Department of Econometrics and Business Statistics Working Papers

From Monash University, Department of Econometrics and Business Statistics
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267154: A Lagrange Multiplier Test for Garch Models

John H. H. Lee

267152: Missing Observations and Panel Data A Monte-Carlo Analysis

Laszlo Matyas and Laszlo Lovrics

267148: A Generalized Logistic Tobit Model

Tim R. L. Fry

267145: Testing the Linear Regression Model Using Burr Critical Value and p-Value Approximations

Merran A. Evans and Tim R. L. Fry

267141: Testing Misspecified Cointegration Relationships

Jan M. Podivinsky

267138: Estimating Aggregate Consumption Function Using Random Coefficient Approach: The Australian Case

Asraul Hoque

267135: The Locally Unbiased Two-Sided Durbin-Watson Test

Simone D. Grose and Maxwell L. King

267134: On the Variability of Best Critical Regions and the Curvature of Exponential Models

Grant H. Hillier

267131: Maximum Likelihood Estimation: A Prediction Error Approach

Ralph D. Snyder

267123: Time Stationarity of Systematic Risk: Some Australian Evidence

Robert W. Faff, John H. H. Lee and Tim R. L. Fry

267077: Some Further Exact Results for Structural Equation Estimators

Grant H. Hillier and Christopher L. Skeels

267075: Why Kalman Filter?

R. D. Snyder

267072: Tutoring in Economic Statistics: The Monash Experience

Maxwell L. King, Chandra Shah and Kees Jan van Garderen

267071: Structural Unemployment in Australia

Asraul Hoque and Brett A. Inder

267070: Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model

Paramsothy Silvapulle and Maxwell L. King

267069: An Analysis of the Effect of an Offender's Employment Status on the Type of Sentence Chosen by the Magistrate

Nicola J. Crichton and Timothy R. L. Fry

267068: A Simple Estimator for Simultaneous Models with Censored Endogenous Reggressors

Francis Vella

267067: Non-Wage Benefits in a Simultaneous Model of Wages and Hours: Labor Supply Functions of Young Females

Francis Vella

267066: A Reappraisal of the Neoclassical Approach to Modelling Business Investment

Keith R. McLaren

267065: Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors

Jean-Marie Dufour and Maxwell L. King

266996: On Multiple Diagnostic Procedures for the Linear Model

Grant H. Hillier

266993: Locally Optimal One-Sided Tests for Multiparameter Hypothesis

Maxwell L. King and Ping X. Wu

266989: The Functional Central Limit Theorem: An Introductory Exposition with Application to Testing for Unit Roots in Economic Time Series

Peter Burridge

266986: ABC Analysis in Inventory Control - The Issue of Stability

W. T. M. Dunsmuir and R. D. Snyder

266984: Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model

Maxwell L. King and Ping X. Wu

266981: A Computerized System for Forecasting Spare Parts Sales: A Case Study

R. D. Snyder

266978: Robustness and Size of Tests of Autocorrelation and Heteroscedasticity to Non-Normality

Merran Evans

266976: Univariate and Multivariate Burr Distributions: A Survey

T. R. L. Fry

266969: A Variant on the Arguments for the Invariance of Estimators in a Singular System of Equations

Keith R. McLaren

266964: A 'Gormanesque' Approach to the Solution of Intertemporal Consumption Models

Russel J. Cooper, Dilip B. Madan and Keith R. McLaren

266961: A New Test For Autocorrelation in the Disturbances of the Dynamic Linear Regression Model

Brett A. Inder

266950: On the Normalisation of Structural Equations: Properties of Direction Estimators

Grant H. Hillier

266948: Null Distribution of the Small Sample Mean Correlation Coefficient: An Application to Medical Research

Muhammad I. Bhatti

266939: A Beta-Optimal Test of the Equicorrelation Coefficient

Muhammad I. Bhatti and Maxwell L. King

266931: Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model

Maxwell L. King and Phillip M. Edwards

266889: Multi-Series Heuristics for Exponential Smoothing

R. D. Snyder, C. Shah and C. Lehmer

266887: On-Line Management of Time Series Databases: Database Retrieval Program DBR

John Hamilton

266886: The Power of Student's t Test: Can a Non-Similar Test Do Better?

Maxwell L. King

266885: Regular Alternatives to the Almost Ideal Demand System

Russel J. Cooper and Keith R. McLaren

266884: Efficiency of OLS Relative to C-O for Trended X and Positive Autocorrelation Coefficient

Asraul Hoque

266883: Indirect Rational Expectations and Estimation in a Single Equation Macro Model

Asraul Hoque

266882: Kalman Filtering with Partially Diffuse Initial Conditions

Ralph D. Snyder

266865: Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present

Maxwell L. King

266864: Some Recent Developments in Non-Linear Time Series Modelling

Kuldeep Kumar

266863: On the Interpretation of Exact Results for Structural Equation Estimators

Grant H. Hillier

266862: Statistical Foundations of Exponential Smoothing

Ralph D. Snyder

266861: Towards a Theory of Point Optimal Testing

Maxwell L. King

266860: The Accountant's PC: Getting Started

Esme Preston and John Preston

266859: Multilingual and Mathematical Text Processing

Esme Preston