Econometrics
FOR 2008 4 digit Code
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Conference Papers Unrefereed

Conference Proceedings

Journal Articles

A Bayesian approach to nonparametric bivariate regression

A Bayesian approach to robust binary nonparametric regression

A Discrete Time Parametric Model for the Analysis of Failure Time Data

A Dynamic Model of Welfare Reform

A FACTORISATION THEOREM FOR ADEQUATE STATISTICS

A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

A Holmtype procedure controlling the false discovery rate

A MONTECARLO EVALUATION OF THE POWER OF SOME TESTS FOR HETEROSCEDASTICITY

A MULTIVARIATE NORMAL MODEL FOR PEDIGREE AND LONGITUDINAL DATA AND THE SOFTWARE ‘FISHER’

A NEW METHOD FOR DETECTING INDIVIDUAL AND GROUP LABORMARKET DISCRIMINATION

A NOTE ON A BAYESIANESTIMATOR IN AN AUTOCORRELATED ERROR MODEL

A NOTE ON MODELING CROSSCORRELATIONS  HYPERBOLIC SECANT REGRESSION

A NOTE ON THE ANALYSIS OF COVARIANCE IN BALANCED INCOMPLETE BLOCK DESIGNS

A Nonparametric Spatial Model for Periodontal Data With Nonrandom Missingness

A Note on Estimating Dynamic Economic Models of the Real Exchange Rate

A bayesian approach to nonparametric bivariate regression

A bayesian approach to robust binary nonparametric regression

A comparison of methods of fitting models to twin data

A comparison of the imprecise beta class, the randomized playthewinner rule and the triangular test for clinical trials with binary responses

A computable confidence upper limit from discrete data with good coverage properties

A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model

A frequency domain analysis of the error distribution from noisy highfrequency data

A multivariate empirical Bayes statistic for replicated microarray time course data

A multivariate latent factor decomposition of international bond yield spreads

A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets

A nonparametric approach to the analysis of twostage markrecapture experiments

A score test for linkage using identity by descent data from sibships

A study of outliers in the exponential smoothing approach to forecasting

A threshold errorcorrection model for intraday futures and index returns

A threshold mixed count time series model: Estimation and application

A unified approach to estimation and orthogonality tests in linear singleequation econometric models

ADAPTIVE LONG MEMORY TESTING under HETEROSKEDASTICITY

ADDITIVE AND MULTIPLICATIVE MODELS AND INTERACTIONS

AN ALGORITHMIC APPROACH TO BAYESIAN LINEAR MODEL CALCULATIONS

AN EMPIRICAL BAYES APPROACH TO ANALYZING EARNINGS FUNCTIONS FOR VARIOUS OCCUPATIONS AND INDUSTRIES

ANCILLARIES SUFFICIENT FOR THE SAMPLE SIZE

ANCILLARITY AND MINIMAL SUFFICIENCY

APPLICATIONS AND EXTENSIONS OF BASU'S RESULTS ON MAXIMAL ANCILLARITY

APPLICATIONS OF ROBUST ESTIMATION FOR VARIANCE COMPONENTS MODELS:THE DETECTION OF MAJOR GENE EFFECTS IN FINGER RIDGE COUNTS IN NORMAL AND FRAGILE X FAMILIES

ASSESSING BETWEENBLOCK HETEROGENEITY WITHIN THE POSTSTRATA OF THE 1990 POSTENUMERATION SURVEY

ASSESSING BETWEENBLOCK HETEROGENEITY WITHIN THE POSTSTRATA OF THE 1990 POSTENUMERATION SURVEY  REJOINDER

ASYMPTOTIC EXPANSIONS OF THE FISHER INFORMATION IN A SAMPLEMEAN

ASYMPTOTIC INFERENCE FOR A CLASS OF CHAIN BINOMIAL MODELS

Accurate pivotals from recapture experiments with time variation

Adaptive Confidence Intervals for the Test Error in Classification Comment

Additional critical values and asymptotic representations for seasonal unit root tests

Additive nonparametric regression with autocorrelated errors

An Automatic Leading Indicator of Economic Activity: Forecasting G.D.P. Growth for European Countries

An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply

Analysis of high dimensional multivariate stochastic volatility models

Analysis of panel data, 2nd edition

Analysis of treatment response data from eligibility designs

Ancestral inference in population genetics models with selection  Discussion

Applied asymptotics: Case studies in smallsample statistics

Assessing betweenblock heterogeneity within the poststrata of the 1990 PostEnumeration Survey

Asymptotically optimal tests using limited information and testing for exogeneity

Automatic positive semidefinite HAC covariance matrix and GMM estimation

BALANCE IN DESIGNED EXPERIMENTS WITH ORTHOGONAL BLOCK STRUCTURE

BIOMETRICS IN THE CSIR: 1930–1940

Bartlett corrections to likelihood ratio tests

Bayesian Generalized Additive Models for Location, Scale, and Shape for ZeroInflated and Overdispersed Count Data

Bayesian and nonBayesian analysis of the seemingly unrelated regression model with Studentt errors, and its application for forecasting

Bayesian estimation of a random coefficient model

Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria

Bayesian information criteria and smoothing parameter selection in radial basis function networks

Bayesian mixture of splines for spatially adaptive nonparametric regression

Bayesian portfolio selection using a multifactor model

Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models

Bias correction of estimated proportions using inverse binomial group testing

Bootstrapping confidence intervals for linear programming efficiency scores: With an illustration using Italian banking data

Bounds testing approaches to the analysis of level relationships

Bridging the barriers: knowledge connections, productivity and capital accumulation

CANNABIS USE AND MENTAL HEALTH PROBLEMS

CAREER CONCERNS: INCENTIVES AND ENDOGENOUS LEARNING IN LABOUR MARKETS

CLUSTERANALYSIS FOR MEASURING WELFARE AND QUALITYOFLIFE ACROSS COUNTRIES

COMBINING FORECAST DENSITIES FROM VARs WITH UNCERTAIN INSTABILITIES

CORRELATIONS AND CHARACTERIZATIONS OF THE UNIFORM DISTRIBUTION

CUMULANTS AND PARTITION LATTICES

Can low skill teachers make good students? Empirical evidence from PIAAC and PISA

Can we bootstrap DEA scores?

