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Terrell, R. Deane's
Scholarly Papers
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Total
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2,793 |
Total
Citations
64 |
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1.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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299
(48,943)
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Causal relation analysis, the Euro exchange rate with the US dollar, zero-non-zero patterned time-series modelling
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2.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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257
(58,038)
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Purchasing Power Parity, Taiwan Foreign Exchange Market
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3.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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222
(67,955)
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Kernel bandwidth application; variable forgetting factor; subset autoregressive model
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4.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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220
(68,601)
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1
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Purchasing Power Parity, Vector Error Correction Modelling
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5.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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201
(75,191)
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1
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6.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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172
(87,402)
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Forecasting the Indonesian Rupiah
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7.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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147
(100,738)
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1
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Housing activity, leading indicator
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8.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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121
(118,552)
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ZNZ patterned vector error-correction modelling, Cointegration, Metals markets, General economic activity, Price formation
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9.
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The Recursive Fitting of Subset VARX Models - Financial and Economic Forecasting (Chapter 8)
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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Posted:
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24 Feb 03
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Last Revised:
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01 May 03
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111
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4
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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0
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Keywords: Recursive Fitting, Time Series, VARX Models
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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111
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4
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Recursive Fitting, Time Series, VARX Models
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10.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management Wu, Soushan
Securities & Futures Institute
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102
(134,705)
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Causal links, Price deflation, exchange rate crises
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11.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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100
(136,549)
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The 'Derived' Moving-Average Model, causality
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12.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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97
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3
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13.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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85
(152,094)
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Analysing, Forecasting the Taiwanese Exchange Rate
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14.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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80
(157,949)
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6
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Algorithm, Recursive fitting, Subset vector autoregressions, Vector autoregressions
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15.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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77
(161,703)
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Analysing, Forecasting the New Taiwanese Dollar (1992)
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16.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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71
(169,659)
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7
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cointegration, vector error correction modelling, zero entry, tree pruning
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17.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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69
(172,449)
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Wage Inflation, Minimum Award Rates, Multivariate Subset Autoregressive Modelling
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18.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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66
(176,619)
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6
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Initial state vector, Model reduction, Subset vector autoregression
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19.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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65
(178,047)
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8
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block Choleski decomposition, Hocking's 1-lag reduction algorithm, leaps and bounds algorithm
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20.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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63
(181,091)
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21.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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62
(182,593)
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7
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Multivariate Subset Autoregressive Modelling, Zero Constraints, Detecting Overall Causality
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22.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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33
(237,888)
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9
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Sequential Fitting, Multichannel Subset Autoregressions, Prewindowed Case
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23.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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33
(237,888)
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4
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Subset AR, recursions, model selection criteria
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24.
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Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Penm, Jammie H.
Independent Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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28
(251,350)
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Multichannel Subset FIR System, Potentially Nonstationary Environment, Prewindowed Case
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25.
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Brailsford, Tim
Bond University Penm, Jack H.W.
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce Terrell, R. Deane
Australian National University (ANU) - National Graduate School of Management
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12
(306,539)
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7
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