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LogEc: Access Statistics for Anthony David Hall

Access Statistics for Anthony David Hall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information 0 0 0 498 0 0 2 1,380
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 2 282 0 1 7 1,017
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 2 185 0 1 5 705
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 426 0 1 3 1,181
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 0 0 0 6
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 1 1 1,743
A nonlinear time series model of El Niño 0 0 0 27 0 1 2 1,097
Diagnostic tests as residual analysis 1 2 7 68 3 9 19 188
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 1 2 5 91 2 4 11 58
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 0 47 0 0 1 306
Macro-Econometric System Modelling @75 0 0 1 40 0 1 3 134
Macro-Econometric System Modelling @75 0 0 1 144 0 0 1 191
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 0 0 336
Modelling Adverse Selection on Electronic Order-Driven Markets 0 2 5 161 1 7 17 404
Modelling the Term Structure 0 0 0 2 0 0 0 650
Order Aggressiveness and Order Book Dynamics 0 0 2 675 1 3 7 1,705
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 2 4 1,377
The anatomy of portfolio skewness and kurtosis 0 1 1 20 0 1 5 65
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 0 1 0 0 0 24
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 0 0 0 314
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 1 1 1 262
Total Working Papers 2 7 27 3,353 8 33 89 13,143


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cointegration Analysis of Treasury Bill Yields 3 3 12 1,069 3 3 24 2,932
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 2 136
A Survival Analysis of Australian Equity Mutual Funds 0 0 1 6 0 0 1 22
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 1 1 19
Assessing the Variability of Inflation 0 0 1 29 0 0 3 147
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 1 1 1 5 1 4 6 15
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 0 108
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 0 1 2 24
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 0 0 27
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 0 1 17
Modelling the buy and sell intensity in a limit order book market 0 2 2 277 1 6 9 534
Order aggressiveness and order book dynamics 0 2 5 143 1 4 10 400
Parametric forecasts of Australian yield curves 0 0 1 8 0 1 2 25
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 0 0 1 2
Resiliency of the limit order book 0 2 11 52 2 11 28 169
Some notes on a dynamic model of international fishing 0 0 0 0 0 1 1 70
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 0 18
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 1 1 102
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 0 1 79
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 0 88
The anatomy of portfolio skewness and kurtosis 1 2 5 11 1 2 10 26
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 1 1 188
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 2 296 2 2 10 906
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 0 0 0 41
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 0 37
Total Journal Articles 5 12 41 1,980 12 38 114 6,132

1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Order aggressiveness and order book dynamics 0 0 0 0 0 0 2 8
Total Chapters 0 0 0 0 0 0 2 8


Statistics updated 2024-11-05