, In : Global Journal of Quantitative Science. 1, 1, p. 1 - 14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing in parametric trending models with unknown errors

Gao, J. & King, M. L., 2014, Essays in Honor of Peter C. B. Phillips (Advances in Econometrics Vol 33). Chang, Y., Fomby, T. B. & Park, J. Y. (eds.). 33 ed. Bingley UK: Emerald Group Publishing Limited, p. 151 - 202 52 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2012

Deriving tests of the semi-linear regression model using the density function of a maximal invariant

Bhowmik, J. L. & King, M. L., 2012, In : Journal of Statistical Theory and Practice. 6, 2, p. 251 - 259 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

Measuring research quality using the journal impact factor, citations and 'Ranked Journals': blunt instruments or inspired metrics?

Jarwal, S., Brion, A. & King, M. L., 2009, In : Journal of Higher Education Policy and Management. 31, 4, p. 289 - 300 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric specification testing for nonlinear time series with nonstationarity

Gao, J., King, M. L., Lu, Z. & Tjostheim, D., 2009, In : Econometric Theory. 25, 06, p. 1869 - 1892 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Parameter estimation in semi-linear models using a maximal invariant likelihood function

Bhowmik, J. L. & King, M. L., 2009, In : Journal of Statistical Planning and Inference. 139, 4, p. 1276 - 1285 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing in nonlinear and nonstationary time series autoregression

Gao, J., King, M. L., Lu, Z. & Tjostheim, D., 2009, In : Annals of Statistics. 37, 6B, p. 3893 - 3928 36 p.

Research output: Contribution to journalArticleResearchpeer-review

2008

An alternative Wald type test for two linear restrictions with applications to non-linear models

Saha, K. K. & King, M. L., 2008, In : Journal of Statistical Computation and Simulation. 78, 11, p. 1017 - 1031 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Zhang, X. & King, M. L., 2008, In : Journal of Empirical Finance. 15, 3, p. 549 - 566 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Model selection when a key parameter is constrained to be in an interval

Hossain, M. Z. & King, M. L., 2008, In : Communications in Statistics-Simulation and Computation. 37, 7, p. 1270 - 1280 11 p.

Research output: Contribution to journalArticleResearchpeer-review

2007

Maximal invariant likelihood based testing of semi-linear models

Bhowmik, J. L. & King, M. L., 2007, In : Statistical Papers. 48, 3, p. 357 - 383 27 p.

Research output: Contribution to journalArticleResearchpeer-review

2006

A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Zhang, X., King, M. L. & Hyndman, R. J., 2006, In : Computational Statistics and Data Analysis. 50, 11, p. 3009 - 3031 23 p.

Research output: Contribution to journalArticleResearchpeer-review

A new approximate point optimal test of a composite null hypothesis

Sriananthakumar, S. & King, M. L., 2006, In : Journal of Econometrics. 130, 1, p. 101 - 122 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing model selection for forecasting

Billah, B., King, M. L., Snyder, R. D. & Koehler, A. B., 2006, In : International Journal of Forecasting. 22, 2, p. 239 - 247 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Smoothing spline based tests for non-linearity in a partially linear model

Pitrun, I., King, M. L. & Zhang, X., 2006, In : Journal of Statistical Planning and Inference. 136, 8, p. 2446 - 2469 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2005

Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

Zhang, X. & King, M. L., 2005, In : Journal of Business and Economic Statistics. 23, 1, p. 118 - 129 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Local linear forecasts using cubic smoothing splines

Hyndman, R. J., King, M. L., Pitrun, I. & Billah, M. B., 2005, In : Australian and New Zealand Journal of Statistics. 47, 1, p. 87 - 99 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Most mean powerful invariant test for testing two-dimensional parameter spaces

Begum, N. & King, M. L., 2005, In : Journal of Statistical Planning and Inference. 134, 2, p. 536 - 548 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Most mean powerful test for testing heteroscedastic disturbances in the linear regression model

Begum, N. & King, M. L., 2005, In : Model Assisted Statistics and Applications. 1, 1, p. 9 - 16 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Most mean powerful test of a composite null against a composite alternative

Begum, N. & King, M. L., 2005, In : Computational Statistics and Data Analysis. 49, 4, p. 1079 - 1104 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Pre-checking for non-monotonicity of the Wald statistic

Goh, K-L. & King, M. L., 2005, In : Journal of Statistical Computation and Simulation. 75, 9, p. 751 - 759 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2004

Adaptive testing in continuous-time diffusion models

Gao, J. & King, M. L., 2004, In : Econometric Theory. 20, 5, p. 844 - 882 39 p.