Characterizing a joint probability distribution by conditionals (vol 55, pg 185, 1993)

Choosing sampling effort for recapture experiments with behavioural response

Clustering functional data into groups by using projections

Coherency and estimation in simultaneous models with censored or qualitative dependent variables

Comment

Comment

Comment

Comment on "Sum of squares of uniform random variables" by I. Weissman

Comparison of discrimination methods for the classification of tumors using gene expression data

Conditional assessment of the impact of a Hausman pretest on confidence intervals

Confidence intervals from the difference between two correlated proportions

Consistent HighDimensional Bayesian Variable Selection via Penalized Credible Regions

DEA ARs and CRs applied to worldwide major oil companies

DYNAMIC GENERALIZED LINEARMODELS AND BAYESIAN FORECASTING  COMMENT

Data transforms with exponential smoothing methods of forecasting

Diagnostics for autocorrelated regression models

Discrete hours labour supply modelling: Specification, estimation and simulation

Discussion

Distributional specification tests against semiparametric alternatives

Does the AIDS epidemic threaten economic growth?

Domain selection for the varying coefficient model via local polynomial regression

Domestic dairy policies and international market adjustment in a simplified model of world dairy products trade

Duration response measurement error

Dynamic modelling of pollution abatement in a CGE framework

EARNINGS DISCRIMINATION MEASUREMENT  A DISTRIBUTIONAL APPROACH

EFFECTIVE CONDITIONING

EFFICIENCY OF MARTINGALE METHODS IN RECAPTURE STUDIES

EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA

ENCOUNTERS WITH STATISTICAL INFERENCE – AN INTERVIEW WITH EVAN WILLIAMS

ERROR RATES FOR ORTHOGONAL CONTRASTS AFTER A SIGNIFICANT F‐TEST

ESTIMATING PORTFOLIO MODELS FROM FINANCIAL FLOW DATA  AN ANALYSIS OF THE DEMAND FOR LIABILITIES, REAL ASSETS AND FINANCIAL ASSETS BY THE HOUSEHOLD SECTOR

ESTIMATING PRODUCTS IN FORENSIC IDENTIFICATION USING DNA PROFILES

EXPONENTIAL DISPERSION MODELS AND THE GAUSS‐NEWTON ALGORITHM

Economic experiment data: A primer on the use of time of day electricity pricing data

Efficiency gains and cost reductions from individual transferable quotas: A stochastic cost frontier for the australian south east fishery

Efficient Robust Regression via TwoStage Generalized Empirical Likelihood

Efficient information theoretic inference for conditional moment restrictions

Error bounds in local limit theorems using Stein's method

Estimating Stein's constants for compound Poisson approximation

Estimating attributable response as a function of a continuous risk factor

Estimating portfolio models from financial flow data: A reply

Estimating products in forensic identification using dna profiles

Estimation of Conditional Prevalence From Group Testing Data With Missing Covariates

Estimation of a convex ROC curve

Exact and approximate REML for heteroscedastic regression

Factor Copula Models for Replicated Spatial Data

Fast equilibrium selection by rational players living in a changing world

Festschrift in honour of Daryl Daley: Foreword

Fitting ROC curves using nonlinear binomial regression

Forecasting compositional time series: A state space approach

Forecasting the intermittent demand for slowmoving inventories: A modelling approach

Forecasting the labour market by occupation and education: The forecasting activities of three European labour market research institutes  Heijke,JAM

Fully Modified Least Squares in 1(2) Regression

GAUSSIAN MARKOV DISTRIBUTIONS OVER FINITE GRAPHS

GEL CRITERIA FOR MOMENT CONDITION MODELS

GEL statistics under weak identification

Gender, race, pay and promotion in the British nursing profession: Estimation of a generalized ordered probit model

Generalised linear model selection by the predictive least quasideviance criterion

Generalized empirical likelihood estimators and tests under partial, weak, and strong identification

Generalized empirical likelihood nonnested tests

Generalized empirical likelihood tests in time series models with potential identification failure

Generalized empirical likelihoodbased model selection criteria for moment condition models

Generalized linear models with random effects: Unified analysis via Hlikelihood

Global GDP shares in the 21st century  An equilibrium approach

HYBRID CORN REVISITED

Higher order properties of GMM and generalized empirical likelihood estimators

Homelessness and labor markets

INFERENCE IN FORENSIC IDENTIFICATION

INTERPRETING BLOCKS AND RANDOM FACTORS  COMMENT

INTRODUCTION: 'MODEL UNCERTAINTY AND MACROECONOMICS'

INVARIANTS OF SOME PROBABILITYMODELS USED IN PHYLOGENETIC INFERENCE

IPO postissue markets: Questionable predilections but diligent learners?

