13
H index
17
i10 index
554
Citations
Maxwell Leslie King : Citation Profile
Monash University | RESEARCH PRODUCTION: 58 Articles 45 Papers 1 Chapters RESEARCH ACTIVITY:
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44 years (1975 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maxwell Leslie King. | Is cited by:
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Main data
Where Maxwell Leslie King has published?
Recent works citing Maxwell Leslie King (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Non-Identifiability in Network Autoregressions. (2020). Martellosio, Federico. In: Papers. RePEc:arx:papers:2011.11084. Full description at Econpapers || Download paper |
| 2020 | Accurate Estimated Model of Volatility Crude Oil Price. (2020). Ahadiat, Ayi ; Supriyanto, Supriyanto ; Tresiana, Novita ; Azhar, Rialdi ; Gunarto, Toto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-26. Full description at Econpapers || Download paper |
| 2020 | Forecasting international tourism demand: a local spatiotemporal model. (2020). Li, Jason ; Jiao, Xiaoying. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300815. Full description at Econpapers || Download paper |
| 2020 | Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325. Full description at Econpapers || Download paper |
| 2020 | Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers || Download paper |
| 2020 | Testing for a trend with persistent errors. (2020). Elliott, Graham. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:314-328. Full description at Econpapers || Download paper |
| 2020 | Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424. Full description at Econpapers || Download paper |
| 2020 | Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455. Full description at Econpapers || Download paper |
| 2020 | Adjusted QMLE for the spatial autoregressive parameter. (2020). Hillier, Grant ; Martellosio, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:488-506. Full description at Econpapers || Download paper |
| 2021 | A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398. Full description at Econpapers || Download paper |
| 2020 | Short-term wind power forecasting approach based on Seq2Seq model using NWP data. (2020). Zhang, Guangyao ; Li, Yanting. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s036054422031478x. Full description at Econpapers || Download paper |
| 2020 | Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. (2020). , Antonio ; Antonio, ; Monteiro, Ana M. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09156-x. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | The pull factors of tourism demand: a panel data analysis for Latin American and Carribean countries. (2016). Pivevi, Smiljana ; eri, Neven ; Kuli, Zvonimir . In: Tourism and Hospitality Industry. RePEc:tho:iscthi:24. Full description at Econpapers || Download paper |
Works by Maxwell Leslie King:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Selecting the Order of an ARCH Model In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Selecting the order of an ARCH model.(2004) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2009 | Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2009 | NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 1993 | A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 24 |
| 1994 | Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 2005 | Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 15 |
| 1991 | Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 5 |
| 1978 | A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1981 | The Durbin-Watson Bounds Test and Regressions without an Intercept. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1993 | Testing for ARMA (1, 1) Disturbances in the Linear Regression Model. In: Australian Economic Papers. [Citation analysis] | article | 1 |
| 1981 | A Note on Szroeters Bounds Test. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1999 | A Correction for Local Biasedness of the Wald and Null Wald Tests In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1985 | A Point Optimal Test for Moving Average Regression Disturbances In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 26 |
| 2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Bandwidth 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 | |
| 2004 | Maximal Invariant Likelihood Based Testing of Semi-Linear Models In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Maximal 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 | |
| 1977 | A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1981 | The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 2004 | Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 4 |
| 2005 | Most mean powerful test of a composite null against a composite alternative In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 30 |
| 2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
| 2013 | A 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 | |
| 1984 | A joint test for serial correlation and heteroscedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1985 | The Durbin-Watson test and cross-sectional data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1991 | The locally unbiased two-sided Durbin--Watson test In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | Modified Wald tests for non-linear restrictions: A cautionary tale In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Modified Wald test for regression disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2004 | A Wald-type test of quadratic parametric restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | A new approximate point optimal test of a composite null hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2009 | A 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] | article | 20 |
| 2007 | A 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: 20 | paper | |
| 1981 | The alternative Durbin-Watson test : An assessment of Durbin and Watsons choice of test statistic In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1983 | Testing for autoregressive against moving average errors in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1983 | The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1984 | A new test for fourth-order autoregressive disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1984 | Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1985 | A point optimal test for autoregressive disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 1985 | A point optimal test for heteroscedastic disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1986 | Joint one-sided tests of linear regression coefficients In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1988 | A further class of tests for heteroscedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1989 | Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Editors introduction: 40 years of diagnostic testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
| 1991 | Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1993 | Nonnested testing for autocorrelation in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1995 | Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
| 1996 | Editors introduction: Fractional differencing and long memory processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1997 | Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1978 | Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 2004 | Box-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 | |
| 1997 | Forecasting international quarterly tourist flows using error-correction and time-series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2006 | Exponential smoothing model selection for forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
| 2005 | Exponential 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: 27 | paper | |
| 2014 | Specification Testing in Parametric Trending Models with Unknown Errors In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Bayesian 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 | |
| 1982 | Testing for a Serially Correlated Component in Regression Disturbances. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1994 | A 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] | paper | 1 |
| 1994 | Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 1994 | One Sided Hypothesis Testing in Econometrics: A Survey. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 2 |
| 1995 | Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1995 | A Small Sample Variable Selection Procedure. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 3 |
| 1995 | The 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] | paper | 2 |
| 1995 | Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Improved Small Sample Midel selection Procedures. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Estimation of Regression Disturbances Based on Minimum Message Length. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | A 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] | paper | 0 |
| 1998 | Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Comparisons 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 | |
| 1998 | Model Selection when a Key Parameter Is Constrained to Be in an Interval. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 2002 | Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Deriving 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] | paper | 0 |
| 2011 | Bayesian 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] | paper | 1 |
| 2011 | A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | An Improved Nonparametric Unit-Root Test In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Applications of Information Measures to Assess Convergence in the Central Limit Theorem In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A new approach to forecasting based on exponential smoothing with independent regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Point Optimal Testing: A Survey of the Post 1987 Literature In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Hypothesis Testing Based on a Vector of Statistics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1989 | OPTIMAL 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 | |
| 1987 | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 14 |
| 2006 | Estimation and model specification testing in nonparametric and semiparametric econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1989 | Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1975 | INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Locally optimal one-sided tests for multiparameter hypotheses In: Econometric Reviews. [Full Text][Citation analysis] | article | 24 |
| 2002 | IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 1987 | An 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] | article | 0 |
| 1993 | Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
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