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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.

Bibliographic data for series maintained by Professor Xibin Zhang ().

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22/23: Eigen-Analysis for High-Dimensional Time Series Clustering Downloads
Bo Zhang, Jiti Gao, Guangming Pan and Yanrong Yang
21/23: Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks Downloads
Chaohua Dong, Jiti Gao, Bin Peng and Yayi Yan
20/23: Estimation and Inference for Three-Dimensional Panel Data Models Downloads
Guohua Feng, Jiti Gao, Fei Liu and Bin Peng
19/23: A High-dimensional Multinomial Logit Model Downloads
Didier Nibbering
18/23: Solving the Forecast Combination Puzzle Downloads
David Frazier, Ryan Covey, Gael Martin and Donald Poskitt
17/23: Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering Downloads
George Athanasopoulos, Rob Hyndman and Raffaele Mattera
16/23: Familial Inference: Tests for Hypotheses on a Family of Centres Downloads
Ryan Thompson, Catherine Forbes, Steven MacEachern and Mario Peruggia
15/23: Higher-order Expansions and Inference for Panel Data Models Downloads
Jiti Gao, Bin Peng and Yayi Yan
13/23: Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors Downloads
Yu Bai, Massimiliano Marcellino and George Kapetanios
12/23: ABC-based Forecasting in State Space Models Downloads
Chaya Weerasinghe, Ruben Loaiza-Maya, Gael Martin and David Frazier
11/23: Time-Varying Vector Error-Correction Models: Estimation and Inference Downloads
Jiti Gao, Bin Peng and Yayi Yan
10/23: Conditional Normalization in Time Series Analysis Downloads
Puwasala Gamakumara, Edgar Santos-Fernandez, Priyanga Talagala, Rob Hyndman, Kerrie Mengersen and Catherine Leigh
9/23: Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets Downloads
Donald Poskitt and Xueyan Zhao
8/23: Forecast Reconciliation: A Review Downloads
George Athanasopoulos, Rob Hyndman, Nikolaos Kourentzes and Anastasios Panagiotelis
7/23: Does Climate Sensitivity Differ Across Regions? Downloads
Heather Anderson, Jiti Gao, Farshid Vahid, Wei Wei and Yang Yang
6/23: Cross-temporal Probabilistic Forecast Reconciliation Downloads
Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo and Rob Hyndman
5/23: Inference of Grouped Time-Varying Network Vector Autoregression Models Downloads
Degui Li, Bin Peng, Songqiao Tang and Weibiao Wu
4/23: The incidence of positive bloodstream and urine cultures in five Australian hospitals during the COVID-19 pandemic Downloads
Brett Mitchell, Andrew Stewardson, Lucille Kerr, John Ferguson, Stephanie Curtis, Lucy Busija, Kirsty Graham, Michael Lydeamore, Philip Russo and Christopher Baker
3/23: Modelling the impact of hybrid immunity on future COVID-19 epidemic waves Downloads
Thao Le, Isobel Abell, Eamon Conway, Patricia Campbell, Alexandra Hogan, Michael Lydeamore, Jodie McVernon, Ivo Mueller, Camelia Walker and Christopher Baker
2/23: Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models Downloads
Chaohua Dong, Jiti Gao, Bin Peng and Yundong Tu
1/23: Bayesian Forecasting in the 21st Century: A Modern Review Downloads
Gael Martin, David Frazier, Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering and Anastasios Panagiotelis
14/22: Computing Bayes: From Then `Til Now Downloads
Gael Martin, David Frazier and Christian Robert
13/22: Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects Downloads
Ruofan Xu, Jiti Gao, Tatsushi Oka and Yoon-Jae Whang
12/22: Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach Downloads
Heather Anderson, Jiti Gao, Guido Turnip, Farshid Vahid and Wei Wei
11/22: GMM Estimation for High-Dimensional Panel Data Models Downloads
Tingting Cheng, Chaohua Dong, Jiti Gao and Oliver Linton
10/22: Semiparametric Single-Index Estimation for Average Treatment Effects Downloads
Difang Huang, Jiti Gao and Tatsushi Oka
9/22: A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation Downloads
Jiti Gao, Oliver Linton and Bin Peng
8/22: Time-Varying Multivariate Causal Processes Downloads
Jiti Gao, Bin Peng, Wei Wu and Yayi Yan
7/22: A Simple Bootstrap Method for Panel Data Inferences Downloads
Jiti Gao, Bin Peng and Yayi Yan
6/22: The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts Downloads
Ryan Zischke, Gael Martin, David Frazier and Donald Poskitt
5/22: Risk-Sharing Tests with Network Transaction Costs Downloads
Christian Cox, Akanksha Negi and Digvijay Negi
4/22: Multi-Level Panel Data Models: Estimation and Empirical Analysis Downloads
Guohua Feng, Jiti Gao and Bin Peng
3/22: Nonparametric Estimation and Testing for Time-Varying VAR Models Downloads
Jiti Gao, Bin Peng and Yayi Yan
2/22: Familial Inference Downloads
Ryan Thompson, Catherine Forbes, Steven MacEachern and Mario Peruggia
1/22: Variational Bayes in State Space Models: Inferential and Predictive Accuracy Downloads
David Frazier, Gael Martin and Ruben Loaiza-Maya
24/21: Approximating Bayes in the 21st Century Downloads
Gael Martin, David Frazier and Christian Robert
23/21: Interactive Effects Panel Data Models with General Factors and Regressors Downloads
Bin Peng, Liangjun Su, Joakim Westerlund and Yanrong Yang
22/21: Asymptotics for Time-Varying Vector MA(∞) Processes Downloads
Yayi Yan, Jiti Gao and Bin Peng
21/21: Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects Downloads
Lina Zhang, David Frazier, Donald 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
Page updated 2024-07-23
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