Importance for DEA of zeros in data, multipliers, and solutions

Improving confidence set estimation when parameters are weakly identified

Inaugural editor's award

Inconsistency of the OLS estimator of the partial adjustmentadaptive expectations model

Incorporating Previous Results Into the Analysis of General Balanced Designed Experiments

Indirect estimation of ARFIMA and VARFIMA models

Inference for capturerecapture experiments in continuous time with variable capture rates

Inference for the extended bifurcating autoregressive model for cell lineage studies

Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England

Inferences from DNA data: population histories, evolutionary processes and forensic match probabilities

Information and the clone mapping of chromosomes

Interquantile shrinkage and variable selection in quantile regression

Introduction to the special edition on low pay

John W. Tukey's contributions to analysis of variance

Kernel estimators of the ROC curve are better than empirical

LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS

Latent Supervised Learning

Likelihood Ratio Tests for the Seasonal Unit Root Hypothesis

Likelihood ratio specification tests

Likelihood ratio tests for seasonal unit roots

Local parametric analysis of hedging in discrete time

MARKOVFIELDS AND LOGLINEAR INTERACTION MODELS FOR CONTINGENCYTABLES

MODIFIED MARTINGALE ESTIMATION FOR RECAPTURE EXPERIMENTS WITH HETEROGENEOUS CAPTURE PROBABILITIES

Marginal loglinear parameters for graphical Markov models

Markov chain Monte Carlo methods for stochastic volatility models

Markovian acyclic directed mixed graphs for discrete data

Maximum likelihood estimation of misclassification rates of a binomial regression

Measuring output gap nowcast uncertainty

Minimum distance estimation for the logistic regression model

Mining and visualising ordinal data with nonparametric continuous BBNs

Model selection in spline nonparametric regression

Modeling trades in the life market as Nash bargaining problems

Modelling low income transitions

Modelling spatial allocationlocation solutions for general practitioner medical services in cities. The equityrevenue maximizing conflict case

Modifying quantitative forecasts of livestock production using expert judgments: An application to the australian lamb industry

Monetary policy and uncertainty in an empirical small openeconomy model

Multiclass classification and gene selection with a stochastic algorithm

Multiple equilibria and hysteresis in simple exchange models

Multivariate effect priors in bivariate semiparametric recursive Gaussian models

NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY

Neglected heterogeneity in moment condition models

New and refined bounds for expected maxima of fractional Brownian motion

NonNested Tests for Competing Models Estimated by Generalized Method of Moments

Noncrossing quantile regression curve estimation

Nonparametric density estimation from biased data with unknown biasing function

Nonparametric density estimation from biased data with unknown biasing function

Nonparametric regression using Bayesian variable selection

Nonparametric seemingly unrelated regression

OCCUPATIONAL SEGREGATION IN THE MULTIDIMENSIONAL CASE  DECOMPOSITION AND TESTS OF SIGNIFICANCE

ON A SHARED ALLELE TEST OF RANDOM MATING

ON CONSTRUCTION OF THE SMALLEST ONESIDED CONFIDENCE INTERVAL FOR THE DIFFERENCE OF TWO PROPORTIONS

ON EXTERNAL ANCILLARITY

ON MODELS AND METHODS FOR BAYESIAN TIMESERIES ANALYSIS

ON QUANTILES OF SUMS

ON THE RELATIVE EFFICIENCY OF ESTIMATORS WHICH INCLUDE THE INITIAL OBSERVATIONS IN THE ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH 1STORDER AUTOREGRESSIVE DISTURBANCES

ON THE ROBUST ANALYSIS OF VARIANCE COMPONENTS MODELS FOR PEDIGREE DATA

OPTIMAL MARTINGALE ESTIMATING EQUATIONS IN A STOCHASTICPROCESS

On SteinChen factors for Poisson approximation

On random walks with jumps scaled by cumulative sums of random variables

On semiparametric inference of geostatistical models via local KarhunenLoeve expansion

On the identifiability of measurement error in the bifurcating autoregressive model

On the statistical analysis of capture experiments

PENALIZED MAXIMUM LIKELIHOOD ESTIMATION AND VARIABLE SELECTION IN GEOSTATISTICS

Parametric deconvolution of positive spike trains

Patterns of consent: evidence from a general household survey

Posterior distributions for the Gini coefficient using grouped data

Predictive likelihood for Bayesian model selection and averaging

Prices and portfolio choices in financial markets: Theory, econometrics, experiments

Principal components analysis of cointegrated time series

Profile upper confidence limits from discrete data

RECTANGULAR LATTICE DESIGNS  EFFICIENCY FACTORS AND ANALYSIS

RECURSIVE COEFFICIENT ESTIMATES FOR THE EVALUATION OF VARYING PARAMETERS

REMEMBRANCE OF THINGS PAST THE DISTRIBUTION OF EARNINGS ACROSS OCCUPATIONS AND THE KAPPACRITERION

ROBUST ANALYSIS OF THE BIFURCATING AUTOREGRESSIVE MODEL IN CELL LINEAGE STUDIES

Randomization, bootstrap and Monte Carlo methods in biology

Recursive and rolling regressionbased tests of the seasonal unit root hypothesis

RegressionBased Tests of the Seasonal Unit Root Hypothesis

Regressionbased seasonal unit root tests

Rejoinder

Rejoinder

Rejoinder

Rejoinder

Robust inference for the bivariate bifurcating autoregressive model

Robust inference for variance components models for single trees of cell lineage data

Robust tests for time series with an application to firstorder autoregressive processes

Royal economic society annual conference 2008 special issue on financial econometrics

