1

The econometrics of financial markets

Year:
1996
Language:
english
File:
PDF, 4.68 MB
english, 1996
2

The Phillips curve in Australia

Year:
1999
Language:
english
File:
PDF, 598 KB
english, 1999
3

Dissecting the cycle: a methodological investigation

Year:
2002
Language:
english
File:
PDF, 189 KB
english, 2002
4

Extending a SVAR Model of the Australian Economy

Year:
2009
Language:
english
File:
PDF, 664 KB
english, 2009
5

A Structural VAR Model of the Australian Economy

Year:
2000
Language:
english
File:
PDF, 1.58 MB
english, 2000
6

What Will Take the Con Out of Econometrics?

Year:
1985
Language:
english
File:
PDF, 421 KB
english, 1985
7

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

Year:
2011
Language:
english
File:
PDF, 2.65 MB
english, 2011
9

Alternative models for conditional stock volatility

Year:
1990
Language:
english
File:
PDF, 1.44 MB
english, 1990
10

Estimation, Inference and Specification Analysis.by Halbert White

Year:
1996
Language:
english
File:
PDF, 175 KB
english, 1996
12

Limited information estimation and evaluation of DSGE models

Year:
2010
Language:
english
File:
PDF, 165 KB
english, 2010
15

Synchronization of cycles

Year:
2006
Language:
english
File:
PDF, 214 KB
english, 2006
18

A Simple Framework for Analysing Bull and Bear Markets

Year:
2003
Language:
english
File:
PDF, 2.89 MB
english, 2003
19

On the role of simulation in the statistical evaluation of econometric models

Year:
1989
Language:
english
File:
PDF, 1022 KB
english, 1989
20

A simple framework for analysing bull and bear markets

Year:
2003
Language:
english
File:
PDF, 375 KB
english, 2003
21

A comparison of two business cycle dating methods

Year:
2003
Language:
english
File:
PDF, 304 KB
english, 2003
22

THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL

Year:
1987
Language:
english
File:
PDF, 1.31 MB
english, 1987
23

Estimating the Density Tail Index for Financial Time Series

Year:
1997
Language:
english
File:
PDF, 253 KB
english, 1997
24

Optimal Control of Econometric Models with Autocorrelated Disturbance Terms

Year:
1975
Language:
english
File:
PDF, 444 KB
english, 1975
25

Macro-Econometric System Modelling @ 75

Year:
2013
Language:
english
File:
PDF, 312 KB
english, 2013
28

Research rigour: Use '4Rs' criteria to assess papers

Year:
2015
Language:
english
File:
PDF, 66 KB
english, 2015
29

Critically Assessing Estimated DSGE Models: A Case Study of a Multi-sector Model

Year:
2018
Language:
english
File:
PDF, 373 KB
english, 2018
30

A GENERALISED APPROACH TO THE TREATMENT OF AUTOCORRELATION

Year:
1974
Language:
english
File:
PDF, 541 KB
english, 1974
32

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

Year:
2011
Language:
english
File:
PDF, 1.56 MB
english, 2011
33

Economic Analysis and Prediction of Recurrent Events

Year:
2011
Language:
english
File:
PDF, 563 KB
english, 2011
34

The econometric analysis of models with risk terms

Year:
1988
Language:
english
File:
PDF, 1.31 MB
english, 1988
35

Nonparametric Econometrics || Semiparametric Estimation of Selectivity Models

Year:
1984
Language:
english
File:
PDF, 366 KB
english, 1984
38

Specification Testing of Markov Switching Models

Year:
2003
Language:
english
File:
PDF, 257 KB
english, 2003
40

Nonparametric Econometrics || Semiparametric Estimation of Discrete Choice Models

Year:
1984
Language:
english
File:
PDF, 425 KB
english, 1984
42

Towards an Understanding of Some Business Cycle Characteristics

Year:
1997
Language:
english
File:
PDF, 65 KB
english, 1997
43

WHO'S AFRAID OF INFLATION?

Year:
1983
Language:
english
File:
PDF, 825 KB
english, 1983
44

Nonparametric Econometrics || Nonparametric Estimation of Derivatives

Year:
1984
Language:
english
File:
PDF, 492 KB
english, 1984
48

Econometrics Special Issue || Two Stage and Related Estimators and Their Applications

Year:
1986
Language:
english
File:
PDF, 1.52 MB
english, 1986
49

A Note on the Extraction of Components from Time Series

Year:
1975
Language:
english
File:
PDF, 245 KB
english, 1975
50

Structural Macro-Econometric Modelling in a Policy Environment

Year:
2010
Language:
english
File:
PDF, 1.14 MB
english, 2010