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Working Papers 2001

No	Author(s)	Title (click for Abstract)	No of pages	View paper
1/01	Elizabeth Ann Maharaj	Comparison of Non-Stationary Time Series in the Frequency Domain	18	wp1-01.pdf
2/01	Farshid Vahid and Joao Victor Issler	The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study	25	wp2-01.pdf
3/01	Heather M. Anderson and Farshid Vahid	Market Architecture and Nonlinear Dynamics of Australian Stock and FutureIndices	35	wp3-01.pdf
4/01	Alan McLean	On the Nature and Role of Hypothesis Tests	22	wp4-01.pdf
5/01	Rob. J. Hyndman and Baki Billah	Unmasking the Theta Method	6	wp5-01.pdf
6/01	Bircan Erbas and Rob. J. Hyndman	Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease	17	wp6-01.pdf
7/01	George Athanasopoulos, Heather M. Anderson and Farshid Vahid	Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models	36	wp7-01.pdf*
8/01	Rajiv Sarin and Farshid Vahid	Strategy Similarity and Coordination	36	wp8-01.pdf
9/01	João Victor Issler and Farshid Vahid	The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity	35	wp9-01.pdf
10/01	Jeff Racine and Rob. J. Hyndman	Using R to Teach Econometrics	15	wp10-01.pdf
11/01	Rob. J. Hyndman, Anne B Koehler, J Keith Ord and Ralph D Snyder	Prediction Intervals for Exponential Smoothing State Space Models	22	wp11-01.pdf