| 1/06 |
Giovanni
Forchini |
The Asymptotic distribution of the LIML
Estimator in a Partially Identified Structural Equation |
18 |
wp1-06.pdf |
| 2/06 |
George Athanasopoulos
and Farshid Vahid |
A Complete VARMA Modelling Methodology
Based on Scalar Components |
20 |
wp2-06.pdf |
| 3/06 |
Rob J Hyndman
and Muhammad Akram |
Some Nonlinear Exponential Smoothing
Models are Unstable |
9 |
wp3-06.pdf |
| 4/06 |
George Athanasopoulos
and Farshid Vahid |
VARMA versus VAR for Macroeconomic Forecasting |
20 |
wp4-06.pdf |
| 5/06 |
Katy Cornwell |
Language and Labour in South Africa:
A new approach for a new South Africa |
29 |
wp5-06.pdf |
| 6/06 |
Ramani Gunatilaka
and Duangkamon Chotikapanich |
Inequality Trends and Determinants in
Sri Lanka 1980-2002: A Shapley Approach to Decomposition |
42 |
wp6-06.pdf |
| 7/06 |
Minfeng Deng |
An Anisotropic Model For Spatial Processes |
27 |
wp7-06.pdf |
| 8/06 |
Azhong Ye, Rob
J Hyndman and Zinai Li |
Local Linear Multivariate Regression
with Variable Bandwidth in the Presence of Heteroscedasticity |
24 |
wp8-06.pdf |
| 9/06 |
Param Silvapulle
and Xibin Zhang |
Assessing Dependence Changes in the Asian
Financial Market Returns Using Plots Based on Nonparametric Measures |
29 |
wp9-06.pdf |
| 10/06 |
Gael M.
Martin, Andrew Reidy and Jill
Wright |
Assessing the Impact of Market Microstructure
Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied
and Returns-Based Volatility |
48 |
wp10-06.pdf |
| 11/06 |
Jae J. Kim,
Param Silvapulle
and Rob J. Hyndman |
Half-Life Estimation based on the Bias-Corrected
Bootstrap: A High Density Region Approach |
34 |
wp11-06.pdf |
| 12/06 |
D. S. Poskitt |
Properties of the Sieve Bootstrap for
Fractionally Integrated and Non-Invertible Processes |
27 |
wp12-06.pdf |
| 13/06 |
Heather Booth, Rob
J. Hyndman, Leonie Tickle and Piet de Jong |
Lee-Carter mortality forecasting: A
multi-country comparison of variants and extensions |
25 |
wp13-06.pdf |
| 14/06 |
Rob J. Hyndman
and Heather Booth |
Stochastic population forecasts using
Functional data models for mortality, Fertility and migration |
34 |
wp14-06.pdf |
| 15/06 |
S. D. Grose
and D. S. Poskitt |
The Finite-Sample Properties of Autoregressive
Approximation of Fractionally-Integrated and Non-Invertible Processes |
35 |
wp15-06.pdf |
| 16/06 |
Ralph D.
Snyder and Anne B. Koehler |
Incorporating a Tracking Signal into
State Space Models for Exponential Smoothing |
11 |
wp16-06.pdf |
| 17/06 |
Chin Nam Low, Heather Anderson and Ralph
D. Snyder |
Beveridge-Nelson Decomposition with
Markov Switching |
20 |
wp17-06.pdf |
| 18/06 |
Catherine
Forbes, Brett Inder,
and Sunitha Raman |
Measuring the cost of leaving care in
Victoria |
27 |
wp18-06.pdf |
| 19/06 |
George Athanasopoulos
and Rob J Hyndman |
Modelling and forecasting Australian
domestic tourism |
29 |
wp19-06.pdf |
| 20/06 |
Giovanni
Forchini |
Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations |
24 |
wp20-06.pdf |
| 21/06 |
Ramani Gunatilaka,
Duangkamon Chotikapanich
and Brett Inder |
Impact on structural change in education, industry and infrastructure on income distribution in Sri Lanka |
41 |
wp21-06.pdf |
| 22/06 |
Chris Strickland, Gael Martin and Catherine Forbes |
Parameterisation and efficient MCMC estimation of non-Gaussian state space models. |
31 |
wp22-06.pdf |
