Jenny Lye

Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility

J Hirschberg, J Lye

Journal article  |  2021  |  Environment Systems and Decisions

In many jurisdictions, the determination of the acceptable rate of return for the assets of a regulated utility is based partially..

Introductory Econometrics: 2nd Asia-Pacific Edition

Jeffrey Wooldridge, Mokhtarul Wadud, Jeanette Lye, Roselyne Joyeux

Book  |  2021

Introductory Econometrics is the only resource in the market designed specifically for introductory second-year students. The stru..

Can loss aversion shed light on the deflation puzzle?

JN Lye, Ian McDonald

Journal article  |  2021  |  Review of Keynesian Economics

This paper argues that the application of loss aversion to wage determination can explain the deflation puzzle: the failure of per..

GRADING JOURNALS IN ECONOMICS: THE ABCS OF THE ABDC

JG Hirschberg, JN Lye

Journal article  |  2020  |  Journal of Economic Surveys

Many institutions and governments grade academic journals for the evaluation of research. In this paper, we implement a multi-bibl..

Visualising Time: A Compendium of Time Series Plots

Joe Hirschberg, Jenny Lye

Journal article  |  2020  |  The Australian Economic Review

Graphs are important for highlighting relationships within a data series or across several series. Modern computer software has pr..

Impacts of graduated driver licensing regulations

J Hirschberg, J Lye

Journal article  |  2020  |  Accident Analysis and Prevention

We evaluate the impact of the Graduated Driver Licensing (GDL) system introduced in Victoria, Australia as they influence both inj..

Ratios of Parameters: Some Econometric Examples

Jenny Lye, Joe Hirschberg

Journal article  |  2018  |  AUSTRALIAN ECONOMIC REVIEW

Ratios of parameter estimates are often used in econometric applications. However, constructing confidence intervals (CIs) for the..

Introductory Econometrics Asia-Pacific Edition

J Wooldridge, M Wadud, J Lye

Book  |  2017

Secondary school fee inflation: an analysis of private high schools in Victoria, Australia

Jenny Lye, Joe Hirschberg

Journal article  |  2017  |  EDUCATION ECONOMICS

The recent growth in privately administered secondary education in many developed countries has been a widely observed phenomenon...

Heteroskedasticity

J Lye

Book Chapter  |  2017

Communication research is evolving and changing in a world of online journals, open-access, and new ways of obtaining data and con..