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 0 16 1,398
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 2 5 19 1,044
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 1 2 8 1,190
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 186 0 0 14 722
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 1 1 6 1,751
A nonlinear time series model of El Niño 0 0 0 27 0 0 14 1,112
Diagnostic tests as residual analysis 0 2 6 83 2 7 25 228
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 1 96 2 3 21 88
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 1 48 11 12 23 332
Macro-Econometric System Modelling @75 0 0 0 41 0 0 20 156
Macro-Econometric System Modelling @75 0 0 1 146 0 0 13 205
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 0 13 351
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 163 1 1 12 425
Modelling the Term Structure 0 0 0 2 0 1 7 663
Order Aggressiveness and Order Book Dynamics 0 0 0 676 0 1 19 1,734
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 2 4 13 1,391
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 1 1 11 36
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 80 0 1 7 322
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 4 268
Total Working Papers 0 2 12 3,385 23 39 292 13,516


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 2 2 8 1,082 4 6 29 2,975
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 1 4 17 42
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 0 8 161
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 0 1 8 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 1 1 13 39
Investigating Some Issues Relating to Regime Matching 0 0 1 2 0 2 19 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 1 1 1 4 1 1 12 29
Modelling the buy and sell intensity in a limit order book market 1 1 3 281 2 2 19 558
Order aggressiveness and order book dynamics 0 0 1 145 0 4 33 436
Parametric forecasts of Australian yield curves 0 0 1 9 0 0 11 38
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 1 1 7 12
Resiliency of the limit order book 0 1 8 64 10 32 86 279
Some notes on a dynamic model of international fishing 0 0 0 0 0 0 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 2 9 112
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 6 88
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 1 3 91
The anatomy of portfolio skewness and kurtosis 0 0 2 15 1 1 17 50
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 1 34 0 0 10 199
What Corporate Social Responsibility Activities are Valued by the Market? 1 1 1 297 1 1 14 922
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 3 5 13 56
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 6 44
Total Journal Articles 5 6 27 2,023 27 67 381 6,609
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 1 8 21
Total Chapters 0 0 0 0 0 1 8 21


Statistics updated 2026-09-10