Working Papers: Econometrics

Including Prior Information in Probit Model Estimation by William E. Griffiths, R. Carter Hill and Christopher J. O'Donnell

Estimating Lorenz Curves Using a Dirichlet Distribution by Duangkamon Chotikapanich and William E Griffiths

Imposing Linear Observation-Varying Equality Constraints Using Matrix Decomposition by Howard E. Doran, Christopher J. O'Donnell and Alicia N. Rambaldi

Estimating the Charactersitics of Homogeneous Functions Using Flexible Functional Forms by Christopher J. O'Donnell

Ronald Bewley and William E. Griffiths, A Forecasting Comparison of Classical and Bayesian Methods for Modelling Logistic Diffusion, No. 107 - September 1999.

C. O'Donnell, A. Smith and J. Madison, Using Individual Attributes to Explain Variations in the Incidence of Violence Against Women, No. 106 - August 1999.

Duangkamon Chotikapanich and William E. Griffiths, Flexible Distributed Lags, No. 105 - July 1999.

William E. Griffiths, Heteroskedasticity, June 1999.

Duangkamon Chotikapanich and William E. Griffiths, Finite Sample Inference in the SUR Model No. 103 - April 1999.

William E. Griffiths and Duangkamon Chotikapanich, A Sample Size Requirement for SUR Estimation, No. 102 - April 1999.

The Competitive Structure of the Australian Beef Industry: Accounting for Trade, Zhao, Z, Griffith, G.R. and Mullen, J.D., No. 101 - October 1998.

Probability Distributions for Economic Surplus Changes: The Case of Technical Change in the Australian Wool Industry, Zhao, Z, Griffiths, W.E., Griffith, G.R. and Mullen, J.D., No. 100 - October 1998.

A Simple Least Squares Covariance Estimator, Consistent for Autocorrelated Error Models. Howard E. Doran, No. 99 - July 1998.

Posterior Distributions for the Gini Coefficient Using Grouped Data. Duangkamon Chotikapanich and William E. Griffiths, No. 98 - July 1998.

Is the Australian Wool Futures Market Efficient? Jeremy Graham-Higgs, Alicia N. Rambaldi and Brian Davidson, No. 97 - July 1998.

Multiple Time Series Models and Testing for Causality and Exogeneity: A Review, Alicia N. Rambaldi, No. 96 - May 1997.

Application of Linear Time-Varying Constraints: A Different Approach. Howard E. Doran and Alicia N. Rambaldi, No. 95 - December 1996.

The Sensitivity of Consumer Surplus Estimation to Functional Form Specification. Duangkamon Chotikapanich and William E. Griffiths, No. 94 - December 1996.

Bayesian Methodology for Imposing Inequality Constraints on a Linear Expenditure System with Demographic Factors. William E. Griffiths andDuangkamon Chotikapanich, No. 93 - December 1996.

Estimation of Risk Response by Australian Wheat Producers. Alicia N. Rambaldi and Phil Simmons, No. 92 - December 1996.

An Analysis of Attendance at Voluntary Residential Schools. Bernard Conlon, No. 91 - December 1996.

A Probit Analysis of the Incidence of the Cotton Leaf Curl Virus in Punjab, Pakistan. Munir Ahmad and George E. Battese, No. 90 - September 1996.

Inefficiency, Uncertainty and the Structure of Cost, Cost-share and Input-demand Functions. C.J. O'Donnell, No. 89 - August 1996.

Testing for Granger Non-causality in Cointegrated Systems Made Easy. Alicia N. Rambaldi and Howard E. Doran, No. 88 - August 1996.

Bayesian Estimation of Some Australian ELES-based Equivalence Scales. William Griffiths and Rebecca Valenzuela, No. 87 - May 1996.

On the Estimation of Production Functions Involving Explanatory Variables Which Have Zero Values. George E. Battese, No. 86 - May 1996.

New Guinea Gold or Bust: Detection of Trends in the Quality of Coffee Exports in Papua New Guinea. Chai McConnell, Alicia Rambaldi and Euan Fleming, No. 85 - March 1996.

An Improved Heckman Estimator for the Tobit Model. Getachew Asgedom Tessema, Howard Doran and William Griffiths, No. 84 - March 1996.

Applying Linear Time-varying Constraints to Econometric Models: An Application of the Kalman Filter. Howard E. Doran and Alicia N. Rambaldi, No. 83 - November 1995.

