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Books
Recursive estimation of restricted linear regression models / R.D. Snyder.
Author / Creator:Snyder, R. D.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics and Politics, Monash University, 1985.
Date:1985.
Call Numbers:Q519.536/18
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Books
Testing for autocorrelation in linear regression models : a survey / Maxwell L. King.
Author / Creator:King, Maxwell L.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics and Politics, Monash University, 1983.
Date:1983.
Call Numbers:Q519.536/2
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Books
Systematic patterns in the residual plots of short-panel regression models / by Chris M. Alaouze.
Author / Creator:Alaouze, Chris M.
Publisher:[Kensington, N.S.W.] : School of Economics, University of New South Wales, 1990.
Date:1990.
Call Numbers:T0392437
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Books
Estimation of truncated ordinal regression models / T.J. O'Neill, S. Barry.
Author / Creator:O'Neill, T. J.
Publisher:[Canberra] : Dept. of Transport & Communications, [Federal Office of Road Safety], 1993.
Date:1993.
Call Numbers:NQ363.1251/41
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Books
Testing for block effects in regression models based on survey data / Maxwell L. King and Merran A. Evans.
Author / Creator:King, Maxwell L.
Publisher:Clayton, Vic. : Monash University, Department of Econometrics and Operations Research, 1985.
Date:1985.
Call Numbers:Q519.536/15
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Books
Further results on the two-stage hierarchical information (2SHI) estimators in the linear regression models / Tran Van Hoa and A. Chaturvedi.
Author / Creator:Tran, Van Hoa.
Publisher:Wollongong, N.S.W. : University of Wollongong, Dept. of Economics, 1990.
Date:1990.
Call Numbers:TQ063879
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Books
A family of improved estimators in linear regression models with errors having multivariate student-t distribution / Radhey S. Singh.
Author / Creator:Singh, Radhey S.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics and Politics, Monash University, 1987.
Date:1987.
Call Numbers:Q579.53/1
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Books
A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models / V.K. Srivastava and A. Chaturvedi.
Author / Creator:Srivastava, V. K.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics and Politics, Monash University, [1985].
Date:[1985].
Call Numbers:Q519.72/2
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Books
Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom / Radhey S. Singh.
Author / Creator:Singh, Radhey S.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics and Politics, Monash University, 1987.
Date:1987.
Call Numbers:Q519.53/1
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Books
Hachemeister's Bayesian regression model revisited / Ben Zehnwirth.
Author / Creator:Zehnwirth, Benjamin.
Publisher:[North Ryde] N.S.W. : School of Economic and Financial Studies Macquarie University, 1983, t.p. 1982.
Date:1983, t.p. 1982.
Call Numbers:Q519.536/4
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Books
Improved estimation of the linear regression model with autocorrelated errors / A. Chaturvedi, Tran Van Hoa and Ram Lal.
Author / Creator:Chaturvedi, A.
Publisher:Wollongong, NSW : University of Wollongong, Dept. of Economics, 1990.
Date:1990.
Call Numbers:TQ064861
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Books
A dynamic regression forecasting model of Australian telecommunications traffic / by Allan P. Layton.
Author / Creator:Layton, Allan P.
Publisher:North Ryde, N.S.W. : Macquarie University, School of Economic and Financial Studies, 1986.
Date:1986.
Call Numbers:Q384.0994/13
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Books
Transformations for an exact goodness-to-fit test of structural change in the linear regression model / Maxwell L. King and Phillip M. Edwards.
Author / Creator:King, Maxwell L.
Publisher:Clayton, Vic. : Dept. of Econometrics, Monash University, 1989.
Date:1989.
Call Numbers:Q519.5360151/1
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Books
An exact test for a stochastic coefficient in a time series regression model / Thomas S. Shively.
Author / Creator:Shively, Thomas S.
Publisher:Kensington [N.S.W.] : Australian Graduate School of Management, University of New South Wales, 1986.
Date:1986.
Call Numbers:Q519.55/3
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Books
The application of a spatial regression model to the analysis and mapping of poverty / by Alessandra Petrucci, Nicola Salvati, Chiara Seghieri.
Author / Creator:Petrucci, Alessandra.
Publisher:Rome : Food and Agriculture Organization of the United Nations, 2003.
Date:2003.
Call Numbers:NQ339.460151/1
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Books
Asset selection using factor model and data envelope analysis-a quantle regression approach [electronic resource] / by Abhay Kumar Singh and David E Allen.
Author / Creator:Singh, A. K. (Abhay Kumar), 1960-
Publisher:Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2010.
Date:2010.
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ebooks
Asset pricing, the Fama-French Factor Model and the implications of quantile regression analysis [electronic resource] / by David E. Allen, Abhay Kumar Singh and Robert Powell.
Author / Creator:Allen, D. E. (David E.), 1948-
Publisher:Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2009.
Date:2009.
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Books
Bias in the ordinary least squares estimator in the dynamic linear regression model with autocorrelated disturbances / Brett A. Inder.
Author / Creator:Inder, B. A.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Faculty of Economics & Politics, Monash University, 1987.
Date:1987.
Call Numbers:Q519.537/5
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Books
Locally best invariant tests of the error covariance matrix of the linear regression model / Maxwell L. King and Grant H. Hillier.
Author / Creator:King, Maxwell L.
Publisher:Clayton, Vic. : Dept. of Econometrics and Operations Research, Monash University, [1984].
Date:[1984].
Call Numbers:Q330.1543/4
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Books
Further results on testing AR (1) against MA (1) disturbances in the linear regression model / Maxwell L. King and Michael McAleer.
Author / Creator:King, Maxwell L.
Publisher:[Clayton, Vic.] : Dept. of Econometrics & Operations Research, Monash University, 1986.
Date:1986.
Call Numbers:Q519.536/20
For use in the Library

