| M. Akram | Stability properties of state space models for exponential smoothing | Ph.D
2006 |
| S. Aruman | Exchange rate modelling in Australian macro-models | Ph.D
2002 |
| G.A. Athanasopoulos | Identification and estimation of stationary and partially non-stationary dynamic systems | Ph.D
2007 |
| R. Atukorala | The use of an information criterion for assessing asymptotic approximations in Econometrics | Ph.D
1999 |
| M.N. Azam | Modelling and forecasting on the presence of structural change in the linear regression model | Ph.D
2002 |
| D. Bashtannyk | Kernel conditional density estimation | Ph.D
2001 |
| N. Begum | A New Class of Hypothesis Tests which Maximize Average Power | Ph.D
2003 |
| J.L. Bhowmik | The Use Of Maximal Invariant Based Likelihoods in Linear And Non-Linear Regression Models | Ph.D
2004 |
| M.B. Billah | Model selection for time series forecasting models | Ph.D
2001 |
| B.E. Bollen | Modeling the time seies properties of daily volatility in financial markets utilizing intraday data | Ph.D
2000 |
| G.K. Bose | Model selection: An optimal approach to constructing a penalty function in small samples | Ph.D
2003 |
| G. Bunker | A validated market clearing price model for the national electricity market | M.Ec
2006 |
| J.D. Chen | Median-unbiased estimation in linear autoregressive time series models | Ph.D
2001 |
| K.A. Cornwell | The economics of freedom in post-apartheid South Africa | Ph.D
2007 |
| A.J. de Silva | Vector exponential smoothing | Ph.D
2008 |
| J.H. Delaitre | On the consistency of M-estimators in nonlinear dynamic models | M.Com
1998 |
| G. Deng | An Anisotropic Model for Spatial Process | Ph.D
2006 |
| J. Diamantopoulos | Modelling bounded prices: An application of the target zone methodology to short-term Australian interest rates | M.Ec
1998 |
| D. Flynn | Non-normalities in returns on the All Ordinaries Index: Implicit evidence from option prices | M.Ec
2002 |
| D.U.A. Galagedera | Performance appraisal and asset pricing in finance. | Ph.D
2003 |
| G.L. Gannon | Models of simultaneous volatility | Ph.D
1997 |
| J.J. Gao | Estimation And Model Specification Testing in Nonlinear Time Series Econometrics | Ph.D
2005 |
| K.L. Goh | Wald tests in nonlinear models | Ph.D
1999 |
| L.N. Gordon-Brown | Multicriteria vehicle routing optimisation - Tidbinbilla Space Tracking Station | Ph.D
2001 |
| P. Gould | An econometric analysis of road accident data | Ph.D
2006 |
| S.D. Grose | Marginal likelihood methods in econometrics | Ph.D
1998 |
| R. Gunatilaka | Economic liberalisation and the spatial dimensions of inequality: Sri Lanka's experience | Ph.D
2006 |
| L. Gunn | Study of ASX transactions data | Ph.D
2008 |
| B. Hanlon | Minimum message length compact coding and its application to segmented economic time series | M.Com
2001 |
| M.N. Harris | Consistent estimation of dynamic panel data models | Ph.D
1997 |
| M.D. Hastings | Testing the hypotheses in the term structure of Australian interest rates using asymmetric dynamic models | M.Bus
2005 |
| A.A. Hayat | Identifying GDP Volatility and Modeling Changing Seasonality | Ph.D
2007 |
| M.Z. Hossain | Model selection problems involving interval restricted parameters in econometrics | Ph.D
1998 |
| A.W. Hughes | Improved model selection based on AIC-type criteria | Ph.D
1997 |
| J.A. Jackson | TQM in universities, with particular reference to the teaching of quantitative subjects | Ph.D
1998 |
| A. Joiner | The effects of monetary policy in Australia | Ph.D
2003 |
| G.R.J. Kalb | An Australian model for labour supply and welfare participation in two-adult households | Ph.D
1998 |
| P. Kalev | The rational expectations hypothesis of the term structure of interest rates | Ph.D
2002 |
| K.N. Koay | Volatility asymmetry in exchange rate returns | M.Com
2000 |
| N. Kulendran | Modelling and forecasting quarterly international tourist flows to Australia using time-series and econometric models | Ph.D
