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 2 3 5 1,385
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 186 6 9 12 717
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 5 6 12 1,031
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 1 2 3 1,184
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 1 2 2 9
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 1 1 3 1,746
A nonlinear time series model of El Niño 0 0 0 27 3 4 5 1,102
Diagnostic tests as residual analysis 0 1 6 79 1 3 14 207
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 4 95 3 9 17 76
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 1 48 0 1 5 311
Macro-Econometric System Modelling @75 0 0 1 145 1 2 3 194
Macro-Econometric System Modelling @75 0 0 1 41 1 2 4 138
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 3 5 7 343
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 162 0 1 10 414
Modelling the Term Structure 0 0 0 2 0 1 6 657
Order Aggressiveness and Order Book Dynamics 0 0 1 676 1 4 12 1,719
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 3 4 5 1,382
The anatomy of portfolio skewness and kurtosis 0 0 0 20 3 11 14 79
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 2 3 3 4 28
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 1 2 2 317
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 3 6 268
Total Working Papers 0 1 18 3,376 39 78 151 13,307


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 3 8 1,078 6 11 24 2,958
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 0 3 5 28
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 1 2 3 22
Assessing the Variability of Inflation 0 0 0 29 1 5 11 158
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 2 7 0 2 8 24
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 2 3 111
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 6 8 10 34
Investigating Some Issues Relating to Regime Matching 0 0 1 1 5 5 9 9
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 1 4 5 32
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 1 1 18
Modelling the buy and sell intensity in a limit order book market 0 1 1 279 1 8 13 550
Order aggressiveness and order book dynamics 0 1 2 145 1 5 7 408
Parametric forecasts of Australian yield curves 0 1 1 9 2 4 6 31
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 0 1 5 7
Resiliency of the limit order book 1 3 7 61 7 10 31 205
Some notes on a dynamic model of international fishing 0 0 0 0 0 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 2 2 3 105
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 1 2 2 90
The anatomy of portfolio skewness and kurtosis 0 1 3 14 3 5 13 39
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 1 7 9 915
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 3 3 6 47
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 1 2 39
Total Journal Articles 3 10 25 2,009 41 96 188 6,334
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 2 3 8 16
Total Chapters 0 0 0 0 2 3 8 16


Statistics updated 2026-01-09