Research output: Contribution to journalArticleResearchpeer-review

A Wald-type test of quadratic parametric restrictions

Lu, Z-H. & King, M. L., 2004, In : Economics Letters. 83, 3, p. 359 - 364 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Selecting the order of an ARCH model

Hughes, A. W., King, M. L. & Kwek, K. T., 2004, In : Economics Letters. 83, 2, p. 269 - 275 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Test sizes and the importance of finding global maxima of the likelihood function

Yeasmin, M. & King, M. L., 2004, In : Journal of Statistical Computation and Simulation. 74, 7, p. 495 - 500 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2003

Finding optimal penalties for model selection in the linear regression model

King, M. L. & Bose, G. K., 2003, Computer-Aided Econometrics. Giles, D. E. A. (ed.). New York NY USA: Marcel Dekker, p. 37 - 68 32 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Model selection using AIC in the context of inequality restrictions on key parameters

Hossain, Z. & King, M. L., 2003, In : Journal of Applied Statistical Science. 12, 4, p. 305 - 320 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Model selection using AIC in the presence of one-sided information

Hughes, A. W. & King, M. L., 2003, In : Journal of Statistical Planning and Inference. 115, 2, p. 397 - 411 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The flawed nature of Australia's research training scheme

King, M. L. & Dobson, I. R., 2003, In : Journal of Higher Education Policy and Management. 25, 2, p. 195 - 202 8 p.

Research output: Contribution to journalArticleResearchpeer-review

The Use of Model Selection for Detecting Unknown Changepoints

Azam, M. N. & King, M. L., 2003, In : Journal of Statistical Research. 37, 2, p. 167 - 182 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2002

Improvements to the Wald test

King, M. L. & Goh, K-L., 2002, Handbook of Applied Econometrics and Statistical Inference. Ullah, A., Wan, A. T. K. & Chaturvedi, A. (eds.). 1 ed. New York NY USA: Marcel Dekker, p. 251 - 275 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Improving the numerical technique for computing the accumulated distribution of a quadratic form in normal variables

Lu, Z-H. & King, M. L., 2002, In : Econometric Reviews. 21, 2, p. 149 - 165 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Liu, S. & King, M. L., 2002, In : Journal of Inequalities and Applications. 7, 2, p. 169 - 177 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2001

Modified likelihood and related methods for handling nuisance parameters in the linear regression model

Laskar, M. R. & King, M. L., 2001, Data Analysis from Statistical Foundations. Saleh, A. K. M. E. (ed.). 1 ed. Huntington NY USA: Nova Science Publishers, p. 119 - 142 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Serial Correlation

King, M. L., 2001, A Companion to Theoretical Econometrics. Baltagi, B. H. (ed.). UK: Wiley-Blackwell, p. 62 - 81 20 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

2000

A solution to non-monotonic power of the Wald test in non-linear models

Goh, K-L. & King, M. L., 2000, In : Pakistan Journal of Statistics. p. 195 - 205 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Effect of nuisance parameters on the probability of correct selection in model specification

Hossain, M. Z. & King, M. L., 2000, In : Pakistan Journal of Statistics. p. 181 - 194 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series model selection and forecasting via optimal penalty estimation

Billah, M. B. & King, M. L., 2000, In : Pakistan Journal of Statistics. p. 126 - 145 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Using simulated annealing to estimate penalty functions for time series model selection

Billah, M. B. & King, M. L., 2000, In : Journal of Statistical Research. p. 75 - 89 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1999

A correction for local biasedness of the Wald and null Wald tests

Goh, K-L. & King, M. L., 1999, In : Oxford Bulletin of Economics and Statistics. p. 435 - 450 16 p.

Research output: Contribution to journalArticleResearchpeer-review