# Items where Subject is "Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300)"

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**21**.## B

Bardsen, Gunnar, Hurn, Stan, & McHugh, Zoe
(2012)
Asymmetric unemployment rate dynamics in Australia.

*Studies in Nonlinear Dynamics and Econometrics*,*16*(1), pp. 1-20.

Barnett, Adrian G. & Wolff, Rodney C.
(2003)

*A Time-Domain Test for Some Types of Non-Linearity, Discussion Paper No 168.*. [Working Paper] (Unpublished)
311

Bartlett, Peter & Mendelson, Shahar
(2006)
Discussion: Local Rademacher complexities and oracle inequalities in risk minimization.

*Annals of Statistics*,*34*(6), pp. 2657-2663.
1

Bartlett, Peter L.
(2008)
Fast rates for estimation error and oracle inequalities for model section.

*Econometric Theory*,*24*(2), pp. 545-552.
5

6

Bartlett, Peter L., Bousquet, Olivier, & Mendelson, Shahar
(2005)
Local Rademacher complexities.

*The Annals of Statistics*,*33*(4), pp. 1497-1537.
128

87

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.
256

190

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.
54

## F

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.
3

4

Fukač, Martin & Pagan, Adrian
(2010)
Limited information estimation and evaluation of DSGE models.

*Journal of Applied Econometrics*,*25*(1), pp. 55-70.
9

9

## G

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.
14

10

Gao, Jiti, Tong, Howell, & Wolff, Rodney C.
(2002)
Adaptive orthogonal series estimation in additive stochastic regression models.

*Statistica Sinica*,*12*(2), pp. 409-428.
382

4

3

## H

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.
7

6

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.
35

27

## M

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.## P

Perignon, Christophe & Smith, Daniel
(2010)
Diversification and value-at-risk.

*Journal of Banking and Finance*,*34*(1), pp. 55-66.
17

9

## S

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.
918

554

Smith, Daniel
(2009)
Asymmetry in stochastic volatility models: threshold or correlation?

*Studies in Nonlinear Dynamics and Econometrics*,*13*(3), pp. 1-34.
3

2

Smith, Daniel R.
(2007)
Conditional coskewness and asset pricing.

*Journal of Empirical Finance*,*14*(1), p. 91.
18

## T

Torgler, Benno, Schaffner, Markus, Frey, Bruno, Schmidt, Sascha, & Dulleck, Uwe
(2008)

*Inequality Aversion and Performance in and on the Field.*RePEc. [Working Paper]## W

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.
530

Wolff, Rodney C., Yao, Qiwei, & Tong, Howell
(2004)
Statistical tests for Lyapunov exponents of deterministic systems.

*Studies in Nonlinear Dynamics and Econometrics*,*8*(2).
340

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