13
H index
18
i10 index
670
Citations
Maxwell Leslie King : Citation Profile
Monash University | RESEARCH PRODUCTION: 61 Articles 45 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1975 - 2020). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper |
| 2024 | Supervised Autoencoder MLP for Financial Time Series Forecasting. (2024). Ślepaczuk, Robert ; Bieganowski, Bartosz. In: Papers. RePEc:arx:papers:2404.01866. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Do Property-Casualty Insurance Underwriting Margins Have Unit Roots?. (2003). Harrington, Scott E. ; Yu, Tong . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:70:y:2003:i:4:p:715-733. Full description at Econpapers || Download paper |
| 2024 | Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing. (2024). Manner, Hans ; Dovern, Jonas ; Bjerkander, Lena S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11027. Full description at Econpapers || Download paper |
| 2023 | An AI framework integrating physics-informed neural network with predictive control for energy-efficient food production in the built environment. (2023). You, Fengqi ; Hu, Guoqing. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008140. Full description at Econpapers || Download paper |
| 2023 | Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798. Full description at Econpapers || Download paper |
| 2023 | fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers || Download paper |
| 2023 | Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283. Full description at Econpapers || Download paper |
| 2023 | Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Artificial Intelligence Approach to Predict Supply Chain Performance: Implications for Sustainability. (2024). Paul, Sanjoy Kumar ; Kabir, Golam ; Ur, Amanat ; Ali, Syed Mithun. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2373-:d:1356232. Full description at Econpapers || Download paper |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5. Full description at Econpapers || Download paper |
| 2024 | Fiscal Policy and Economic Growth a Cointegration Approach Based on Structural Breaks: Evidence from Algeria. (2024). Djaballah, Mustapha. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:11:y:2024:i:1:p:45-53. Full description at Econpapers || Download paper |
| 2023 | Deteriorating Australia-China relations and prospects for the Australian tourism industry: A dynamic demand analysis. (2023). Selvanathan, Eliyathamby A ; Jayasinghe, Maneka. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2012-2031. 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 nother 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 | 35 |
| 2009 | NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | 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 | 33 |
| 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 | 2 |
| 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 | 0 |
| 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 | 0 |
| 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 | 27 |
| 1988 | Locally Optimal Properties of the Durbin-Watson Test In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 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 nother 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 nother 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 | 4 |
| 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 | 39 |
| 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 nother 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 | 1 |
| 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 | 1 |
| 1997 | Modified Wald test for regression disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 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 nother 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 |
| 2020 | Hypothesis testing based on a vector of statistics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Hypothesis Testing Based on a Vector of Statistics.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1983 | Testing for autoregressive against moving average errors in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1983 | The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 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 | 18 |
| 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 | 4 |
| 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 | 73 |
| 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 | 8 |
| 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 | 79 |
| 1996 | Editors introduction: Fractional differencing and long memory processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 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 | 11 |
| 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 nother version. Agregated cites: 11 | paper | |
| 1997 | Forecasting international quarterly tourist flows using error-correction and time-series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 57 |
| 2006 | Exponential smoothing model selection for forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
| 2005 | Exponential Smoothing Model Selection for Forecasting.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | 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 | 1 |
| 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 nother version. Agregated cites: 1 | 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 | 2 |
| 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 | 3 |
| 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 nother 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 | 6 |
| 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 | 3 |
| 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 nother version. Agregated cites: 4 | paper | |
| 1987 | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: The 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 | 27 |
| 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 | 5 |
| 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 | 11 |
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