Working Papers 2009

No.	Author(s)	Title (click for Abstract)	No. of pages	Paper
1/09	Keith R. McLaren	A new Example of a Closed Form Mean-Variance Representation	7	wp1-09.pdf
2/09	George Athanasopoulos, Osmani T. de C. Guillén, João V. Issler, Farshid Vahid	Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions	32	wp2-09.pdf
3/09	Keith R. McLaren and Xueyan Zhao	The Econometric Specification of input Demand Systems Implied by cost Function Representations	14	wp3-09.pdf
4/09	Ralph D. Snyder and J. Keith Ord	Exponential Smoothing and the Akaike Information Criterion	13	wp4-09.pdf
5/09	Guohua Feng and Apostolos Serletis	Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity	49	wp5-09.pdf
6/09	Mala Raghavan, George Athanasopoulos, Param Silvapulle	VARMA models for Malaysian Monetary Policy Analysis	28	wp6-09.pdf
7/09	Brendan P.M. McCabe, Gael M. Martin and David Harris	Optimal Probabilistic Forecasts for Counts	42	wp7-09.pdf
8/09	Han Lin Shang and Rob J Hyndman	Nonparametric time series forecasting with dynamic updating	26	wp8-09.pdf
9/09	James W. Taylor and Ralph D. Snyder	Forecasting Intraday Time Series with Multiple Seasonal cycles Using Parsimonious Seasonal Exponential Smoothing	28	wp9-09.pdf

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