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 0 8 11 1,391
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 186 0 9 14 720
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 0 3 5 1,186
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 0 5 11 1,031
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 1 3 4 11
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 3 5 1,748
A nonlinear time series model of El Niño 0 0 0 27 1 8 10 1,107
Diagnostic tests as residual analysis 0 1 7 80 2 10 20 216
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 1 1 4 96 1 6 18 79
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 1 48 0 5 8 316
Macro-Econometric System Modelling @75 0 0 1 41 2 16 19 153
Macro-Econometric System Modelling @75 0 0 1 145 2 9 11 202
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 1 6 9 346
Modelling Adverse Selection on Electronic Order-Driven Markets 1 1 2 163 4 6 12 420
Modelling the Term Structure 0 0 0 2 1 4 8 661
Order Aggressiveness and Order Book Dynamics 0 0 1 676 1 10 19 1,728
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 7 9 1,386
The anatomy of portfolio skewness and kurtosis 0 0 0 20 2 10 20 86
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 2 1 7 8 32
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 0 5 268
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 1 1 1 80 2 4 5 320
Total Working Papers 3 4 21 3,380 21 139 231 13,407


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 2 8 1,078 2 12 30 2,964
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 1 2 6 143
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 6 0 2 7 30
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 2 3 23
Assessing the Variability of Inflation 0 0 0 29 1 2 11 159
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 1 7 1 4 9 28
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 3 111
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 0 9 11 37
Investigating Some Issues Relating to Regime Matching 0 1 2 2 6 12 16 16
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 4 8 35
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 3 4 21
Modelling the buy and sell intensity in a limit order book market 0 0 1 279 1 5 15 554
Order aggressiveness and order book dynamics 0 0 2 145 6 14 19 421
Parametric forecasts of Australian yield curves 0 0 1 9 0 3 6 32
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 0 3 6 10
Resiliency of the limit order book 0 1 6 61 1 14 33 212
Some notes on a dynamic model of international fishing 0 0 0 0 2 4 5 76
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 2 5 6 24
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 6 7 109
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 6 85
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 1 2 90
The anatomy of portfolio skewness and kurtosis 0 0 2 14 0 6 11 42
Using Bayesian variable selection methods to choose style factors in global stock return models 1 1 1 34 1 5 5 194
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 0 5 13 919
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 0 4 6 48
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 2 3 4 42
Total Journal Articles 1 5 24 2,011 27 132 252 6,425
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 6 9 20
Total Chapters 0 0 0 0 0 6 9 20


Statistics updated 2026-03-04