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 1 500 0 4 17 1,398
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 0 1 7 1,189
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 186 0 0 14 722
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 0 4 17 1,042
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 0 0 6 13
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 1 6 1,750
A nonlinear time series model of El Niño 0 0 0 27 0 0 14 1,112
Diagnostic tests as residual analysis 1 2 8 83 2 6 25 226
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 1 96 0 3 21 86
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 1 48 1 2 13 321
Macro-Econometric System Modelling @75 0 0 1 146 0 0 13 205
Macro-Econometric System Modelling @75 0 0 0 41 0 1 20 156
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 1 14 351
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 163 0 0 11 424
Modelling the Term Structure 0 0 0 2 0 2 7 663
Order Aggressiveness and Order Book Dynamics 0 0 0 676 1 2 20 1,734
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 2 11 1,389
The anatomy of portfolio skewness and kurtosis 0 0 0 20 0 0 21 87
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 0 2 0 1 10 35
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 4 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 80 1 1 7 322
Total Working Papers 1 2 14 3,385 6 31 278 13,493


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 0 1 6 1,080 1 3 25 2,971
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 5 144
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 6 2 4 16 41
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 0 4 24
Assessing the Variability of Inflation 0 0 0 29 0 1 9 161
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 1 1 9 30
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 5 114
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 0 0 12 38
Investigating Some Issues Relating to Regime Matching 0 0 1 2 1 3 20 23
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 1 10 37
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 1 11 28
Modelling the buy and sell intensity in a limit order book market 0 1 2 280 0 1 17 556
Order aggressiveness and order book dynamics 0 0 1 145 1 11 33 436
Parametric forecasts of Australian yield curves 0 0 1 9 0 0 12 38
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 0 0 6 11
Resiliency of the limit order book 1 2 8 64 13 33 77 269
Some notes on a dynamic model of international fishing 0 0 0 0 0 1 7 78
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 10 28
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 1 8 111
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 1 6 87
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 1 1 3 91
The anatomy of portfolio skewness and kurtosis 0 0 2 15 0 1 16 49
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 0 1 10 199
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 0 0 13 921
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 1 2 10 53
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 6 44
Total Journal Articles 1 4 22 2,018 23 67 360 6,582
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 8 21
Total Chapters 0 0 0 0 1 1 8 21


Statistics updated 2026-08-07