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 0 498 0 0 2 1,380
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 2 282 0 3 7 1,020
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 185 1 1 4 706
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 0 0 2 1,181
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 0 0 1 7
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 0 1 1,743
A nonlinear time series model of El Niño 0 0 0 27 0 0 2 1,097
Diagnostic tests as residual analysis 0 2 11 73 2 5 23 196
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 4 92 0 2 10 61
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 0 47 0 2 2 308
Macro-Econometric System Modelling @75 0 0 0 40 0 0 1 134
Macro-Econometric System Modelling @75 0 0 1 144 0 0 1 191
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 1 1 337
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 2 161 1 4 13 408
Modelling the Term Structure 0 0 0 2 0 3 3 653
Order Aggressiveness and Order Book Dynamics 0 0 1 675 1 2 8 1,709
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 4 1,377
The anatomy of portfolio skewness and kurtosis 0 0 1 20 0 1 4 66
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 0 1 0 0 0 24
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 0 0 1 315
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 1 2 263
Total Working Papers 0 3 23 3,359 5 25 92 13,176


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 1,070 0 2 15 2,934
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 1 2 137
A Survival Analysis of Australian Equity Mutual Funds 0 0 1 6 0 1 2 23
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 1 2 20
Assessing the Variability of Inflation 0 0 1 29 1 1 3 148
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 1 2 6 1 3 9 19
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 0 108
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 1 2 4 26
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 0 0 27
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 0 0 17
Modelling the buy and sell intensity in a limit order book market 0 1 3 278 0 4 13 539
Order aggressiveness and order book dynamics 0 0 3 143 0 1 8 402
Parametric forecasts of Australian yield curves 0 0 1 8 0 1 3 26
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 1 2 3 4
Resiliency of the limit order book 1 1 8 55 3 7 29 179
Some notes on a dynamic model of international fishing 0 0 0 0 0 1 2 71
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 0 18
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 1 102
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 0 0 79
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 0 88
The anatomy of portfolio skewness and kurtosis 0 1 4 12 2 5 10 31
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 2 189
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 0 0 4 906
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 0 1 1 42
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 1 1 38
Total Journal Articles 1 5 29 1,987 9 34 114 6,173
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 4 11
Total Chapters 0 0 0 0 2 3 4 11


Statistics updated 2025-03-03