Monash Econometrics and Business Statistics Working Papers

from Monash University, Department of Econometrics and Business Statistics
PO Box 11E, Monash University, Victoria 3800, Australia.
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2000-10: A structural Time Series Model with Markov Switching

R.G. Shami and C.S. Forbes

2000-9: A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods

Rob J Hyndman, A.B. Koehler, Ralph David Snyder and S. Grose

2000-8: Are Casual Jobs a Freeway to Permanent Employment?

J. Chalmers and Guyonne Kalb

2000-7: Bayesian Exponential Smoothing

C.S. Forbes, Ralph David Snyder and R.S. Shami

2000-6: Valid Bayesian Estimation of the Cointegrating Error Correction Model

Rodney Strachan

2000-5: Implicit Bayesian Inference Using Option Prices

G.M. Martin, C.S. Forbes and V.L. Martin (Vance Lindsay Martin and Gael Margaret Martin)

2000-4: Bayesian Soft Target Zones

C.S. Forbes and P. Kofman

2000-3: Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models

Heather M. Anderson and Farshid Vahid

2000-2: An EM Algorithm for Modelling Variably-Aggregated Demand

S. Grose and Keith Robert McLaren

2000-1: Estimating Demand with Varied Levels of Aggregation

S. Grose and Keith Robert McLaren

1999-14: Understanding the Kalman Filter: an Object Oriented Programming Perspective

Ralph David Snyder and C.S. Forbes

1999-13: Bayesian Trace Statistics for the Reduced Rank Regression Model

Rodney Strachan and B. Inder

1999-12: Predicting how People Play Games: a Simple Dynamic Model of Choice

R. Sarin and Farshid Vahid

1999-11: A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap

E.A. Maharaj

1999-10: Forecasting for Inventory Control with Exponential Smoothing

Ralph David Snyder, A. Koehler and K. Ord

1999-9: Forecasting Time Series from Clusters

E.A. Marahaj and B. Inder

1999-8: Does International Trade Synchronize Business Cycles?

Heather M. Anderson, Kwark, N.-S. and Farshid Vahid

1999-7: Forecasting Sales of Slow and Fast Moving Inventories

Ralph David Snyder

1999-6: Estimating Advertising Half-Life and the Data Interval Bias

Tim R.L. Fry, S. Broadbent and J.M. Dixon

1999-5: Inter-Regional Migration in Australia: an Applied Economic Analysis

J. Fry, T.R.L. Fry and M.W. Peter (Tim R.L. Fry)

1999-4: The Predictive Approach to Teaching Statistics

A. McLean

1999-3: School-leavers' Transition to Tertiary Study: a Literature Review

M. Evans

1999-2: Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall

Rob J Hyndman and G.K. Grunwald

1999-1: Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method

A.B. Koehler, Ralph David Snyder and J.K. Ord

1998-18: Institutional Characteristics and the Relationship Between Student's Last-Year University and Final-Year Secondary School Academic Performance

M. Evans and A. Farley

1998-17: Nonparametric Estimation and Symmetry Tests for Conditional Density Functions

Rob J Hyndman and Q. Yao

1998-16: Bandwidth Selection for Kernel Conditional Density Estimation

D.M. Bashtannyk and Rob J Hyndman

1998-15: Model Selection when a Key Parameter Is Constrained to Be in an Interval

M.Z. Hossain and M.L. King

1998-14: Testing Convergence in Economic Growth for OECD Countries

S. Nahar and B. Inder

1998-13: Lead Time demand for Simple Exponential Smoothing

Ralph David Snyder, A.B. Koehler and J.K. Ord

1998-12: Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression

R. Fraccaro, Rob J Hyndman and A. Veevers

1998-11: Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions

M.R. Lasker and M.L. King

1998-10: A General Volatility Framework and the Generalised Historical Volatility Estimator

B. Bollen and B. Inder

1998-9: bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions

Rodney Strachan

1998-8: A New Approach to Model GNP Functions: An Application of Non-Separable Two-Stage Technologies

G.K.K. Wong

1998-7: Nonparametric Seemingly Unrelated Regression

Michael Stanley Smith and Robert J. Kohn

1998-6: Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions

M.R. Laskar and M.L. King

1998-5: Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model

M.R. Laskar and M.L. King

1998-4: A Comparison of Alternative Estimators for Binary Panel Probit Models

Mark Harris, L.R. Macquarie and A.J. Siouclis

1998-3: Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations

R.G. Shami and Ralph David Snyder

1998-2: Estimating Long-Term Trends in Tropospheric Ozone Levels

Michael Stanley Smith, P. Yau, T. Shively and Robert J. Kohn

1998-1: U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks

Gael Margaret Martin

1997-14: Bayesian Approaches to Segmenting A Simple Time Series

J.J. Oliver and C.S. Forbes

1997-13: Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data

Michael Stanley Smith, S.K. Mathur and Robert J. Kohn

1997-12: The Comparison of two or more Stationary Time Series

A. Maharaj

1997-11: Comparison and Classification of Stationary Multivariate Time Series

A. Maharaj

1997-10: Exponential Smoothing of Seasonal Data: A Comparison

R.G. Shami and Ralph David Snyder

1997-9: Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition

Ralph David Snyder and B. Inder

1997-8: Prediction Intervals for Arima Models

Ralph David Snyder, J.K. Ord and A.B. Koehler

1997-7: The Kuznets U-Curve Hypothesis: Some Panel Data Evidence

Laszlo Matyas, Laszlo Konya and L. Macquarie