Maxwell Leslie King : Citation Profile

Are you Maxwell Leslie King?

Monash University

13

H index

16

i10 index

521

Citations

RESEARCH PRODUCTION:

59

Articles

44

Papers

RESEARCH ACTIVITY:

   41 years (1975 - 2016). See details.
   Cites by year: 12
   Journals where Maxwell Leslie King has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 33 (5.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki342
   Updated: 2019-10-15    RAS profile: 2017-02-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Zhang, Xibin (5)

Shang, Han Lin (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maxwell Leslie King.

Is cited by:

GAO, Jiti (37)

Dufour, Jean-Marie (21)

Zhang, Xibin (11)

Hyndman, Rob (9)

Magnus, Jan (9)

Francq, Christian (8)

Phillips, Peter (8)

Banerjee, Anurag (8)

Zakoian, Jean-Michel (8)

McAleer, Michael (8)

Marsh, Patrick (7)

Cites to:

Zhang, Xibin (25)

Hyndman, Rob (14)

GAO, Jiti (14)

Ait-Sahalia, Yacine (14)

Phillips, Peter (13)

Li, Qi (12)

Shephard, Neil (10)

Granger, Clive (9)

LINTON, OLIVER (8)

Yu, Jun (8)

Bollerslev, Tim (7)

Main data

Where Maxwell Leslie King has published?

Journals with more than one article published# docs
Journal of Econometrics20
Economics Letters8
Econometric Theory4
Journal of Business & Economic Statistics4
Australian Economic Papers3
Computational Statistics & Data Analysis3
International Journal of Forecasting2
The Review of Economics and Statistics2
Econometrica2
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics35
Econometric Society 2004 Australasian Meetings / Econometric Society2
School of Economics Working Papers / University of Adelaide, School of Economics2

Recent works citing Maxwell Leslie King (2018 and 2017)

YearTitle of citing document
2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/002.

Full description at Econpapers || Download paper

2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/001.

Full description at Econpapers || Download paper

2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/001.

Full description at Econpapers || Download paper

2017Methods for Scalar-on-Function Regression. (2017). Shang, Han Lin ; Ogden, Todd R ; Goldsmith, Jeff ; Reiss, Philip T. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249.

Full description at Econpapers || Download paper

2017Estimating the density of ethnic minorities and aged people in Berlin: multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error. (2017). Gross, Marcus ; Tzavidis, Nikos ; Schmon, Sebastian ; Schmid, Timo ; Rendtel, Ulrich. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:1:p:161-183.

Full description at Econpapers || Download paper

2017Estimation of the population size by using the one-inflated positive Poisson model. (2017). Godwin, Ryan T ; Bohning, Dankmar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:425-448.

Full description at Econpapers || Download paper

2019A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362.

Full description at Econpapers || Download paper

2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

Full description at Econpapers || Download paper

2018Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints. (2018). Perrin, G ; Ouhbi, N ; Soize, C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:139-154.

Full description at Econpapers || Download paper

2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

Full description at Econpapers || Download paper

2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

Full description at Econpapers || Download paper

2017Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117.

Full description at Econpapers || Download paper

2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

Full description at Econpapers || Download paper

2019Robust analysis of the martingale hypothesis. (2019). Gourieroux, Christian ; Jasiak, Joann. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:17-41.

Full description at Econpapers || Download paper

2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

Full description at Econpapers || Download paper

2017A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model. (2017). Smyth, Russell ; Zhang, Xibin ; Chen, Haotian. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:346-354.

Full description at Econpapers || Download paper

2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

Full description at Econpapers || Download paper

2017Residential green power demand in the United States. (2017). Dagher, Leila ; Heeter, Jenny ; Bird, Lori. In: Renewable Energy. RePEc:eee:renene:v:114:y:2017:i:pb:p:1062-1068.