Unemployment, GDP, and Crime Rate: The Short- and Long-run Relationship for the Australian Case. Alicia N. Rambaldi, Tony Auld and Jonathan Baldry, No. 82 - November 1995.

Bayesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficients. Alan T.K. Wan and William E. Griffiths, No. 81 - November 1995.

Maximum Likelihood Estimation of Household Equivalence Scales from an Extended Linear Expenditure System: Application to the 1988 Australian Household Expenditure Survey. William E. Griffiths and Ma. Rebecca J. Valenzuela, No. 80 - November 1995.

Engel Scales for Australia, the Philippines and Thailand: A Comparative Analysis. Ma. Rebecca J. Valenzuela, No. 79 - August 1995.

Small Sample Performance of Non-Causality Tests in Cointegrated Systems. Hector O. Zapata and Alicia N. Rambaldi, No. 78 - December 1994.

Bayesian Predictors for an AR(1) Error Model. William E. Griffiths, No. 77 - September 1994.

Identification of Factors which Influence the Technical Inefficiency of Indian Farmers. T.J. Coelli and G.E. Battese, No. 76 - September 1994.

Predicting the Severity of Motor Vehicle Accident Injuries Using Models of Ordered Multiple Choice. C.J. O'Donnell and D.H. Connor, No. 75 - September 1994.

A Bayesian Estimator of the Linear Regression Model with an Uncertain Inequality Constraint. W.E. Griffiths and A.T.K. Wan, No. 74 - May 1994.

A Monte Carlo Analysis of Alternative Estimators of the Tobit Model. Getachew Asgedom Tessema, No. 73 - April 1994.

An Investigation of Stochastic Frontier Production Functions Involving Farmer Characteristics Using ICRISAT Data From Three Indian Villages. G.E. Battese and M. Bernabe, No. 72 - December 1993.

Measurement of Total Factor Productivity Growth and Biases in Technological Change in Western Australian Agriculture. Tim J. Coelli, No. 71 - December 1993.

Finite Sample Properties of Stochastic Frontier Estimators and Associated Test Statistics. Tim Coelli, No. 70 - November 1993.

A Stochastic Frontier Production Function Incorporating A Model For Technical Inefficiency Effects. G.E. Battese and T.J. Coelli, No. 69 - October 1993.

A MIMIC Approach to the Estimation of the Supply and Demand for Construction Materials in the U.S. Alicia N. Rambaldi, R. Carter Hill and Stephen Farber, No. 68 - August 1993.

Income Inequality in Asia, 1960-1985: A Decomposition Analysis. Ma. Rebecca J. Valenzuela, No. 67 - April 1993.

A Stochastic Frontier Production Function Incorporating Flexible Risk Properties. Guang H. Wan and George E. Battese, No. 66 - June 1992.

The Demand for Australian Wool: A Simultaneous Equations Model Which Permits Endogenous Switching. C.J. O'Donnell, No. 65 - June 1992.

Estimation of Stochastic Frontier Production Functions with Time-Varying Parameters and Technical Efficiencies Using Panel Data from Indian Villages. G.E. Battese and G.A. Tessema, No. 64 - May 1992.

A Study of the Income Distribution Underlying the Rasche, Gaffney, Koo and Obst Lorenz Curve. Duangkamon Chotikapanich, No. 63 - May 1992.

Overnight Money-Market Interest Rates, The Term Structure and The Transmission Mechanism. Colin Hargreaves, No. 62 - November 1991.

A Disequilibrium Model of the Australian Manufacturing Sector. Colin Hargreaves and Melissa Hope, No. 61 - October 1991.

A Comparison of Alternative Functional Forms for the Lorenz Curve. Duangkamon Chotikapanich, No. 60 - October 1991.

The Role of Covenants in Venture Capital Investment Agreements. Barbara Cornelius and Colin Hargreaves, No. 59 - October 1991.

Securities and Risk Reduction in Venture Capital Investment Agreements. Barbara Cornelius and Colin Hargreaves, No. 58 - October 1991.

Maximum Likelihood Estimation of Stochastic Frontier Production Functions with Time-Varying Technical Efficiency using the Computer Program, FRONTIER Version 2.0. T.J. Coelli, No. 57 - October 1991.

Frontier Production Functions, Technical Efficiency and Panel Data: With Application to Paddy Farmers in India. G.E. Battese and T.J. Coelli, No. 56 - November 1991.

