Maxwell King

Research output

Research output per year 1978 1985 1987 1991 1996 1997 1998 1999 2000 2003 2004 2005 2006 2009 2014 2015 2020

• 96 Article
• 9 Chapter (Book)
• 4 Book
• 4 Conference Paper
• 6 More
  • 2 Foreword / Postscript
  • 2 Editorial
  • 1 Edited Book
  • 1 Comment / Debate

Research output per year

Research output per year

Search results

• 2020

  Hypothesis testing based on a vector of statistics

  King, M. L., Zhang, X. & Akram, M., Dec 2020, In: Journal of Econometrics. 219, 2, p. 425-455 31 p.

  Research output: Contribution to journal › Article › Research › peer-review
  3 Citations (Scopus)
• 2019

  Preface

  King, M. L. & Giles, D. E. A., 15 Jan 2019, Routledge Library Editions: Econometrics. 1st ed. Taylor & Francis, p. vii-ix 3 p.

  Research output: Chapter in Book/Report/Conference proceeding › Foreword / Postscript › Other › peer-review
• 2018

  Introduction

  King, M. L. & Giles, D. E. A., 2018, Routledge Library Editions: Econometrics. 1st ed. Taylor & Francis, p. 1-5 5 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Other › peer-review
• 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 journal › Article › Research › peer-review

  Open Access

  File
  9 Citations (Scopus)

• 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 journal › Article › Research › peer-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 journal › Article › Research › peer-review
  3 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  6 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  6 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  1 Citation (Scopus)

• 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 journal › Editorial › Other › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-review
  13 Citations (Scopus)

• 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 journal › Article › Research › peer-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 proceeding › Chapter (Book) › Research › peer-review
  1 Citation (Scopus)
• 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 journal › Article › Research › peer-review
  2 Citations (Scopus)
• 2009

  A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

  Zhang, X., Brooks, R. D. & King, M. L., 2009, In: Journal of Econometrics. 153, 1, p. 21 - 32 12 p.

  Research output: Contribution to journal › Article › Research › peer-review
  39 Citations (Scopus)

• 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 journal › Article › Research › peer-review

  58 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  41 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  2 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  53 Citations (Scopus)
• 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 journal › Article › Research › peer-review
  1 Citation (Scopus)

• 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 journal › Article › Research › peer-review
  16 Citations (Scopus)

• 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 journal › Article › Research › peer-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 journal › Article › Research › peer-review

  5 Citations (Scopus)
• 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 journal › Article › Research › peer-review
  144 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  9 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  200 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  3 Citations (Scopus)
• 2005

  Foreword

  King, M. L., 2005, In: Model Assisted Statistics and Applications. 1, 2, 1 p.

  Research output: Contribution to journal › Article › Other › peer-review

• 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 journal › Article › Research › peer-review
  31 Citations (Scopus)

• Local linear forecasts using cubic smoothing splines

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

  Research output: Contribution to journal › Article › Research › peer-review
  28 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  4 Citations (Scopus)

• 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 journal › Article › Research › peer-review

  2 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  4 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  1 Citation (Scopus)
• 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 journal › Article › Research › peer-review
  45 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  1 Citation (Scopus)

• 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 journal › Article › Research › peer-review
  9 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  1 Citation (Scopus)
• 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 proceeding › Chapter (Book) › Research › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-review
  25 Citations (Scopus)

• 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 journal › Article › Research › peer-review
  3 Citations (Scopus)

• 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 journal › Article › Research › peer-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 proceeding › Chapter (Book) › Research › peer-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 journal › Article › Research › peer-review
  14 Citations (Scopus)

• 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 journal › Article › Research › peer-review

  3 Citations (Scopus)
• 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 proceeding › Chapter (Book) › Research › peer-review

• Serial Correlation

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

  Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Other
  3 Citations (Scopus)
• 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 journal › Article › Research › peer-review