| 1/07 |
Gunky Kim, Mervyn J. Silvapulle, and Paramsothy Silvapulle |
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression |
29 |
wp1-07.pdf |
| 2/07 |
Keith R. McLaren and K.K. Gary Wong |
Effective global regularity and empirical modeling of direct, inverse and mixed demand systems |
37 |
wp2-07.pdf |
| 3/07 |
Ashton de Silva, Rob J Hyndman and Ralph D Snyder |
The vector innovation structural time series framework: a simple approach to multivariate forecasting |
33 |
wp3-07.pdf |
| 4/07 |
Ralph D Snyder, Gael M. Martin, Phillip Gould and Paul D. Feigin |
An Assessment of Alternative State Space Models for Count Time Series |
28 |
wp4-07.pdf |
| 5/07 |
Gael M.
Martin, Andrew Reidy and Jill Wright |
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? |
41 |
wp5-07.pdf |
| 6/07 |
Rob J. Hyndman and Yeasmin Khandakar |
Automatic time series forecasting: the forecast package for R |
29 |
wp6-07.pdf |
| 7/07 |
Pim Ouwehand, Rob J. Hyndman, Ton G. de Kok and Karel H. van Donselaar |
A state space model for exponential smoothing with group seasonality |
25 |
wp7-07.pdf |
| 8/07 |
Gunky Kim, Mervyn J. Silvapulle and Paramsothy Silvapulle |
Estimating the error distribution in the multivariate heteroscedastic time series models |
27 |
wp8-07.pdf |
| 9/07 |
Rob J.
Hyndman, Roman A. Ahmed and George Athanasopoulos |
Optimal combination forecasts for hierarchical time series |
23 |
wp9-07.pdf |
| 10/07 |
George
Athanasopoulos, D.S.
Poskitt and Farshid Vahid |
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form (revised) |
28 |
wp10-07.pdf |
| 11/07 |
Xibin Zhang, Robert D Brooks and Maxwell L King |
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
30 |
wp11-07.pdf |
| 12/07 |
George Athanasopoulos, Roman A. Ahmed and Rob J. Hyndman |
Hierarchical forecasts for Australian domestic tourism |
28 |
wp12-07.pdf |
| 13/07 |
Adam Bialowas, Lisa Farrell, Mark Harris and Cain Polidano |
Long-Run Effects of BSE on Meat Consumption |
24 |
wp13-07.pdf |
| 14/07 |
Muhammad Akram, Rob J. Hyndman and J. Keith Ord |
Non-linear exponential smoothing and positive data |
25 |
wp14-07.pdf |
| 15/07 |
Ralph D Snyder and Adrian Beaumont |
A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts |
11 |
wp15-07.pdf |