SAMPLE SIZE FOR TWO INDEPENDENT PROPORTIONS: A REVIEW

SENSITIVITY ANALYSIS OF SEASONAL ADJUSTMENTS  EMPIRICAL CASE STUDIES  COMMENTS

SENSITIVITY ANALYSIS OF SEASONAL ADJUSTMENTS  EMPIRICAL CASE STUDIES  REJOINDER

SMALL SAMPLE PROPERTIES OF PROBIT MODEL ESTIMATORS

SOME ISSUES ARISING FROM THE ANALYSIS OF 2×2 CONTINGENCY TABLES

Sensitivity analysis of seasonal adjustments: Empirical case studies

Shrinkage inverse regression estimation for modelfree variable selection

Small sample properties of probit model estimators

Socioeconomic inequalities in bodily pain over the life cycle: Longitudinal evidence from Australia, Britain and Germany

Special issue editors' introduction: The use of econometrics in informing public policy makers

Statistical methods for spatial data analysis

Structural analysis of vector error correction models with exogenous I(1) variables

TEENAGE FERTILITY AND HIGHSCHOOL COMPLETION

TESTING AND ESTIMATING LOCATION VECTORS WHEN THE ERROR COVARIANCEMATRIX IS UNKNOWN

TESTING CAPTURE HOMOGENEITY IN A RECAPTURE MODEL

TESTS OF RANK

THE AGE OF CAPITAL, THE AGE OF UTILIZED CAPITAL, AND TESTS OF THE EMBODIMENT HYPOTHESIS

THE AGRICULTURAL COMMODITY MARKET FORECASTING GAME

THE ANALYSIS OF MULTISTRATA DESIGNED EXPERIMENTS WITH INCOMPLETE DATA

THE CONTRIBUTION OF W. H. ARCHER TO VITAL STATISTICS IN THE COLONY OF VICTORIA

THE DISTRIBUTION OF WEALTH: MEASUREMENT AND MODELS

THE ECONOMETRICS OF LEARNING IN FINANCIALMARKETS

THE EMBODIMENT HYPOTHESIS  AN INTERREGIONAL TEST

THE ROLE OF MULTIPLIER BOUNDS IN EFFICIENCY ANALYSIS WITH APPLICATION TO KANSAS FARMING

THE ROLE OF STATISTICIANS IN CSIRO: PAST, PRESENT AND FUTURE

THE SIGN TEST FOR STOCHASTIC PROCESSES

THE SMALLSAMPLE PROPERTIES OF SOME PRELIMINARY TEST ESTIMATORS IN A LINEARMODEL WITH AUTOCORRELATED ERRORS

THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES

TOTAL ERROR IN PES ESTIMATES OF POPULATION  COMMENT

Tail conditional expectation for multivariate distributions: A game theory approach

Tailweighted dependence measures with limit being the tail dependence coefficient

Testing for exogeneity in limited dependent variable models using a simplified likelihood ratio statistic

Testing goodnessoffit in logistic casecontrol studies

Testing the normality assumption in multivariate simultaneous limited dependent variable models

Testing the significance of income distribution changes over the 1980s business cycle: A crossnational comparison

Tests of rank

The 'curse of dimensionality' resolved: The effects of climate change and trade barriers in large dimensional modelling

The Count of Monte Carlo: Analyzing Banking Crises, 18002010

The Econometrics Journal of the Royal Economic Society

The asymptotic distribution of the determinant of a random correlation matrix

The changeplane Cox model

The demand for welfare generosity

The determinants of Australian trade union membership

The impact of questioning method on measurement error in panel survey measures of benefit receipt: evidence from a validation study

The impact on the Canadian rapeseed industry of removing EEC import tariffs

The income gradient in childhood mental health: All in the eye of the beholder?

The infectiousness of a disease in a community of households

The numerical evaluation of the distribution function of a bilinear form to a quadratic form with econometric examples

The optimality of a simple market mechanism

The power of some tests for difference stationarity under local heteroscedastic integration

Turning from crime: A dynamic perspective

Two algorithms for fitting constrained marginal models

Two sources of poor coverage of confidence intervals after model selection

USING TIMESERIES AND CROSSSECTION DATA TO ESTIMATE A PRODUCTION FUNCTION WITH POSITIVE AND NEGATIVE MARGINAL RISKS

Using Smoothed Receiver Operating Characteristic Curves to Summarize and Compare Diagnostic Systems

Using smoothed receiver operating characteristic curves to summarize and compare diagnostic systems

Using timeseries and crosssection data to estimate a production function with positive and negative marginal risks

Variable Selection and Function Estimation in Additive Nonparametric Regression Using a DataBased Prior

Variable selection and function estimation in additive nonparametric regression using a databased prior

Variance components models for dependent cell populations

Visualising forecasting algorithm performance using time series instance spaces

WELFARE EFFECTS OF SALARY FORECAST ERROR IN PROFESSIONAL LABORMARKETS

WHAT IS AN ANALYSIS OF VARIANCE

WHAT IS AN ANALYSIS OF VARIANCE  REJOINDER

When do best confidence limits exist?

When do wireless network signals appear Poisson?