Modelling Money Demand in Australian Economy-Wide Models: Some Preliminary Analyses. Colin Hargreaves, No. 55 - October 1991.

Competitiveness Indices and the Trade Performance of the Australian Manufacturing Sector. C. Hargreaves, J. Harrington and A.M. Siriwardarna, No. 54 - October 1991.

Estimation of Australian Wool and Lamb Production Technologies: An Error Components Approach. C.J. O'Donnell and A.D. Woodland, No. 53 - October 1991.

Testing Non-Nested Models. Howard E. Doran, No. 52 - May 1991.

Consistent OLS Covariance Estimator and Misspecification Test for Models with Stationary Errors of Unspecified Form. Howard E. Doran, No. 51 - May 1991.

Frontier Production Functions and Technical Efficiency: A Survey of Empirical Applications in Agricultural Economics. George E. Battese, No. 50 - May 1991.

A Generalized Theil-Tornqvist Index for Multilateral Comparisons. D.S. Prasada Rao and E.A. Selvanathan, No. 49 - November 1990.

Prediction of the Probability of Successful First-Year University Studies in Terms of High School Background: With Application to the Faculty of Economics at the University of New England. D.M. Dancer and H.E. Doran, No. 48 - September 1990.

A Method for the Computation of Standard Errors for Geary-Khamis Parities and International Prices. D.S. Prasada Rao and E.A. Selvanathan, No. 47 - September 1990.

Multiple Minima in the Estimation of Models with Autoregressive Disturbances. Howard Doran and Jan Kmenta, No. 46 - May 1990.

Constraining Kalman Filter and Smoothing Estimates to Satisfy Time-Varying Restrictions. Howard Doran, No. 45 - May 1990.

Using The Kalman Filter to Estimate Sub-Populations. Howard E. Doran, No. 44 - March 1990.

A Geometrical Expository Note on Hausman's Specification Test. Howard E. Doran, No. 43 - March 1990.

Confidence Intervals for Impulse Responses from VAR Models: A Comparison of Asymptotic Theory and Simulation Approaches. William Griffiths and Helmut Lütkepohl, No. 42 - March 1990.

The Optimality of Capacity Sharing in Stochastic Dynamic Programming Problems of Shared Reservoir Operation. Chris M. Alaouze, No. 41 - November 1989.

Estimation of Risk Effects with Seemingly Unrelated Regressions and Panel Data. Guang H. Wan, William E. Griffiths and Jock R. Anderson, No. 40 - September 1989.

A Mixed Integer Linear Programming Evaluation of Salinity and Waterlogging Control Options in the Murray-Darling Basin of Australia. Chris M. Alaouze and Campbell R. Fitzpatrick, No. 39 - August 1989.

An Additive Property of the Inverse of the Survivor Function and the Inverse of the Distribution Function of a Strictly Positive Random Variable with Applications to Water Allocation Problems. Chris M. Alaouze, No. 38 - July 1989.

The Management of Irrigation Water During Drought. Chris M. Alaouze, No. 37 - April 1989.

Testing and Estimating Location Vectors Under Heteroskedasticity. William Griffiths and George Judge, No. 36 - February 1989.

An Introduction to Australian Economy-Wide Modelling. Colin P. Hargreaves, No. 35 - February 1989.

Estimation of Frontier Production Functions: A Guide to the Computer Program, FRONTIER. Tim J. Coelli, No. 34 - February 1989.

Estimation of Frontier Production Functions and the Efficiencies of Indian Farms Using Panel Data from ICRISAT's Village Level Studies. G.E. Battese, T.J. Coelli and T.C. Colby, No. 33 - January 1989.

Confidence Intervals for the Expected Average Marginal Products of Cobb-Douglas Factors With Applications of Estimating Shadow Prices and Testing for Risk Aversion. Chris M. Alaouze, No. 32 - September 1988.

Bayesian Econometrics and How to Get Rid of Those Wrong Signs. William E. Griffiths, No. 31 - November 1987.

Further Results on Interval Estimation in an AR(1) Error Model. H.E. Doran, W.E. Griffiths and P.A. Beesley, No. 30 - August 1987.

A General Equilibrium Approach to the Construction of Multilateral Index Numbers. D.S. Prasada Rao and J. Salazar-Carrillo, No. 29 - August 1986.

On the Prediction of Technical Efficiencies, Given the Specifications of a Generalized Frontier Production Function and Panel Data on Sample Firms. George E. Battese, No. 28 - June 1986.

