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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.

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21/21: Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects Downloads
Lina Zhang, David Frazier, Don Poskitt and Xueyan Zhao
20/21: Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis Downloads
Sayani Gupta, Rob Hyndman and Dianne Cook
19/21: Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty Downloads
Didier Nibbering, Coos van Buuren and Wei Wei
18/21: Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice Downloads
Chaohua Dong, Jiti Gao, Bin Peng and Yundong Tu
17/21: On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis Downloads
Yayi Yan, Jiti Gao and Bin Peng
16/21: Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach Downloads
Guohua Feng, Jiti Gao and Bin Peng
15/21: Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics Downloads
Armin Pourkhanali, Jonathan Keith and Xibin Zhang
14/21: A Note on Inequality Measures for Mixtures of Double Pareto-Lognormal Distributions Downloads
William Griffiths, Duangkamon Chotikapanich and Gholamreza Hajargasht
13/21: Inequality in Education: A Comparison of Australian Indigenous and Nonindigenous Populations Downloads
David Gunawan, William Griffiths and Duangkamon Chotikapanich
12/21: Comparisons of Australian Mental Health Distributions Downloads
David Gunawan, William Griffiths and Duangkamon Chotikapanich
11/21: Parameter Stability Testing for Multivariate Dynamic Time-Varying Models Downloads
Jiti Gao, Bin Peng and Yayi Yan
10/21: On the Evaluation of Hierarchical Forecasts Downloads
George Athanasopoulos and Nikolaos Kourentzes
9/21: Inexpensive Heating Reduces Winter Mortality Downloads
Janjala Chirakijja, Seema Jayachandran and Pinchuan Ong
8/21: Loss-Based Variational Bayes Prediction Downloads
David Frazier, Ruben Loaiza-Maya, Gael Martin and Bonsoo Koo Bonsoo Koo
7/21: Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model Downloads
Yufeng Mao, Bin Peng, Mervyn Silvapulle, Param Silvapulle and Yanrong Yang
6/21: Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors Downloads
Sium Hannadige, Jiti Gao, Mervyn Silvapulle and Param Silvapulle
5/21: Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients Downloads
Xuan Liang, Jiti Gao and Xiaodong Gong
4/21: A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors Downloads
Tino Berger, Julia Richter and Benjamin Wong
3/21: Manifold Learning with Approximate Nearest Neighbors Downloads
Fan Cheng, Rob Hyndman and Anastasios Panagiotelis
2/21: Leave-one-out Kernel Density Estimates for Outlier Detection Downloads
Sevvandi Kandanaarachchi and Rob Hyndman
1/21: The Road to Recovery from COVID-19 for Australian Tourism Downloads
George Athanasopoulos, Rob Hyndman and Mitchell O'Hara-Wild
46/20: The More the Poorer? Resource Sharing and Scale Economies in Large Families Downloads
Rossella Calvi, Jacob Penglase, Denni Tommasi and Alexander Wolf
45/20: Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality Downloads
Pablo Montero-Manso and Rob Hyndman
44/20: Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects Downloads
Jiti Gao, Fei Liu and Bin Peng
43/20: brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R Downloads
Nicholas Tierney, Dianne Cook and Tania Prvan
42/20: Time-Varying Panel Data Models with an Additive Factor Structure Downloads
Fei Liu, Jiti Gao and Yanrong Yang
41/20: Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand Downloads
Cameron Roach, Rob Hyndman and Souhaib Ben Taieb
40/20: On GMM Inference: Partial Identification, Identification Strength, and Non-Standard Downloads
Donald Poskitt
39/20: A Class of Time-Varying Vector Moving Average (infinity) Models Downloads
Yayi Yan, Jiti Gao and Bin Peng
38/20: Time of Day, Cognitive Tasks and Efficiency Gains Downloads
Alessio Gaggero and Denni Tommasi
37/20: Forecasting for Social Good Downloads
Bahman Rostami-Tabar, Mohammad Ali, Tao Hong, Rob Hyndman, Michael Porter and Aris Syntetos
36/20: Burning Sage: Reversing the Curse of Dimensionality in the Visualization of High-Dimensional Data Downloads
Ursula Laa, Dianne Cook and Stuart Lee
35/20: Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities Downloads
Sayani Gupta, Rob Hyndman, Dianne Cook and Antony Unwin
34/20: Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects Downloads
Lina Zhang, David Frazier, Donald Poskitt and Xueyan Zhao
33/20: Optimal probabilistic forecasts: When do they work? Downloads
Ruben Loaiza-Maya, Gael Martin, David Frazier, Worapree Maneesoonthorn and Andrés Ramírez Hassan
32/20: A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels Downloads
Arturas Juodis, Yiannis Karavias and Vasilis Sarafidis
31/20: Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age Downloads
Rob Hyndman, Yijun Zeng and Han Lin Shang
30/20: Indirect Inference for Locally Stationary Models Downloads
David Frazier and Bonsoo Koo
29/20: Distributed ARIMA Models for Ultra-long Time Series Downloads
Xiaoqian Wang, Yanfei Kang, Rob Hyndman and Feng Li
28/20: On Income and Price Elasticities for Energy Demand: A Panel Data Study Downloads
Jiti Gao, Bin Peng and Russell Smyth
27/20: Updating Variational Bayes: Fast Sequential Posterior Inference Downloads
Nathaniel Tomasetti, Catherine Forbes and Anastasios Panagiotelis
26/20: Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation Downloads
Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob Hyndman
25/20: Scalable Bayesian Estimation in the Multinomial Probit Model Downloads
Ruben Loaiza-Maya and Didier Nibbering
24/20: Bounding Program Benefits When Participation is Misreported Downloads
Denni Tommasi and Lina Zhang
23/20: Forecast Reconciliation: A geometric View with New Insights on Bias Correction Downloads
Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob Hyndman
22/20: On Time Trend of COVID-19: A Panel Data Study Downloads
Chaohua Dong, Jiti Gao, Oliver Linton and Bin Peng
21/20: Novel Utility-based Life Cycle Models to Optimise Income in Retirement in the Presence of Heterogeneous Preferences Downloads
Bonsoo Koo, Athanasios Pantelous and Yunxiao Wang
20/20: Sectoral Employment Dynamics in Australia Downloads
Heather Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong
19/20: Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors Downloads
Sium Hannadige, Jiti Gao, Mervyn Silvapulle and Param Silvapulle
18/20: Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria Downloads
Natalia Bailey, Zvi Hochman, Yufeng Mao, Mervyn Silvapulle and Param Silvapulle
Page updated 2021-11-30
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