Anthony David Hall

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Research profile

author of:

• Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model (RePEc:aah:create:2021-13)
  by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta
• A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis (RePEc:bes:jnlbes:v:7:y:1989:i:1:p:95-106)
  by Hall, A D & McAleer, Michael
• The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? (RePEc:bla:ausecp:v:34:y:1995:i:64:p:50-61)
  by Hall, A D & Vella, Francis
• Unknown item RePEc:bla:ausecp:v:40:y:2001:i:4:p:520-40 (article)
• Regulatory Tools and Price Changes in Futures Markets (RePEc:bla:ausecp:v:40:y:2001:i:4:p:520-540)
  by Anthony D. Hall & Paul Kofman
• Testing Separate Time Series Models (RePEc:bla:jtsera:v:9:y:1988:i:2:p:169-189)
  by Michael McAleer & C. R. McKenzie & A. D. Hall
• Some notes on a dynamic model of international fishing (RePEc:cmt:pumath:puma2004v015pp0045-0054)
  by Hall, A.D., Szidarovszky, F. & Zhao, J.
• Worldwide Rankings of Research Activity in Econometrics: 1980–1985 (RePEc:cup:etheor:v:3:y:1987:i:02:p:171-194_01)
  by Hall, A. D.
• Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 (RePEc:cup:etheor:v:6:y:1990:i:01:p:1-16_00)
  by Hall, A. D.
• Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models (RePEc:ecm:wc2000:1213)
  by Anthony Hall & Soosung Hwang & Stephen E. Satchell
• Resiliency of the limit order book (RePEc:eee:dyncon:v:61:y:2015:i:c:p:222-244)
  by Lo, Danny K. & Hall, Anthony D.
• Tests of non-nested linear regression models subject to linear restrictions (RePEc:eee:ecolet:v:27:y:1988:i:4:p:341-348)
  by Pesaran, M. H. & Hall, A. D.
• Confidence contours for two test statistics for non-nested regression models (RePEc:eee:econom:v:21:y:1983:i:1:p:155-160)
  by Hall, A. D.
• Modelling the buy and sell intensity in a limit order book market (RePEc:eee:finmar:v:10:y:2007:i:3:p:249-286)
  by Hall, Anthony D. & Hautsch, Nikolaus
• Using Bayesian variable selection methods to choose style factors in global stock return models (RePEc:eee:jbfina:v:26:y:2002:i:12:p:2301-2325)
  by Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E.
• A study of various score test statistics for heteroscedasticity in the general linear model (RePEc:eee:matcom:v:33:y:1992:i:5:p:563-568)
  by Hall, A.D.
• Parametric forecasts of Australian yield curves (RePEc:eee:matcom:v:48:y:1999:i:4:p:541-549)
  by Hall, A.D
• Macro-Econometric System Modelling @75 (RePEc:een:camaaa:2013-67)
  by Tony Hall & Jan Jacobs & Adrian Pagan
• Treasury Bi;; Yield Curves And Cointegration (RePEc:fth:aunaec:215)
  by Anderson, H.M. & Granger, C.W.G. & Hall, A.D.
• Modelling the Term Structure (RePEc:fth:aunaec:284)
  by Pagan, A.R. & Hall, A.D. & Martin, V.
• Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks (RePEc:gam:jecnmx:v:11:y:2023:i:1:p:5-:d:1059591)
  by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta
• A nonlinear time series model of El Niño (RePEc:hhs:hastef:0263)
  by Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo
• The LIML and Related Estimators of an Equation with Moving Average Disturbances (RePEc:ier:iecrev:v:22:y:1981:i:3:p:719-30)
  by Hall, Anthony David & Pagan, Adrian Rodney
• What Corporate Social Responsibility Activities are Valued by the Market? (RePEc:kap:jbuset:v:76:y:2007:i:2:p:189-206)