Winecon: An evaluation

Journal Articles Refereed

A Bayesian approach to developing a stochastic mortality model for China

A CAUSAL INTERPRETATION OF EXTENSIVE AND INTENSIVE MARGIN EFFECTS IN GENERALIZED TOBIT MODELS

A DesignAdaptive Local Polynomial Estimator for the ErrorsinVariables Problem

A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models

A Predictive Approach for Selection of Diffusion Index Models

A REVIEW OF THE RECENT LITERATURE ON THE INSTITUTIONAL ECONOMICS ANALYSIS OF THE LONGRUN PERFORMANCE OF NATIONS

A SIMPLE CORRECTION TO REMOVE THE BIAS OF THE GINI COEFFICIENT DUE TO GROUPING

A STATISTICAL TEST OF CHANGEPOINT IN MEAN THAT ALMOST SURELY HAS ZERO ERROR PROBABILITIES

A WEIGHTRELAXED MODEL AVERAGING APPROACH FOR HIGHDIMENSIONAL GENERALIZED LINEAR MODELS

A bounds analysis of school completion rates in Australia

A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting

A comparison of suicide patterns in Australia and Hong Kong

A conditional canonical approach to simulation studies of I.V. estimators in simultaneous equations models

A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion

A latent variable approach to forecasting the unemployment rate

A latent variable model for estimating disease transmission rate from data on household outbreaks

A modelaveraging approach for highdimensional regression

A multivariate GARCH model incorporating the direct and indirect transmission of shocks

A nation divided? Price and output dynamics in English regions

A new structural break model, with an application to Canadian inflation forecasting

A nonlinear model of asset returns with multiple shocks

A non‐linear model of the real US/UK exchange rate

A note on joint occupation times of spectrally negative Levy risk processes with tax

A note on nonparametric estimation for clustered data

A note on the difficulties associated with the analysis of capturerecapture experiments with heterogeneous capture probabilities

A note on the estimation of the initial number of susceptible individuals in the general epidemic model

A numerical investigation of the accuracy of parametric bootstrap for discrete data

A parametric empirical Bayes approach to the analysis of capturerecapture experiments

A practical ad hoc adjustment to the Simes Pvalue

A production function for cricket: The South African perspective

A refined version of the integrolocal Stone theorem

A residualbased test for stochastic cointegration

A robust Pspline approach to closed population capturerecapture models with time dependence and heterogeneity

A structural dynamic microsimulation model of household savings and labour supply

ALCOHOL CONSUMPTION AND HUMAN CAPITAL: A RETROSPECTIVE STUDY OF THE LITERATURE

ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY

AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR

Accelerated convergence for nonparametric regression with coarsened predictors

Achieving near perfect classification for functional data

AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series

Alternative weighting approaches to computing indexes of economic activity

An EM algorithm for the model fitting of Markovian binary trees

An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series

An alternative objective function for fitting regression trees to functional response variables

An examination of net flows in the Australian labour market

An examination of the effect of heterogeneity on the estimation of population size using capturerecapture data

An induced natural selection heuristic for finding optimal Bayesian experimental designs

Analysis of betweenhousehold heterogeneity in disease transmission from data on outbreak sizes

Antitrust issues in international comparisons of market structure

Application of semiparametric regression models in the analysis of capturerecapture experiments

Approximate Bayesian forecasting

Approximating fragmented functional data by segments of Markov chains

Approximating the distribution of the twostage least squares estimator when the concentration parameter is small

Arbitrage and leverage strategies in bubbles under synchronization risks and noisetrader risks

Assessing the magnitude of the concentration parameter in a simultaneous equations model

Assessing time series models for forecasting international migration: Lessons from the United Kingdom

Asset pricing with a general multifactor structure

Australian gross flows data: The labour force survey and the size of the population represented by the matched sample

Bayesian Analysis of Instrumental Variable Models: AcceptanceRejection within Direct Monte Carlo

Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling

Bayesian Simulation Approach to Inference on a MultiState Latent Factor Intensity Model

Bayesian averaging, prediction and nonnested model selection

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Bayesian identification, selection and estimation of semiparametric functions in highdimensional additive models

Bayesian local robustness under weighted squarederror loss function incorporating unimodality

Bayesian modeling and forecasting of intraday electricity load

Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market

Bayesian skew selection for multivariate models

Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave

Behavioural microsimulation modelling for tax policy analysis in Australia: experience and prospects

Bivariate income distributions for assessing inequality and poverty under dependent samples

Buehler confidence limits and nesting

Building a better trade model to determine local effects: A regional and intertemporal GTAP model

CANNABIS USE AND ITS EFFECTS ON HEALTH, EDUCATION AND LABOR MARKET SUCCESS

CARROT AND STICK: HOW REEMPLOYMENT BONUSES AND BENEFIT SANCTIONS AFFECT EXIT RATES FROM WELFARE

CLIMBING THE DRUG STAIRCASE: A BAYESIAN ANALYSIS OF THE INITIATION OF HARD DRUG USE

COMBINING INDIVIDUAL PARTICIPANT DATA AND SUMMARY STATISTICS FROM BOTH CONTINUOUSLY VALUED AND BINARY VARIABLES TO ESTIMATE REGRESSION PARAMETERS

COMPARISON OF FOUR BOOTSTRAPBASED INTERVAL ESTIMATORS OF SPECIES OCCUPANCY AND DETECTION PROBABILITIES

CONFIDENCE INTERVALS FOR THE WEIGHTED SUM OF TWO INDEPENDENT BINOMIAL PROPORTIONS

CONSTRUCTING MORE POWERFUL EXACT TESTS OF EQUIVALENCE FROM BINARY MATCHED PAIRS

Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?

Cannabis use and mental health problems

Cannabis, cocaine and jobs

Central bank learning and Taylor rules with sticky import prices

Changes over time in male participation rates in Australia

Classification Using Censored Functional Data

Clustering huge number of financial time series: A panel data approach with highdimensional predictors and factor structures

Clusters of attributes and wellbeing in the USA

Cohort patterns in adult literacy skills: How are new generations doing?

