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 1 497 0 2 4 1,356
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 418 0 1 3 1,159
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 3 265 0 3 13 951
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 165 0 0 3 612
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 1 1 0 0 3 3
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 386 0 0 1 1,727
A nonlinear time series model of El Niño 0 0 0 27 1 1 9 1,052
Diagnostic tests as residual analysis 1 4 12 12 2 7 28 28
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 0 46 0 0 3 291
Macro-Econometric System Modelling @75 1 2 5 132 1 6 12 154
Macro-Econometric System Modelling @75 1 1 2 35 2 4 11 108
Migration of Price Discovery With Constrained Futures Markets 1 1 1 88 1 1 3 323
Modelling Adverse Selection on Electronic Order-Driven Markets 0 1 6 150 0 1 13 357
Modelling the Term Structure 0 0 0 2 1 3 8 616
Order Aggressiveness and Order Book Dynamics 1 1 7 659 3 7 21 1,642
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 2 11 1,345
The anatomy of portfolio skewness and kurtosis 1 1 2 2 1 1 7 8
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 1 0 0 2 2
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 2 126 2 2 5 245
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 18 1 1 2 63
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 1 1 79 1 3 3 304
Total Working Papers 6 13 46 3,110 17 45 165 12,346


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 3 5 19 997 5 15 49 2,729
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 6 124
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 1 0 0 2 8
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 0 0 0 0 10
Assessing the Variability of Inflation 0 1 1 27 0 2 4 124
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 0 102
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 0 0 0 0 11
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 1 2 12
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 0 0 12
Modelling the buy and sell intensity in a limit order book market 1 1 7 260 3 3 22 488
Order aggressiveness and order book dynamics 1 1 2 131 1 2 11 355
Parametric forecasts of Australian yield curves 0 0 0 7 0 0 0 17
Regulatory Tools and Price Changes in Futures Markets 0 0 0 29 0 0 1 155
Resiliency of the limit order book 2 3 7 20 4 6 17 62
Some notes on a dynamic model of international fishing 0 0 0 0 0 0 0 59
TESTING SEPARATE TIME SERIES MODELS 0 0 0 0 0 0 5 5
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 4 92
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 0 0 1 69
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 1 83
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 2 4 5 170
What Corporate Social Responsibility Activities are Valued by the Market? 1 1 10 253 5 8 36 742
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 1 1 2 30
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 1 32
Total Journal Articles 8 12 46 1,803 21 42 169 5,491


Statistics updated 2019-09-09