Stan Hurn
Names
Identifer
Contact
Affiliations
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National Centre for Econometric Research (NCER) (weight: 50%)
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Queensland University of Technology
/ Business School
/ School of Economics and Finance (weight: 50%)
Research profile
author of:
- Asymmetric unemployment rate dynamics in Australia (RePEc:aah:create:2010-02)
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh - A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market (RePEc:aah:create:2014-09)
by A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta - Transition from the Taylor rule to the zero lower bound (RePEc:aah:create:2018-31)
by Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta - It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices (RePEc:aen:journl:2009v30-01-a02)
by Timothy Christensen & Stan Hurn & Kenneth Lindsay - The Effect of Transmission Constraints on Electricity Prices (RePEc:aen:journl:ej38-4-hurn)
by Adam E. Clements & A. Stan Hurn & Zili Li - Mobius-Like Mappings and Their Use in Kernel Density Estimation (RePEc:bes:jnlasa:v:98:y:2003:p:993-1000)
by Clements A. & Hurn S. & Lindsay K. - Modelling Wages and Prices in Australia (RePEc:bla:ecorec:v:83:y:2007:i:261:p:143-158)
by Gunnar Bårdsen & Stan Hurn & Zoë Mchugh - Modelling Spikes in Electricity Prices (RePEc:bla:ecorec:v:83:y:2007:i:263:p:371-382)
by Ralf Becker & Stan Hurn & Vlad Pavlov - Semi-parametric Forecasting of Spikes in Electricity Prices (RePEc:bla:ecorec:v:89:y:2013:i:287:p:508-521)
by Adam Clements & Joanne Fuller & Stan Hurn - Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed (RePEc:bla:ecorec:v:97:y:2021:i:319:p:525-547)
by Stan Hurn & Jing Tian & Lina Xu - Cointegration and Dynamic Time Series Models (RePEc:bla:jecsur:v:6:y:1992:i:1:p:1-43)
by Muscatelli, Vito Antonio & Hurn, A Stan - On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations (RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63)
by A. S. Hurn & K. A. Lindsay & V. L. Martin - Change Detection and the Causal Impact of the Yield Curve (RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987)
by Shuping Shi & Peter C. B. Phillips & Stan Hurn - Modelling the Demand for M4 in the U.K (RePEc:bla:manch2:v:64:y:1996:i:1:p:70-78)
by Hurn, A S & Muscatelli, V A - Testing Superexogeneity: The Demand for Broad Money in the UK (RePEc:bla:obuest:v:54:y:1992:i:4:p:543-56)
by Hurn, A S & Muscatelli, V A - On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate (RePEc:bla:obuest:v:64:y:2002:i:5:p:547-564)
by A. S. Hurn & K. A. Lindsay - Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim (RePEc:bla:reviec:v:2:y:1994:i:2:p:179-90)
by Enders, Walter & Hurn, Stan - Causality, Predictability and Monetary Targets in South Africa (RePEc:bla:sajeco:v:59:y:1991:i:4:p:229-241)
by A.S. Hurn - The Long‐run Properties of the Demand for M3 in South Africa (RePEc:bla:sajeco:v:60:y:1992:i:2:p:93-101)
by A.S. Hurn & V.A. Muscatelli - The Money‐income Causality Debate in South Africa: Reply (RePEc:bla:sajeco:v:61:y:1993:i:1:p:58-60)
by A.S. Hurn - Measuring Attitudes Towards Inequality (RePEc:bla:scandj:v:101:y:1999:i:1:p:83-96)
by Yoram Amiel & John Creedy & Stan Hurn - Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data (RePEc:bla:scotjp:v:40:y:1993:i:3:p:311-22)
by Hurn, A S - In Search of Time-Varying Term Premia in the London Interbank Market (RePEc:bla:scotjp:v:42:y:1995:i:2:p:152-64)
by Hurn, A S & McDonald, A D & Moody, T - Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc (RePEc:bla:scotjp:v:50:y:2003:i:3:p:217-231)
by James Forder & Stan Hurn - WHITTLE: Stata module to compute long-memory parameter via Whittle method (RePEc:boc:bocode:s458894)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - TVGC: Stata module to perform Time-Varying Granger Causality tests (RePEc:boc:bocode:s458916)