  by Ron Bird & Anthony D. Hall & Francesco Momentè & Francesco Reggiani
• A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market (RePEc:kud:kuiedp:0407)
  by Anthony D. Hall & Nikolaus Hautsch
• A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market (RePEc:kud:kuiefr:200403)
  by Anthony D. Hall & Nikolaus Hautsch
• Order Aggressiveness and Order Book Dynamics (RePEc:kud:kuiefr:200504)
  by Anthony D. Hall & Nikolaus Hautsch
• Assessing the Variability of Inflation (RePEc:oup:restud:v:50:y:1983:i:4:p:585-596.)
  by A. R. Pagan & A. D. Hall & P. K. Trivedi
• The anatomy of portfolio skewness and kurtosis (RePEc:pal:assmgt:v:14:y:2013:i:4:d:10.1057_jam.2013.18)
  by Anthony D Hall & Stephen E Satchell
• Macro-Econometric System Modelling @75 (RePEc:qut:auncer:2013_7)
  by Tony Hall & Jan Jacobs & Adrian Pagan
• A Survival Analysis of Australian Equity Mutual Funds (RePEc:sae:ausman:v:28:y:2003:i:2:p:209-226)
  by A. Colin Cameron & Anthony D. Hall
• Order aggressiveness and order book dynamics (RePEc:spr:empeco:v:30:y:2006:i:4:p:973-1005)
  by Anthony Hall & Nikolaus Hautsch
• Order aggressiveness and order book dynamics (RePEc:spr:stecpp:978-3-7908-1992-2_7)
  by Anthony D. Hall & Nikolaus Hautsch
• Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice (RePEc:taf:applec:v:47:y:2015:i:45:p:4801-4813)
  by A. D. Hall & S. E. Satchell & P. J. Spence
• A Cointegration Analysis of Treasury Bill Yields (RePEc:tpr:restat:v:74:y:1992:i:1:p:116-26)
  by Hall, Anthony D & Anderson, Heather M & Granger, Clive W J
• Diagnostic tests as residual analysis (RePEc:uts:ppaper:1983-1)
  by Adrian R Pagan & Anthony D Hall
• The prediction of earnings movements using accounting data: An update and extension of Ou and Penman (RePEc:uts:ppaper:2001-2)
  by Ron Bird & Richard Gerlach & Anthony D Hall
• A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems (RePEc:uts:ppaper:2007-6)
  by Ferenc Szidarovszky & Emery A. Coppola Jr & Jingjie Long & Anthony D Hall & Mary M. Poulton
• The anatomy of portfolio skewness and kurtosis (RePEc:uts:ppaper:2013-7)
  by Anthony D Hall & Stephen E Satchell
• A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market (RePEc:uts:rpaper:121)
  by Anthony D. Hall & Nikolaus Hautsch
• Modelling Adverse Selection on Electronic Order-Driven Markets (RePEc:uts:rpaper:220)
  by Louis R. Mercorelli & David Michayluk & Anthony D. Hall
• Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits (RePEc:uts:rpaper:3)
  by Anthony D. Hall & Paul Kofman & Ron Guido
• Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models (RePEc:uts:rpaper:31)
  by Anthony D. Hall & Soosung Hwang & Steve Satchell
• A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information (RePEc:uts:rpaper:47)
  by Richard Gerlach & Ron Bird & Anthony D. Hall
• Migration of Price Discovery With Constrained Futures Markets (RePEc:uts:rpaper:70)
  by Anthony D. Hall & Paul Kofman & Steve Manaster
• A Survival Analysis of Australian Equity Mutual Funds (RePEc:uts:rpaper:94)
  by A. Colin Cameron & Anthony D. Hall
• Limits to linear price behavior: futures prices regulated by limits (RePEc:wly:jfutmk:v:21:y:2001:i:5:p:463-488)
  by Robert I. Webb & Anthony D. Hall & Paul Kofman
• Migration of price discovery in semiregulated derivatives markets (RePEc:wly:jfutmk:v:26:y:2006:i:3:p:209-241)
  by Anthony D. Hall & Paul Kofman & Steven Manaster