Economics at your fingertips  

Monash Econometrics and Business Statistics Working Papers

from Monash University, Department of Econometrics and Business Statistics
PO Box 11E, Monash University, Victoria 3800, Australia.
Contact information at EDIRC.
Series data maintained by Simone Grose ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

22/14: Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations Downloads
George Athanasopoulos, D.S. Poskitt, Farshid Vahid and Wenying Yao
21/14: A Model Validation Procedure Downloads
Julia Polak, Maxwell Leslie King and Xibin Zhang
20/14: Approximate Bayesian Computation in State Space Models Downloads
Gael M. Martin, Brendan P.M. McCabe, Worapree Maneesoonthorn and Christian Robert
19/14: Bias Correction of Persistence Measures in Fractionally Integrated Models Downloads
Simone D. Grose, Gael M. Martin and Donald Stephen Poskitt
18/14: Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes Downloads
K. Nadarajah, Gael M. Martin and Donald Stephen Poskitt
17/14: Fast computation of reconciled forecasts for hierarchical and grouped time series Downloads
Rob J Hyndman, Alan Lee and Earo Wang
16/14: Low-dimensional decomposition, smoothing and forecasting of sparse functional data Downloads
Alexander Dokumentov and Rob J Hyndman
15/14: Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence Downloads
Jia Chen and Jiti GAO
14/14: Semiparametric Localized Bandwidth Selection in Kernel Density Estimation Downloads
Tingting Cheng, Jiti GAO and Xibin Zhang
13/14: Boosting multi-step autoregressive forecasts Downloads
Souhaib Ben Taieb and Rob J Hyndman
12/14: Efficient Identification of the Pareto Optimal Set Downloads
Ingrida Steponavice, Rob J Hyndman, Kate Smith-Miles and Laura Villanova
11/14: Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation Downloads
Christoph Bergmeir, Rob J Hyndman and C22, C53, C63, Jose M Benitez
10/14: Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap Downloads
Donald Stephen Poskitt, Gael M. Martin and Simone D. Grose
9/14: Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence Downloads
Bin Peng, Chaohua Dong and Jiti GAO
8/14: Specification Testing for Nonlinear Multivariate Cointegrating Regressions Downloads
Chaohua Dong, Jiti GAO, Dag Tjøstheim and Jiying Yin
7/14: Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models Downloads
Chaohua Dong, Jiti GAO and Dag Tjostheim
6/14: A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility Downloads
Keith Robert McLaren and Ou Yang
5/14: Econometric Modelling of Price Response by Alcohol Types to Inform Alcohol Tax Policies Downloads
Preety Pratima D. Srivastava, Keith Robert McLaren, Michael Wohlgenant and Xueyan Zhao
4/14: Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis Downloads
H. Youn Kim, Keith Robert McLaren and K.K. Gary Wong
3/14: On The Theory and Practice of Singular Spectrum Analysis Forecasting Downloads
M. Atikur Rahman Khan and Donald Stephen Poskitt
2/14: Specification Testing in Structural Nonparametric Cointegration Downloads
Chaohua Dong and Jiti GAO
1/14: Econometric Time Series Specification Testing in a Class of Multiplicative Error Models Downloads
Patrick W Saart, Jiti GAO and Nam Hyun Kim
29/13: Bias Correction of Persistence Measures in Fractionally Integrated Models Downloads
Simone D. Grose, Gael M. Martin and Donald Stephen Poskitt
28/13: Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures Downloads
Worapree Maneesoonthorn, Catherine Scipione Forbes and Gael M. Martin
27/13: Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression Downloads
Degui Li, Peter C. B. Phillips and Jiti GAO
26/13: Two-dimensional smoothing of mortality rates Downloads
Alexander Dokumentov and Rob J Hyndman
25/13: Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes Downloads
Donald Stephen Poskitt, Simone D. Grose and Gael M. Martin
24/13: Bayesian estimation of a discrete response model with double rules of sample selection Downloads
Rong Zhang, Brett A. Inder and Xibin Zhang
23/13: Non-parametric Estimation of Operational Risk and Expected Shortfall Downloads
Ainura Tursunalieva and Param Silvapulle
22/13: Estimating Smooth Structural Change in Cointegration Models Downloads
Peter C. B. Phillips, Degui Li and Jiti GAO
21/13: Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models Downloads
Xiangjin B. Chen, Jiti GAO, Degui Li and Param Silvapulle
20/13: A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density Downloads
Xibin Zhang, Maxwell Leslie King and Han Lin Shang
19/13: Gaussian kernel GARCH models Downloads
Xibin Zhang and Maxwell Leslie King
18/13: Non- and Semi-Parametric Panel Data Models: A Selective Review Downloads
Jia Chen, Degui Li and Jiti GAO
17/13: Hermite Series Estimation in Nonlinear Cointegrating Models Downloads
Biqing Cai and Jiti GAO
16/13: Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration Downloads
Jiti GAO and Peter C. B. Phillips
15/13: Inference on Nonstationary Time Series with Moving Mean Downloads
Jiti GAO and Peter M. Robinson
14/13: A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Downloads
Xiangjin B. Chen, Param Silvapulle and Mervyn Silvapulle
13/13: Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors Downloads
Xibin Zhang, Maxwell Leslie King and Han Lin Shang
12/13: Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? Downloads
Taya Dumrongrittikul and Heather M. Anderson
11/13: Structural-break models under mis-specification: implications for forecasting Downloads
Boonsoo Koo and Myung Hwan Seo
10/13: Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach Downloads
Nam H Kim, Patrick W Saart and Jiti GAO
9/13: Testing Independence for a Large Number of High Dimensional Random Vectors Downloads
Guangming Pan, Jiti GAO and Yanrong Yang
8/13: Structural-break models under mis-specification: implications for forecasting Downloads
Boonsoo Koo and Myung Hwan Seo
7/13: Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models Downloads
Tingting Cheng, Jiti GAO and Xibin Zhang
6/13: Domestic and outbound tourism demand in Australia: a System-of-Equations Approach Downloads
George Athanasopoulos, Minfeng Deng, Gang Li and Haiyan Song
5/13: From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior Downloads
Anastasios Panagiotelis, Michael Stanley Smith and Peter J. Danaher
4/13: Canadian Monetary Policy Analysis using a Structural VARMA Model Downloads
Mala Raghavan, George Athanasopoulos and Param Silvapulle
3/13: Orthogonal Expansion of Levy Process Functionals: Theory and Practice Downloads
Chaohua Dong and Jiti GAO
2/13: Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors Downloads
kunpeng Li, Degui Li, Zhongwen Lian and Cheng Hsiao
Page updated 2014-11-26
Sorted by number, 2d-year right