Items where Subject is "Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300)"
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Barnett, Adrian G. & Wolff, Rodney C. (2003) A Time-Domain Test for Some Types of Non-Linearity, Discussion Paper No 168. . [Working Paper] (Unpublished)
Bartlett, Peter & Mendelson, Shahar (2006) Discussion: Local Rademacher complexities and oracle inequalities in risk minimization. Annals of Statistics, 34(6), pp. 2657-2663.
Bartlett, Peter L. (2008) Fast rates for estimation error and oracle inequalities for model section. Econometric Theory, 24(2), pp. 545-552.
Bartlett, Peter L., Bousquet, Olivier, & Mendelson, Shahar (2005) Local Rademacher complexities. The Annals of Statistics, 33(4), pp. 1497-1537.
Bartlett, Peter L., Jordan, Michael I, & McAuliffe, Jon D (2006) Convexity, Classification, and Risk Bounds. Journal of the American Statistical Association, 101(473), pp. 138-156.
Boymal, Jonathan, de Silva, Ashton, & Liu, Shen (2013) Measuring the preference for dwelling characteristics of Melbourne : railway stations and house prices. In 19th Annual Pacific Rim Real Estate Society Conference : Future Directions : A Time of Change, 13-16 January 2013, RMIT University, Melbourne, Australia.
Frijters, Paul, Haisken-DeNew, John, & Shields, Michael (2011) The increasingly mixed proportional hazard model: An application to socioeconomic status, health shocks, and mortality. Journal of Business and Economic Statistics, 29(2), pp. 271-281.
Fukač, Martin & Pagan, Adrian (2010) Limited information estimation and evaluation of DSGE models. Journal of Applied Econometrics, 25(1), pp. 55-70.
Gaglianone, Wagner, Lima, Luiz, Linton, Oliver, & Smith, Daniel (2011) Evaluating value-at-risk models via quantile regression. Journal of Business and Economic Statistics, 29(1), pp. 150-160.
Gao, Jiti, Tong, Howell, & Wolff, Rodney C. (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12(2), pp. 409-428.
Harding, Don & Pagan, Adrian (2011) An econometric analysis of some models for constructed binary time series. Journal of Business and Economic Statistics, 29(1), pp. 86-95.
Hurn, Aubrey, Jeisman, Joseph, & Lindsay, Kenneth (2007) Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Journal of Financial Econometrics, 5(3), pp. 390-455.
Martinez, Luis A. & Wolff, Rodney C. (2006) Modelling the initial pit design: the first step for project valuation. In 6th Mining Geology Conference, 21-23 August 2006, Darwin.
Perignon, Christophe & Smith, Daniel (2010) Diversification and value-at-risk. Journal of Banking and Finance, 34(1), pp. 55-66.
Schapire, R. E., Freund, Y., Bartlett, P.L., & Lee, W. S. (1998) Boosting the margin: A new explanation for the effectiveness of voting methods. The Annals of Statistics, 26(5), pp. 1651-1686.
Smith, Daniel (2009) Asymmetry in stochastic volatility models: threshold or correlation? Studies in Nonlinear Dynamics and Econometrics, 13(3), pp. 1-34.
Smith, Daniel R. (2007) Conditional coskewness and asset pricing. Journal of Empirical Finance, 14(1), p. 91.
Torgler, Benno, Schaffner, Markus, Frey, Bruno, Schmidt, Sascha, & Dulleck, Uwe (2008) Inequality Aversion and Performance in and on the Field. RePEc. [Working Paper]
Wolff, Rodney C. (2004) Dependence structures in financial time series: a chaos-theoretic approach. In Pan, H., Sornette, D., & Kortanek, K. (Eds.) Intelligent Finance - a Convergence of Financial Mathematics with Technical and Fundamental Analysis, 13-14 December 2004, Melbourne.
Wolff, Rodney C., Yao, Qiwei, & Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8(2).