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Working Papers 2005

No.	Author(s)	Title (click for Abstract)	No. of pages	Paper
1/05	Denny Meyer and Rob J. Hyndman	Rating Forecasts for Television Programs	15	wp1-05.pdf
2/05	Rob J. Hyndman and Md Shahid Ullah	Robust forecasting of mortality and fertility rates: a functional data approach	24	wp2-05.pdf
3/05	Bircan Erbas, Rob J. Hyndman and Dorota M. Gertig	Forecasting age-specific breast cancer mortality using functional data models	22	wp3-05.pdf
4/05	D. S. Poskitt and C. L. Skeels	Small Concentration Asymptotics and Instrumental Variables Inference	20	wp4-05.pdf
5/05	Ralph D. Snyder	A Pedant's Approach to Exponential Smoothing	24	wp5-05.pdf
6/05	Baki Billah, Maxwell L. King, Raph D. Snyder and Anne B. Koehler	Exponential Smoothing Model Selection for Forecasting	24	wp6-05.pdf
7/05	J. Keith Ord, Ralph D. Snyder, Anne B. Koehler, Rob J. Hyndman and Mark Leeds	Time series forecasting: The case for the single source error state space	33	wp7-05.pdf
8/05	Roger Gay	Minimum variance unbiased maximum likelihood estimation of the extreme value index	11	wp8-05.pdf
9/05	Emawtee Bissoondoyal-Bheenick, Robert Brooks and Angela Y.N.Yip	Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches	33	wp9-05.pdf
10/05	Robert Brooks and Edwyna Harris	An Analysis of Watermove Water Markets	30	wp10-05.pdf
11/05	Don U.A. Galagedera and Robert D. Brooks	Is systematic downside beta risk really priced? Evidence in emerging market data	26	wp11-05.pdf
12/05	Jan G. De Gooijer and Rob J. Hyndman	25 Years of IIF Time Series Forecasting: A Selective Review	39	wp12-05.pdf
13/05	Rob J. Hyndman and Anne B. Koehler	Another Look at Measures of Forecast Accuracy	18	wp13-05.pdf
14/05	Giovanni Forchini	On the Bimodality of the Exact Distribution of the TSLS Estimator	19	wp14-05.pdf
15/05	Osmani Teixeira de Carvalho Guillén, João Victor Issler, George Athanasopoulos	Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long- Term Economic Restrictions: A Monte-Carlo Study	37	wp15-05.pdf
16/05	D. S. Poskitt	Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases.	31	wp16-05.pdf
17/05	Kesten C. Green and J. Scott Armstrong	Competitor-oriented Objectives: The Myth of Market Share	21	wp17-05.pdf
18/05	Jahar L. Bhowmik and Maxwell L. King	Parameter Estimation of Semi-Linear Models Using a Maximal Invariant Likelihood functions	29	wp18-05.pdf
19/05	Jahar L. Bhowmik and Maxwell L. King	Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant	12	wp19-05.pdf
20/05	Giovanni Forchini	Weighted Average Power Similar Tests for Structural Change for the Gassian Linear Regression Model	21	wp20-05.pdf
21/05	Giovanni Forchini	Some Properties of Tests for Possibly Unidentified Parameters	15	wp21-05.pdf
22/05	Jae Kim and Hristos Doucouliagos	Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects	28	wp22-05.pdf
23/05	Philip Inyeob Ji and Jae Kim	Real Interest Rate Linkages in the Pacific Basin Region	30	wp23-05.pdf
24/05	J. Scott Armstrong and Kesten C. Green	Demand Forecasting: Evidence-based Methods	17	wp24-05.pdf

Working Papers 2004

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