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 1 499 1 1 3 1,383
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 186 2 3 6 711
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 1 1 2 1,183
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 1 1 9 1,026
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 1 1 1 8
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 0 2 1,745
A nonlinear time series model of El Niño 0 0 0 27 1 1 2 1,099
Diagnostic tests as residual analysis 1 2 8 79 2 3 15 206
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 4 95 4 6 14 73
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 1 1 48 1 2 5 311
Macro-Econometric System Modelling @75 0 0 1 145 1 1 2 193
Macro-Econometric System Modelling @75 0 0 1 41 1 1 3 137
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 1 2 4 340
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 162 0 1 10 414
Modelling the Term Structure 0 0 0 2 1 1 7 657
Order Aggressiveness and Order Book Dynamics 0 0 1 676 1 3 11 1,718
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 1 2 1,379
The anatomy of portfolio skewness and kurtosis 0 0 0 20 4 10 11 76
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 2 0 0 1 25
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 1 4 6 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 1 1 1 316
Total Working Papers 1 3 20 3,376 26 44 117 13,268

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 1 2 7 1,076 4 6 20 2,952
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 2 5 141
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 6 3 3 6 28
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 1 2 21
Assessing the Variability of Inflation 0 0 0 29 1 4 10 157
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 2 7 2 2 8 24
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 1 2 3 111
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 1 2 4 28
Investigating Some Issues Relating to Regime Matching 0 0 1 1 0 0 4 4
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 1 4 4 31
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 1 1 1 18
Modelling the buy and sell intensity in a limit order book market 1 1 2 279 5 10 14 549
Order aggressiveness and order book dynamics 1 1 2 145 2 4 6 407
Parametric forecasts of Australian yield curves 0 1 1 9 1 2 4 29
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 0 2 5 7
Resiliency of the limit order book 1 4 6 60 1 5 26 198
Some notes on a dynamic model of international fishing 0 0 0 0 1 1 2 72
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 1 1 19
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 1 103
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 1 4 83
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 1 1 89
The anatomy of portfolio skewness and kurtosis 1 1 3 14 2 3 10 36
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 0 189
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 4 6 8 914
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 0 1 3 44
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 1 1 2 39
Total Journal Articles 5 10 24 2,006 31 65 154 6,293
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 1 1 6 14
Total Chapters 0 0 0 0 1 1 6 14

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Statistics updated 2025-12-06