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 1 2 500 2 3 14 1,394
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 186 1 2 15 722
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 1 2 7 1,188
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 4 7 18 1,038
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 2 3 6 13
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 1 1 5 1,749
A nonlinear time series model of El Niño 0 0 0 27 4 6 15 1,112
Diagnostic tests as residual analysis 0 1 8 81 1 6 23 220
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 2 96 4 5 20 83
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 1 48 1 3 11 319
Macro-Econometric System Modelling @75 0 1 1 146 2 5 13 205
Macro-Econometric System Modelling @75 0 0 0 41 2 4 19 155
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 3 5 13 350
Modelling Adverse Selection on Electronic Order-Driven Markets 0 1 1 163 4 8 14 424
Modelling the Term Structure 0 0 0 2 0 1 5 661
Order Aggressiveness and Order Book Dynamics 0 0 1 676 3 5 19 1,732
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 1 10 1,387
The anatomy of portfolio skewness and kurtosis 0 0 0 20 0 3 21 87
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 0 2 2 3 9 34
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 1 1 80 1 3 6 321
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 6 17 3,383 39 76 267 13,462


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 1 7 1,079 4 6 32 2,968
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 1 2 7 144
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 6 7 7 12 37
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 1 1 4 24
Assessing the Variability of Inflation 0 0 0 29 0 2 12 160
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 1 2 9 29
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 2 3 6 114
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 1 1 12 38
Investigating Some Issues Relating to Regime Matching 0 0 2 2 2 10 20 20
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 1 1 9 36
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 5 6 10 27
Modelling the buy and sell intensity in a limit order book market 0 0 1 279 1 2 16 555
Order aggressiveness and order book dynamics 0 0 1 145 0 10 22 425
Parametric forecasts of Australian yield curves 0 0 1 9 6 6 12 38
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 1 1 6 11
Resiliency of the limit order book 0 1 7 62 8 25 54 236
Some notes on a dynamic model of international fishing 0 0 0 0 1 3 6 77
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 3 6 10 28
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 1 8 110
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 6 86
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 2 90
The anatomy of portfolio skewness and kurtosis 1 1 3 15 6 6 16 48
Using Bayesian variable selection methods to choose style factors in global stock return models 0 1 1 34 2 5 9 198
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 1 2 15 921
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 1 3 9 51
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 2 4 6 44
Total Journal Articles 2 4 23 2,014 59 117 330 6,515
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 8 20
Total Chapters 0 0 0 0 0 0 8 20


Statistics updated 2026-05-06