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Recursive estimation of restricted linear regression models / R.D. Snyder.

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Testing for autocorrelation in linear regression models : a survey / Maxwell L. King.

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Systematic patterns in the residual plots of short-panel regression models / by Chris M. Alaouze.

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Estimation of truncated ordinal regression models / T.J. O'Neill, S. Barry.

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Testing for block effects in regression models based on survey data / Maxwell L. King and Merran A. Evans.

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Further results on the two-stage hierarchical information (2SHI) estimators in the linear regression models / Tran Van Hoa and A. Chaturvedi.

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A family of improved estimators in linear regression models with errors having multivariate student-t distribution / Radhey S. Singh.

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A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models / V.K. Srivastava and A. Chaturvedi.

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Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom / Radhey S. Singh.

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Hachemeister's Bayesian regression model revisited / Ben Zehnwirth.

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Improved estimation of the linear regression model with autocorrelated errors / A. Chaturvedi, Tran Van Hoa and Ram Lal.

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A dynamic regression forecasting model of Australian telecommunications traffic / by Allan P. Layton.

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Transformations for an exact goodness-to-fit test of structural change in the linear regression model / Maxwell L. King and Phillip M. Edwards.

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An exact test for a stochastic coefficient in a time series regression model / Thomas S. Shively.

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The application of a spatial regression model to the analysis and mapping of poverty / by Alessandra Petrucci, Nicola Salvati, Chiara Seghieri.

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Asset selection using factor model and data envelope analysis-a quantle regression approach [electronic resource] / by Abhay Kumar Singh and David E Allen.

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Asset pricing, the Fama-French Factor Model and the implications of quantile regression analysis [electronic resource] / by David E. Allen, Abhay Kumar Singh and Robert Powell.

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Bias in the ordinary least squares estimator in the dynamic linear regression model with autocorrelated disturbances / Brett A. Inder.

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Locally best invariant tests of the error covariance matrix of the linear regression model / Maxwell L. King and Grant H. Hillier.

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Further results on testing AR (1) against MA (1) disturbances in the linear regression model / Maxwell L. King and Michael McAleer.

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