Estimation of Elasticities of Substitution for CES and VES Production Functions Using Firm-Level Data for Food-Processing Industries in Pakistan. George E. Battese and Sohail J. Malik, No. 27 - May 1986.

Estimation of Elasticities of Substitution for CES Production Functions Using Aggregative Data on Selected Manufacturing Industries in Pakistan. George E. Battese and Sohail J. Malik, No. 26 - April 1986.

Identification and Estimation of Elasticities of Substitution for Firm-Level Production Functions Using Aggregative Data. George E. Battese and Sohail J. Malik, No. 25 - April 1986.

A Frontier Production Function for Panel Data: With Application to the Australian Dairy Industry. T.J. Coelli and G.E. Battese, No. 24 - February 1986.

A Bayesian Framework for Optimal Input Allocation with an Uncertain Stochastic Production Function. William E. Griffiths, No. 23 - February 1986.

An Investigation into the Small Sample Properties of Covariance Matrix and Pre-Test Estimators for the Probit Model. William E. Griffiths, R. Carter Hill and Peter J. Pope, No. 22 - November 1985.

On Using Durbin's h-Test to Validate the Partial-Adjustment Model. H.E. Doran, No. 21 - November 1985.

A Walrasian Exchange Equilibrium Interpretation of the Geary-Khamis International Prices. D.S. Prasada Rao, No. 20 - October 1985.

A Monte Carlo Evaluation of the Power of Some Tests For Heteroscedasticity. 
W.E. Griffiths and K. Surekha, No. 19 - August 1985.

A Further Consideration of Causal Relationships Between Wages and Prices. J.W.B. Guise and P.A.A. Beesley, No. 18 - February 1985.

Diagnostic Tests for the Partial Adjustment and Adaptive Expectations Models. H.E. Doran, No. 17 - February 1985.

Networking or Transhipment? Optimisation Alternatives for Plant Location Decisions. H.I. Toft and P.A. Cassidy, No. 16 - February 1985.

An Error Components Model for Prediction of County Crop Areas Using Survey and Satellite Data. George E. Battese and Wayne A. Fuller, No. 15 - February 1982.

An Analysis of the Linkages Between the Consumer Price Index and the Average Minimum Weekly Wage Rate. Pauline Beesley, No. 14 - July 1981.

On the Relative Efficiency of Estimators Which Include the Initial Observations in the Estimation of Seemingly Unrelated Regressions with First Order Autoregressive Disturbances. H.E. Doran and W.E. Griffiths, No. 13 - June 1981.

A Lack-Of-Fit Test in the Presence of Heteroscedasticity. Howard E. Doran and Jan Kmenta, No. 12 - April 1981.

Using Time-Series and Cross-Section Data to Estimate a Production Function with Positive and Negative Marginal Risks. W.E. Griffiths and J.R. Anderson, No. 11 - December 1980.

A Comparison of Purchasing Power Parity Between the Pound Sterling and the Australian Dollar - 1979. W.F. Shepherd and D.S. Prasada Rao, No. 10 - October 1980.

A New System of Log-Change Index Numbers for Multilateral Comparisons. D.S. Prasada Rao, No. 9 - October 1980.

The Demand for Sawn Timber: An Application of the Diewert Cost Function. Howard E. Doran and David F. Williams, No. 8 - September 1979.

Estimation of Household Expenditure Functions: An Application of a Class of Heteroscedastic Regression Models. George E. Battese and Bruce P. Bonyhady, No. 7 - September 1979.

Omission of the Weighted First Observation in an Autocorrelated Regression Model: A Discussion of Loss of Efficiency. Howard E. Doran, No. 6 - June 1979.

Construction of Cost-Of-Living Index Numbers - A Unified Approach. D.S. Prasada Rao, No. 5 - April 1979.

On R²-Statistics for the General Linear Model with Nonscalar Covariance Matrix. G.E. Battese and W.E. Griffiths, No. 4 - April 1979.

A Note on A Bayesian Estimator in an Autocorrelated Error Model. William Griffiths and Dan Dao, No. 3 - April 1979.

Stability Conditions in the Use of Fixed Requirement Approach to Manpower Planning Models. Howard E. Doran and Rozany R. Deen, No. 2 - March 1979.

The Prior Likelihood and Best Linear Unbiased Prediction in Stochastic Coefficient Linear Models. Lung-Fei Lee and William E. Griffiths, No. 1 - March 1979.