Department of Econometrics and Business Statistics Working Papers

From Monash University, Department of Econometrics and Business Statistics
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267417: A Simple Nested Test of AIDS

Keith R. McLaren, Jane M. Fry and Tim R. L. Fry

267416: A Comparative Analysis of Different Monte Carlo Methods

Laszlo Matyas and Mark Harris

267414: Trend Stationarity in Time Series

S. J. Leybourne, B. P. M. McCabe and A. R. Tremayne

267413: A Monte Carlo Study of Tests for the Independence of Irrelevant Alternatives Property

Tim R. L. Fry and Mark N. Harris

267411: The Capacitated Plant Location Problems: A Survey

R. Sridharan

267410: Linear Models for Panel Data

Laszlo Matyas and P. Sevestre

267409: Panel Data Modelling: A Software Review

Pierre Blanchard and Laszlo Matyas

267408: Modeling the Victorian Road Toll

Tim R. L. Fry

267407: The Stochastic Specification of Demand Share Equations Restricting Budget Shares to the Unit Simplex

Jane M. Fry, Tim R. L. Fry and Keith R. McLaren

267406: Testing for Subblock Effects in Multi-Stage Linear Regression Models

M. Ishaq Bhatti and Maxwell L. King

267405: Strategies for Modelling Nonlinear Time Series Relationships

Clive Granger

267404: Quality Function Deployment

Bonnie G. Buchanan

267403: Comments on Testing Economic Theories and the Use of Model Selection Criteria

Clive Granger, Maxwell L. King and Halbert White

267402: Different Estimations of Cointegrating Vectors and Their Impact on Short Run Dynamics

Baiding Hu and Brett Inder

267401: A New Test for Structural Change in Dynamic Models

Brett Inder and Hao Kang

267400: A Test of the Null Hypothesis of Cointegration

David Harris and Brett Inder

267399: Efficient Estimations of Random Coefficients Model Based on Survey Data

Muhammad Ishaq Bhatti

267398: The Effects of Vertical Integration Between Pay Cable Networks and Cable Television Systems

David Waterman and Andrew A. Weiss

267397: A System of Demand Equations Satisfying Effectively Global Regularity Conditions

Russel J. Cooper and Keith R. McLaren

267396: Unit Root Tests and Mean Shifts

Graham J. Edmonds, R. J. O'Brien and Jan M. Podivinsky

267395: Saddle Point Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables

Offer Lieberman

267394: The Form of Time Variation of Systematic Risk: Some Australian Evidence

Robert D. Brooks, Robert W. Faff and John H. H. Lee

267393: Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall

Rob J. Hyndman and Gary K. Grunwald

267392: Rationalization of Exponential Smoothing in Terms of a Statistical Framework with Multiplicative Disturbances

Anne Koehler, Keith Ord and Ralph D. Snyder

267391: Economic Motivations for Limited Dependent and Qualitative Variable Models

T. R. L. Fry, R. D. Brooks, B. R. Comley and J. Zhang

267390: Does the Fisher Effect Apply in Australia?

Brett Inder and Param Silvapulle

267389: An Alternative Approach for the Estimation of Distributed Lag Models in Panel Data

Laszlo Matyas and Shahidur Rahman

267388: Choice of Time-Series Forecasting Method Using Discriminant Scores

C. Shah and M. L. King

267387: Kalman Filtering: The Initialization Problem

Ralph D. Snyder and Grant Saligari

267386: Testing for ARMA(1,1) Disturbances in the Linear Regression Model

Shahidur Rahman and Maxwell L. King

267385: Fractional Matrix Calculus Introduction, Applications and Future Developments

Kees Jan van Garderen

267384: Estimating Long Run Relationships in Economics: A Comparison of Different Approaches

Brett Inder

267383: The Predictive Approach to Teaching Statistics

Alan McLean

267382: Inter-Regional Migration in Australia: An Applied Economic Analysis

Jane Fry, Tim R. L. Fry and Matthew W. Peter

267381: On the Approximation of Saddlepoint Expansions in Statistics

Offer Lieberman

267380: Cointegration and Aggregation

Gabor Korosi and Laszlo Matyas

267379: Estimating Advertising Half-life and the Data Interval Bias

Tim R. L. Fry, Simon Broadbent and Janine M. Dixon

267378: The Social Opportunity Cost of Consumption for Australia, 1960-91 to 1988-89

Ian M. McDonald, Luca Tacconi and Ravjeet Kaur

267377: Predicting How People Play Games: A Simple Dynamic Model of Choice

Rajiv Sarin and Farshid Vahid

267376: Non-Linear Time Series Modelling and Distributional Flexibility

Jenny N. Lye and Vance L. Martin

267375: Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity

Merran A. Evans

267300: An Analysis of Fines Default in English Magistrates' Courts

Jane M. Stagoll and Tim R. L. Fry

267299: Simultaneous Error Components Models When Panel Data are Incomplete

Laszlo Matyas and Laszlo Lovrics

267298: Alternative Point Optimal Tests for Regression Coefficient Stability

Robert D. Brooks

267297: A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

John H. H. Lee and Maxwell L. King

267296: An Empirically Oriented Demand System with Improved Regularity Properties (Revised Version)

Russel J. Cooper and Keith R. McLaren

267295: A System of Demand Equations Satisfying Effectively Global Curvature Conditions

Russel J. Cooper, Keith R. McLaren and Priya Parameswaran

267294: Using the Murphy Model to Provide Short-Run Macroeconomics Closure for Orani

James H. Breece, Keith R. McLaren, Chris W. Murphy and Alan Powell

267161: The Evaluation of Forecast Accuracy of a Non Statistical Method of Forecasting

Foong Chee Choong and Ralph D. Snyder

267158: Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative

Maxwell L. King and Thomas S. Shively