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 1 2 1,382
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 282 0 4 8 1,025
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 0 0 1 1,182
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 186 0 1 3 708
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 1 2 1,745
A nonlinear time series model of El Niño 0 0 0 27 0 1 1 1,098
Diagnostic tests as residual analysis 1 3 11 78 1 4 19 204
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 5 95 0 3 11 67
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 1 1 1 48 1 2 4 310
Macro-Econometric System Modelling @75 0 0 1 41 0 0 2 136
Macro-Econometric System Modelling @75 0 0 1 145 0 0 1 192
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 1 2 338
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 162 0 1 10 413
Modelling the Term Structure 0 0 0 2 0 0 6 656
Order Aggressiveness and Order Book Dynamics 0 0 1 676 0 1 11 1,715
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 1 1,378
The anatomy of portfolio skewness and kurtosis 0 0 0 20 2 2 3 68
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 0 1 2 0 0 1 25
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 1 1 4 265
Total Working Papers 2 5 24 3,375 5 23 94 13,229


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 9 1,075 1 4 18 2,947
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 2 3 139
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 6 0 0 3 25
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 0 1 20
Assessing the Variability of Inflation 0 0 0 29 0 4 6 153
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 3 7 0 2 8 22
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 1 1 109
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 0 0 2 26
Investigating Some Issues Relating to Regime Matching 0 1 1 1 0 3 4 4
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 1 1 1 28
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 0 1 278 3 3 9 542
Order aggressiveness and order book dynamics 0 0 1 144 0 0 4 403
Parametric forecasts of Australian yield curves 0 0 0 8 0 1 2 27
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 1 1 4 6
Resiliency of the limit order book 2 2 6 58 2 6 28 195
Some notes on a dynamic model of international fishing 0 0 0 0 0 0 1 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 1 2 103
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 2 3 82
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 0 3 13 1 1 9 34
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 1 189
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 0 2 4 908
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 1 2 3 44
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 1 38
Total Journal Articles 3 4 24 1,999 10 36 118 6,238
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 1 5 13
Total Chapters 0 0 0 0 0 1 5 13


Statistics updated 2025-10-06