Full description at Econpapers || Download paper

2017Assessing CO2 emissions in Chinas iron and steel industry: A nonparametric additive regression approach. (2017). Lin, Boqiang ; Xu, Bin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:325-337.

Full description at Econpapers || Download paper

2017The determinants of Chinese visitors to Australia: A dynamic demand analysis. (2017). Nghiem, Hong Son ; Dwyer, Larry ; Pham, Tien Duc ; Ducpham, Tien . In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:268-276.

Full description at Econpapers || Download paper

2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: Working Papers. RePEc:exs:wpaper:19/001.

Full description at Econpapers || Download paper

2017Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377.

Full description at Econpapers || Download paper

2019Stock Market Analysis: A Review and Taxonomy of Prediction Techniques. (2019). Zulkernine, Farhana ; Isah, Haruna ; Shah, Dev. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:26-:d:234740.

Full description at Econpapers || Download paper

2019Threshold Stochastic Conditional Duration Model for Financial Transaction Data. (2019). Wirjanto, Tony S ; Kolkiewicz, Adam W ; Men, Zhongxian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:88-:d:230954.

Full description at Econpapers || Download paper

2019Investigating the Energy-Environmental Kuznets Curve Hypothesis for the Asia-Pacific Region. (2019). Aruga, Kentaka. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:8:p:2395-:d:225065.

Full description at Econpapers || Download paper

2017Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan. (2017). Hayashi, Masayoshi ; Yamamoto, Wataru . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:1:d:10.1007_s10797-016-9413-4.

Full description at Econpapers || Download paper

2019Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach. (2019). Zhang, Xibin ; Wang, Chuan ; Feng, Guohua . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-018-0542-x.

Full description at Econpapers || Download paper

2019Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (). Marsh, Patrick. In: Discussion Papers. RePEc:not:notgts:19/03.

Full description at Econpapers || Download paper

2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

Full description at Econpapers || Download paper

2017Does the energy-environmental Kuznets curve hypothesis sustain in the Asia-Pacific region?. (2017). Aruga, Kentaka. In: MPRA Paper. RePEc:pra:mprapa:80692.

Full description at Econpapers || Download paper

2018Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). ben Maatoug, Abderrazak ; Fatnassi, Ibrahim ; Davidson, Russell ; Lamouchi, Rim. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:1-25.

Full description at Econpapers || Download paper

2017Bandwidth matrix selectors for kernel regression. (2017). Kolaek, Jan ; Horova, Ivana . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0709-3.

Full description at Econpapers || Download paper

2018Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data. (2018). Ziane, Yasmina ; Adjabi, Smail ; Zougab, Nabil. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0712-8.

Full description at Econpapers || Download paper

2017Smooth Transition Spatial Autoregressive Models. (2017). Koomen, Eric ; Blasques, Francisco ; Pieter, BO. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170050.

Full description at Econpapers || Download paper

2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

Full description at Econpapers || Download paper

2018INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140.

Full description at Econpapers || Download paper

Works by Maxwell Leslie King:

YearTitleTypeCited
1999Selecting the Order of an ARCH Model In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper2
2004Selecting the order of an ARCH model.(2004) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2009Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper22
2009NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
1993A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances. In: Journal of Business & Economic Statistics.
[Citation analysis]		article20
1994Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
2005Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15
1991Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article5
1978A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers.
[Citation analysis]		article0
1981The Durbin-Watson Bounds Test and Regressions without an Intercept. In: Australian Economic Papers.
[Citation analysis]		article0
1993Testing for ARMA (1, 1) Disturbances in the Linear Regression Model. In: Australian Economic Papers.
[Citation analysis]		article1
1981A Note on Szroeters Bounds Test. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1999 A Correction for Local Biasedness of the Wald and Null Wald Tests. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2016On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model In: Statistica Neerlandica.
[Full Text][Citation analysis]		article0
1985A Point Optimal Test for Moving Average Regression Disturbances In: Econometric Theory.
[Full Text][Citation analysis]		article1
2004ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article26
1988Locally Optimal Properties of the Durbin-Watson Test In: Econometric Theory.
[Full Text][Citation analysis]		article5
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper3
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Maximal Invariant Likelihood Based Testing of Semi-Linear Models In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper0
2007Maximal invariant likelihood based testing of semi-linear models.(2007) In: Statistical Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1977A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica.
[Full Text][Citation analysis]		article1
1981The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables. In: Econometrica.
[Full Text][Citation analysis]		article2
2004Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper4
2005Most mean powerful test of a composite null against a composite alternative In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article28
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2013A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1984A joint test for serial correlation and heteroscedasticity In: Economics Letters.
[Full Text][Citation analysis]		article1
1985The Durbin-Watson test and cross-sectional data In: Economics Letters.
[Full Text][Citation analysis]		article0
1991The locally unbiased two-sided Durbin--Watson test In: Economics Letters.
[Full Text][Citation analysis]		article0
1996Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors In: Economics Letters.
[Full Text][Citation analysis]		article0
1996Modified Wald tests for non-linear restrictions: A cautionary tale In: Economics Letters.
[Full Text][Citation analysis]		article0
1997Modified Wald test for regression disturbances In: Economics Letters.
[Full Text][Citation analysis]		article4
2004A Wald-type test of quadratic parametric restrictions In: Economics Letters.
[Full Text][Citation analysis]		article1
2006A new approximate point optimal test of a composite null hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation..(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
1981The alternative Durbin-Watson test : An assessment of Durbin and Watsons choice of test statistic In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
1983Testing for autoregressive against moving average errors in the linear regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1983The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1984A new test for fourth-order autoregressive disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
1984Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1985A point optimal test for autoregressive disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
1985A point optimal test for heteroscedastic disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1986Joint one-sided tests of linear regression coefficients In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1988A further class of tests for heteroscedasticity In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1989Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1991Editors introduction: 40 years of diagnostic testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1991Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
1991Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1993Nonnested testing for autocorrelation in the linear regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
[Full Text][Citation analysis]		article69
1996Editors introduction: Fractional differencing and long memory processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1997Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1978Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2008Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2004Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1997Forecasting international quarterly tourist flows using error-correction and time-series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2006Exponential smoothing model selection for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
2005Exponential Smoothing Model Selection for Forecasting.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics.
[Full Text][Citation analysis]		article2
2013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1982Testing for a Serially Correlated Component in Regression Disturbances. In: International Economic Review.
[Full Text][Citation analysis]		article1
1994A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
1994Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
1994One Sided Hypothesis Testing in Econometrics: A Survey. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper2
1995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1995A Small Sample Variable Selection Procedure. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper3
1995The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper2
1995Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1996Improved Small Sample Midel selection Procedures. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1996Estimation of Regression Disturbances Based on Minimum Message Length. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1996A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1998Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1998Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions.(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1998Model Selection when a Key Parameter Is Constrained to Be in an Interval. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1998Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
2002Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2002Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2003Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2005Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2005Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2011A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2011Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2011A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2012An Improved Nonparametric Unit-Root Test In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2013Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2014A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2014Applications of Information Measures to Assess Convergence in the Central Limit Theorem In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2015A new approach to forecasting based on exponential smoothing with independent regressors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2015Point Optimal Testing: A Survey of the Post 1987 Literature In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
1989Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche.
[Citation analysis]		paper4
1989OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS.(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
1987Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies.
[Full Text][Citation analysis]		article14
2006Estimation and model specification testing in nonparametric and semiparametric econometric models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
1989Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model. In: Empirical Economics.
[Citation analysis]		article0
1975INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY In: Working Papers.
[Full Text][Citation analysis]		paper0
1997Locally optimal one-sided tests for multiparameter hypotheses In: Econometric Reviews.
[Full Text][Citation analysis]		article24
2002IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES In: Econometric Reviews.
[Full Text][Citation analysis]		article4
1987An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1993Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article10

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team