Comparing disadvantage and wellbeing in Australian families

Complete subset regressions

Componentwise classification and clustering of functional data

Computation of nonlinear continuous optimal growth models: experiments with optimal control algorithms and computer programs

Computing highly accurate or exact Pvalues using importance sampling

Computing the Distributions of Economic Models via Simulation

Confidence bands in nonparametric errorsinvariables regression

Connecting the markets? Recent evidence on China's capital account liberalization

Consistent estimation of species abundance from a presenceabsence map

Consistent estimation of the fixed effects ordered logit model

Contractual arrangements and the retirement intentions of women in Australia

Copula modelling of dependence in multivariate time series

Costly External Finance, Reallocation, and Aggregate Productivity

DEFINING PROBABILITY DENSITY FOR A DISTRIBUTION OF RANDOM FUNCTIONS

Datadriven boundary estimation in deconvolution problems

Dealing with ties in failure time data

Deconvolution When Classifying Noisy Data Involving Transformations

Density estimation with heteroscedastic error

Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion

Discrete hours labour supply modelling: Specification, estimation and simulation

Do Age and Experience Always Go Together? The Example of Indigenous Employment

EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS

ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE

ESTIMATION OF THE NUMBER OF PEOPLE IN A DEMONSTRATION

EXACT CONFIDENCE INTERVALS FOR PROPORTIONS ESTIMATED BY GROUP TESTING WITH DIFFERENT GROUP SIZES

Early illicit drug use and the age of onset of homelessness

Economic geography and wages

Efficient and Exact Tests of the Risk Ratio in a Correlated 2 x 2 Table with Structural Zero

Efficient probabilistic forecasts for counts

Equilibrium in continuoustime financial markets: endogenously dynamically complete markets

Estimating costs of children from microunit records: a new procedure applied to Australian data

Estimating the false negative fraction for a multiple screening test for bowel cancer when negatives are not verified

Estimating variable returns to scale production frontiers with alternative stochastic assumptions

Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes

Estimation and testing of stochastic frontier models using variational Bayes

Estimation in capturerecapture models when covariates are subject to measurement errors and missing data

Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation

Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk

Estimation of a convex ROC curve

Estimation of integrated squared density derivatives from a contaminated sample

Estimation of stationary autoregressive models with the Bayesian LASSO

Estimation of survival and capture probabilities in open population capturerecapture models when covariates are subject to measurement error

Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA

Evaluation of the Two Stage Least Squares distribution function by Imhof’s Procedure

Exact PValues for Discrete Models Obtained by Estimation and Maximization

Exploring the economic and social determinants of psychological wellbeing and perceived social support in England

Factor estimation using MCMCbased Kalman filter methods

Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing

Forecasting category sales and market share for wireless telephone subscribers: a combined approach

Forecasting commodity price indexes using macroeconomic and financial predictors

Forecasting global recessions in a GVAR model of actual and expected output

Forecasting inflation using univariate continuoustime stochastic models

Forecasting television ratings

Foreign exchange intervention by the Bank of Japan: Bayesian analysis using a bivariate stochastic volatility model

GEL METHODS FOR NONSMOOTH MOMENT INDICATORS

GLOBAL INCOME DISTRIBUTIONS AND INEQUALITY, 1993 AND 2000: INCORPORATING COUNTRYLEVEL INEQUALITY MODELED WITH BETA DISTRIBUTIONS

General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland

Gibbs samplers for a set of seemingly unrelated regressions

Global GDP shares in the 21st century  An equilibrium approach

Government oversight of public universities: Are centralized performance schemes related to increased quantity or quality?

Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods

Grangercausal analysis of GARCH models: A Bayesian approach

HETEROSKEDASTICITYROBUST TESTING FOR A FRACTIONAL UNIT ROOT

HOW EFFECTIVE ARE UNEMPLOYMENT BENEFIT SANCTIONS? LOOKING BEYOND UNEMPLOYMENT EXIT

Handedness, health and cognitive development: evidence from children in the National Longitudinal Survey of Youth

Heads I win; tails you lose: asymmetry in exchange rate passthrough into import prices

Health Status and Labour Force Status of Older WorkingAge Australian Men

How close are alternative bootstrap Pvalues?

INSTRUMENTAL VARIABLES ESTIMATION IN MISSPECIFIED SINGLE EQUATIONS

Identifying Speculative Bubbles Using an Infinite Hidden Markov Model

Immigrant and nativeborn earnings distributions in australia: 19821996

Implicit Bayesian inference using option prices

Improving Employment Retention and Advancement of LowPaid Workers

Incentives and the efficiency of public sectoroutsourcing contracts

Income growth and inequality: The threshold effects of trade and financial openness

Increasing correlations or just fat tails?

Inference in the presence of weak instruments: A selected survey

Inference on SelfExciting Jumps in Prices and Volatility Using HighFrequency Measures

Inferential methods for elasticity estimates

Influence diagnostics for multivariate GARCH processes

Information flows and stock market volatility

Inversion copulas from nonlinear state space models with an application to inflation forecasting

Inverting the indirectThe ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from twostage least squares

InvestigateDiscussEstimateAggregate for structured expert judgement

Investigating the economic and demographic determinants of sporting participation in England

Jointregression analysis for incomplete twoway tables

LABOR MARKET EFFECTS OF UNEMPLOYMENT INSURANCE DESIGN

LIQUIDITY, ECONOMIC ACTIVITY, AND MORTALITY

LOCAL ASYMPTOTIC POWER OF THE IMPESARANSHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS

Law of iterated logarithm and consistent model selection criterion in logistic regression

