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 1 497 0 2 7 1,359
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 1 1 419 2 4 7 1,165
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 1 2 167 0 4 10 620
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 1 3 4 268 2 10 26 967
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 1 1 1 4
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 386 1 2 2 1,729
A nonlinear time series model of El Niño 0 0 0 27 1 6 10 1,060
Diagnostic tests as residual analysis 1 2 9 14 4 7 24 38
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 0 46 1 1 3 293
Macro-Econometric System Modelling @75 0 0 2 35 2 2 13 113
Macro-Econometric System Modelling @75 2 2 6 134 3 3 15 159
Migration of Price Discovery With Constrained Futures Markets 0 0 1 88 0 1 4 325
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 6 151 1 2 11 361
Modelling the Term Structure 0 0 0 2 3 6 13 622
Order Aggressiveness and Order Book Dynamics 1 2 5 662 1 4 17 1,649
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 4 14 1,351
The anatomy of portfolio skewness and kurtosis 1 1 4 5 1 4 12 17
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 1 0 1 2 3
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 3 127 4 7 17 257
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 1 79 0 1 7 308
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 18 1 1 2 64
Total Working Papers 6 12 46 3,128 29 73 217 12,464


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 6 19 1,005 6 21 70 2,765
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 1 3 4 127
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 1 0 1 2 9
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 0 0 2 2 12
Assessing the Variability of Inflation 0 0 1 27 3 3 7 129
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 1 1 1 103
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 0 1 1 1 12
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 3 8 19
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 2 2 2 14
Modelling the buy and sell intensity in a limit order book market 0 1 7 263 0 3 17 493
Order aggressiveness and order book dynamics 1 1 2 132 2 2 10 359
Parametric forecasts of Australian yield curves 0 0 0 7 0 2 4 21
Regulatory Tools and Price Changes in Futures Markets 0 0 0 29 1 1 2 157
Resiliency of the limit order book 0 2 9 22 5 9 23 73
Some notes on a dynamic model of international fishing 0 0 0 0 4 4 4 63
TESTING SEPARATE TIME SERIES MODELS 0 0 0 0 0 1 2 6
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 2 5 95
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 1 1 3 72
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 1 3 85
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 1 9 174
What Corporate Social Responsibility Activities are Valued by the Market? 2 3 10 256 4 11 42 763
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 1 2 4 33
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 2 34
Total Journal Articles 4 13 48 1,820 33 77 227 5,618


Statistics updated 2020-02-04