1997 |
| K.T. Kwek | Model selection for a class of conditional heteroscedastic processes | Ph.D
2000 |
| M.R. Laskar | Marginal likelihood and related methods of inference in econometrics | Ph.D
1998 |
| T.K. Lestari | Monetary model of exchange rate determination with currency substitution: evidence from Indonesia | Ph.D
2006 |
| Y.C. Loh | A Framework for the Valuation of Biotechnology Companies | Ph.D
2008 |
| C.N. Low | Forecasting time series wih parameter instability and asymmetric structural breaks | Ph.D
2006 |
| X. Lu | International Financial Volatility and Agricultrual Commodity Range | Ph.D
2007 |
| Z.-H. Lu | Improvements to some econometric methods based on modern computer power | Ph.D
2001 |
| E.A. Maharaj | Pattern recognition in time series analysis | Ph.D
1998 |
| M. Mahmood | Exploiting estimating equations to improve estimation procedures in the linear model | Ph.D
2000 |
| A.K. Majumder | One-sided and two-sided hypothesis testing in Econometrics | Ph.D
1999 |
| G.M. Martin | Bayesian inference in models of cointegration: Methods and applications | Ph.D
1997 |
| D.R. Mather | A simulation model for epidemics | Ph.D
1998 |
| P.K. Narayan | The impact of tourism on Fiji's economy: An application of CGE modelling | Ph.D
2003 |
| M.E. O'Dwyer | Non linear modelling of Australian GDP | Ph.D
2001 |
| P.P. Oppenheim | Hedonic perceptions and asymmetric competition in floral marketing | Ph.D
2000 |
| H.B. O'Reilly | A comparison of trading strategies for share price index futures. | M.Com
2003 |
| B. Parris | The long-run welfare consequences of export concentration in a sample of developing countries | Ph.D
2007 |
| I. Pitrun | A smoothing spline approach to nonlinear inference for time series | Ph.D
2001 |
| S. Rajendran | Modelling implied volatility using currency option prices | M.Ec
2001 |
| P. Ramful | Recreational drug consumption in Australia: an econometric analysis | Ph.D
2008 |
| G.R. Saligari | The specification, estimation and forecasting of trends in economic time series | Ph.D
1997 |
| A. Sanford | Bayesian analysis of continuous time interest rate models | Ph.D
2006 |
| R. Shami | Bayesian analysis of a structural model with regime switching | Ph.D
2001 |
| R. Shami | Exponential smoothing of seasonal time series without seasonal smoothing constant | M.Com
1998 |
| C. Shepherd | Discrete choice modelling in a small betting market | Ph.D
2003 |
| A.J. Siouclis | Limits to linear price behaviour: Target zones for futures regulated by price limits | Ph.D
2003 |
| S. Sriananthakumar | Contributions to the theory and practice of hypothesis testing | Ph.D
2001 |
| R.W. Strachan | Bayesian analysis of the cointegrating error correction model: With extension to general reduced rank regression models | Ph.D
2000 |
| C.M. Strickland | Bayesian Analysis of Non-Gaussian State-Space Models with Applications in Financial Econometrics | Ph.D
2007 |
| A.S.-Y. Tan | Investment and Tobin's Q: An alternative approach | Ph.D
2000 |
| R. Thalayasingham | Multivariate cointegration analysis of the Australian exchange rate | M.Ec
1997 |
| M.S. Ullah | Stochastic methods for mortality and population forecasting | Ph.D
2007 |
| C.J. Ulph | Modelling irregularly spaced transactions in financial markets | Ph.D
2000 |
| G.B. Wicksemasinghe | NonLinear Models for Exchange Rate Pass-Through to Japanese Import Prices | Ph.D
2004 |
| K.K. Wong | Applications of profit functions to two problems in applied demand analysis: Modelling GNP functions and consumer demand models | Ph.D
1999 |
| G. Woodward | A new time varying parameter model: Tests, theory and applications | Ph.D
2004 |
| M. Yeasmin | Aspects of statistical inference in the general linear regression model. | Ph.D
2004 |
| X. Zhang | Markov chain Monte Carlo in continuous-time finance models | Ph.D
2005 |