Lifecycle and intergenerational effects of child care reforms

Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines

Local limit theorems via LandauKolmogorov inequalities

METHODOLOGY AND THEORY FOR PARTIAL LEAST SQUARES APPLIED TO FUNCTIONAL DATA

MISCLASSIFICATION BETWEEN PATENT OFFICES: EVIDENCE FROM A MATCHED SAMPLE OF PATENT APPLICATIONS

MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL

MOMENTARY LAPSES  MOMENT EXPANSIONS AND THE ROBUSTNESS OF MINIMUM DISTANCE ESTIMATION

Managerial and customer costs of price adjustment: Direct evidence from industrial markets

Margins of discrete Bayesian networks

Maximum Lqlikelihood estimation

Measures of trade openness using CGE analysis

Measuring inequality using censored data: a multipleimputation approach to estimation and inference

Measuring the response of macroeconomic uncertainty to shocks

Methodology for nonparametric deconvolution when the error distribution is unknown

MidP confidence intervals based on the likelihood ratio for proportions estimated by group testing

Minimum Message Length shrinkage estimation

Minimum distance estimation of parametric Lorenz curves based on grouped data

Minimum distance estimators of population size from snowball samples using conditional estimation and scaling of exponential random graph models

Minimum message length analysis of multiple short time series

Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

Modeling Longitudinal Data Using a PairCopula Decomposition of Serial Dependence

Modeling and calculating the effect of treatment at baseline from panel outcomes

Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights

Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models

Modelling dependence using skew t copulas: Bayesian inference and applications

Modelling nonlinearities in equity returns: the mean impact curve analysis

Modelling stock return volatility dynamics in selected African markets

Models for potentially biased evidence in metaanalysis using empirically based priors

Modified KPSS tests for near integration

Monetary Policy Indeterminacy and Identification Failures in the US: Results from A Robust Test

Monetary shocks, macroprudential shocks and financial stability

Monotonicity of likelihood support bounds for system failure rate

Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models

Multivariate models with long memory dependence in conditional correlation and volatility

NONPARAMETRIC COVARIATEADJUSTED REGRESSION

NONPARAMETRIC REGRESSION WITH HOMOGENEOUS GROUP TESTING DATA

New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data

Nonparametric regression estimation from data contaminated by a mixture of Berkson and classical errors

Nonparametric Estimation of the Number of Drug Users in Hong Kong Using Repeated Multiple Lists

Nonparametric Kernel Methods with ErrorsinVariables: Constructing Estimators, Computing them, and Avoiding Common Mistakes

Nonparametric Prediction in Measurement Error Models

Nonparametric Regression Analysis for Group Testing Data

Nonparametric and Parametric Estimators of Prevalence From Group Testing Data With Aggregated Covariates

Nonparametric density estimation from data with a mixture of Berkson and classical errors

Nonparametric estimation for a class of Levy processes

Nonparametric method for estimating the size of an open population using marginal data from repeated multiple lists

Nonparametric methods for group testing data, taking dilution into account

Nonparametric methods for solving the Berkson errorsinvariables problem

Nonparametric regression estimation in the heteroscedastic errorsinvariables problem

ON A SIMULTANEOUSEQUATIONS PRETEST ESTIMATOR

ON THE EXACT SIZE OF TESTS OF TREATMENT EFFECTS IN MULTIARM CLINICAL TRIALS

Occupational skill level and hazardous exposure among working Victorians

On Stein's factors for Poisson approximation in Wasserstein distance

On a piecewise deterministic Markov process model

On approximation of Markov binomial distributions

On deconvolution with repeated measurements

On exit times of Levydriven OrnsteinUhlenbeck processes

On limiting cluster size distributions for processes of exceedances for stationary sequences

On optimal kernel choice for deconvolution

On robust estimation via pseudoadditive information

On the asymptotic behaviour of a simple growing point process model

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations

On the expectations of maxima of sets of independent random variables

On the optimality and limitations of Buehler bounds

On the use of linear models in the estimation of the size of a population using capturerecapture data

On time series model selection involving many candidate ARMA models

Optimal stepped wedge designs

Outcomes for teenage mothers in the first years after birth

PATENT ENFORCEMENT: A REVIEW OF THE LITERATURE

PETER HALL'S MAIN CONTRIBUTIONS TO DECONVOLUTION

PROBABILISTIC FORECASTING OF OUTPUT GROWTH, INFLATION AND THE BALANCE OF TRADE IN A GVAR FRAMEWORK

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership

Parametric pricing of higher order moments in S&P500 options

Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem

Paretolognormal distributions: Inequality, poverty, and estimation from grouped income data

Parsimonious and powerful composite likelihood testing for group difference and genotypephenotype association

Parsimonious covariance matrix estimation for longitudinal data

Perceived job discrimination in Australia: Its correlates and consequences

Perceptions of Work/life balance: How effective are family friendly policies?

Personal and Job Characteristics Associated with Underemployment

Persuasion: Reflections on economics, data, and the ‘homogeneity assumption’

Poisson process approximation for dependent superposition of point processes

Political risk and expected government bond returns

Portmanteau autocorrelation tests under qdependence and heteroskedasticity

Practical bandwidth selection in deconvolution kernel density estimation

Predicting economic contractions and expansions with the aid of professional forecasts

Predicting shortterm interest rates using Bayesian model averaging: Evidence from weekly and high frequency data

Predictive densities for models with stochastic regressors and inequality constraints: Forecasting localarea wheat yield

Pricing Australian S&P200 options: A Bayesian approach based on generalized distributional forms

Probabilistic forecasts of volatility and its risk premia

Quantifying the cost of passive smoking on child health: evidence from children's cotinine samples

Quantile CoMovement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity

Quantile regression models with factoraugmented predictors and information criterion

RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE

REALTIME REPRESENTATIONS OF THE OUTPUT GAP

RECENT TRENDS IN TOP INCOME SHARES IN THE UNITED STATES: RECONCILING ESTIMATES FROM MARCH CPS AND IRS TAX RETURN DATA

ROBUST NEARESTNEIGHBOR METHODS FOR CLASSIFYING HIGHDIMENSIONAL DATA

Rational habit modification in consumption

Reengaging with survey nonrespondents: evidence from three household panels

Real time representation of the UK output gap in the presence of model uncertainty

Realtime forecast combinations for the oil price

Reducing variability of crossvalidation for smoothingparameter choice

Regional asymmetries in monetary transmission: The case of South Africa

Response and predictor folding to counter symmetric dependency in dimension reduction

Riesz estimators

Robust Estimation, Nonnormalities, and Generalized Exponential Distributions

Robust heart rate variability analysis by generalized entropy minimization

Robust nonparametric estimation of genotypephenotype relationships in human pedigrees

Robustness and accuracy of methods for high dimensional data analysis based on Student's tstatistic

RootT consistent density estimation in GARCH models

SIDD: An adaptable framework for analysing the distributional implications of policy alternatives where savings and employment decisions matter

SOME EXACT RESULTS FOR ESTIMATORS OF THE COEFFICIENTS ON THE EXOGENOUS VARIABLES IN A SINGLE EQUATION

Sample attrition in the HILDA survey

Scale adjustments for classifiers in highdimensional, low sample size settings

SchooltoWork Transitions Before, During and After the Global Financial Crisis in Australia

Selecting the regularization parameters in highdimensional panel data models: Consistency and efficiency

Semiparametric estimation of ROC curves based on binomial regression modelling

Smooth, identifiable supermodels of discrete DAG models with latent variables

Solving intertemporal CGE models in parallel using a singly bordered block diagonal ordering technique

Some limit theory for autocovariances whose order depends on sample size

Some models for stochastic frontiers with endogeneity

Spatial Bayesian variable selection with application to functional magnetic resonance imaging

Special issue editors’ introduction: The use of econometrics in informing public policy makers

Stein factors for negative binomial approximation in Wasserstein distance

Stein's method for conditional compound Poisson approximation

Stochastic cointegration: estimation and inference

Stock return predictability: A factoraugmented predictive regression system with shrinkage method

Subjective wellbeing: why weather matters

Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers

TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND

TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE

Tax smoothing, tax tilting and fiscal sustainability in Pakistan

Tell Me Something I Don't Already Know: Informedness and the Impact of Information Programs

Testing and Estimating ShapeConstrained Nonparametric Density and Regression in the Presence of Measurement Error

Testing causality between two vectors in multivariate GARCH models

Testing for long memory

Tests of additional conditional moment restrictions

Tests of the cointegration rank in VAR models in the presence of a possible break in trend at an unknown point

The Australian Census Longitudinal Dataset: using record linkage to create a longitudinal sample from a series of crosssections

The Determinants of Academic Achievement among primary School Students: a case study of the Australian Capital Territory

The Effect of an Alternative Childcare Subsidy on Labour Supply: a Policy Simulation

The Effects of Macroeconomic Conditions on the Education and Employment Outcomes of Youth

The HILDA survey: What's in it for Economists?

The Importance of Observing Early School Leaving and Usually Unobserved Background and Peer Characteristics in Analysing Academic Performance

The White/Black Educational Gap, Stalled Progress, and the LongTerm Consequences of the Emergence of Crack Cocaine Markets

The asymmetric effects of uncertainty on inflation and output growth

The case for parity and birthorder statistics

The determinants of household savings in South Africa

The distribution of total dividend payments in a Sparre Andersen model.

The dynamic mixed hittingtime model for multiple transaction prices and times

The efficiency of Buehler confidence limits

The incidence of longterm unemployment in Australia  19782003

The income gradient in childhood mental health: all in the eye of the beholder?

The long and the short of convertible arbitrage: An empirical examination of arbitrageurs' holding periods

The maximum severity of ruin in a perturbed risk process with Markovian arrivals

The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting

The size accuracy of combination tests

The uniform law for sojourn measures of random fields

The volatility of the socially optimal level of investment

Time series copulas for heteroskedastic data

TimeVarying Equilibrium Rates of Unemployment: An Analysis with Australian Data

Total variation error bounds for geometric approximation

Trends in employerpaid maternity leave usage in Australia: 20052010

Turning from Crime

UNEXPECTED PROPERTIES OF BANDWIDTH CHOICE WHEN SMOOTHING DISCRETE DATA FOR CONSTRUCTING A FUNCTIONAL DATA CLASSIFIER

Understanding nonparametric estimation for clustered data

Unemployment in Melbourne: The 'Regional' Dimension

Union power & Australia's Inflation Barrier, 1965:4 to 2003:3

Unravelling financial market linkages during crises

Using Evidence of Mixed Populations to Select Variables for Clustering Very HighDimensional Data

Using Multiple Imputation in the Analysis of Incomplete Observations in Finance

Using SIMEX for smoothingparameter choice in errorsinvariables problems

Using capturerecapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe

Variational algorithms for biclustering models

Welfare effects of public housing in Tokyo

Who are the Low Paid?

Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective

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Journal Articles Unrefereed Letters Or Notes

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