by Jesús Otero & Christopher F Baum & Stan Hurn - Testing for time-varying Granger causality (RePEc:boc:econ21:9)
by Christopher F Baum & Jesús Otero & Stan Hurn - Detecting Common Dynamics in Transitory Components (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3)
by Christensen Timothy & Hurn Stan & Pagan Adrian - Semi-Parametric Forecasting of Realized Volatility (RePEc:bpj:sndecm:v:15:y:2011:i:3:n:1)
by Becker Ralf & Clements Adam E & Hurn Stan - Asymmetric Unemployment Rate Dynamics in Australia (RePEc:bpj:sndecm:v:16:y:2012:i:1:n:3)
by Bårdsen Gunnar & Hurn Stanley & McHugh Zöe - Transition from the Taylor rule to the zero lower bound (RePEc:bpj:sndecm:v:26:y:2022:i:5:p:635-647:n:5)
by Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo - Linearizations and Equilibrium Correction Models (RePEc:bpj:sndecm:v:8:y:2004:i:4:n:5)
by Bårdsen Gunnar & Hurn Stan & Lindsay Kenneth A. - Modeling directional (circular) time series (RePEc:cam:camdae:1971)
by Harvey, A. & Hurn, S. & Thiele, S. - Econometric Modelling with Time Series (RePEc:cup:cbooks:9780521139816)
by Martin,Vance & Hurn,Stan & Harris,David - Econometric Modelling with Time Series (RePEc:cup:cbooks:9780521196604)
by Martin,Vance & Hurn,Stan & Harris,David - "Change Detection and the Causal Impact of the Yield Curve (RePEc:cwl:cwldpp:2058)
by Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi - Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship (RePEc:cwl:cwldpp:2059)
by Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips - Teaching Financial Econometrics to Students Converting to Finance (RePEc:cwl:cwldpp:2397)
by Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu - Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data (RePEc:ecj:econjl:v:104:y:1994:i:423:p:363-71)
by Hurn, A S & Wright, Robert E - Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity (RePEc:ecm:ausm04:348)
by Stan Hurn - Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility (RePEc:ecm:ausm04:46)
by Scott I. White & Adam E. Clements & Stan Hurn - Practitioner's Corner: Introduction (RePEc:eee:ecanpo:v:38:y:2008:i:2:p:343-343)
by Hurn, Stan & Lindsay, kenneth - The Devil is in the Detail: Hints for Practical Optimisation (RePEc:eee:ecanpo:v:38:y:2008:i:2:p:345-368)
by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A. - Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity (RePEc:eee:ecanpo:v39:y:2009:i:2:p:311-326)
by Stan Hurn & Ralf Becker - An empirical investigation of herding in the U.S. stock market (RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192)
by Clements, Adam & Hurn, Stan & Shi, Shuping - Asset pricing puzzles in finance: Introduction (RePEc:eee:ecofin:v:17:y:2006:i:2:p:103-105)
by Hurn, Stan & Siklos, Pierre L. - A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (RePEc:eee:econom:v:172:y:2013:i:1:p:106-126)
by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J. - Modelling circular time series (RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001446)
by Harvey, Andrew & Hurn, Stan & Palumbo, Dario & Thiele, Stephen - The dynamics of U.S. industrial production: A time-varying Granger causality perspective (RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22)
by Baum, Christopher F. & Hurn, Stan & Otero, Jesús - Forecasting day-ahead electricity load using a multiple equation time series approach (RePEc:eee:ejores:v:251:y:2016:i:2:p:522-530)
by Clements, A.E. & Hurn, A.S. & Li, Z. - Volatility transmission in global financial markets (RePEc:eee:empfin:v:32:y:2015:i:c:p:3-18)
by Clements, A.E. & Hurn, A.S. & Volkov, V.V. - Modelling interregional links in electricity price spikes (RePEc:eee:eneeco:v:51:y:2015:i:c:p:383-393)
by Clements, A.E. & Herrera, R. & Hurn, A.S. - Strategic bidding and rebidding in electricity markets (RePEc:eee:eneeco:v:59:y:2016:i:c:p:24-36)
by Clements, A.E. & Hurn, A.S. & Li, Z. - Forecasting quantiles of day-ahead electricity load (RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71)
by Li, Z. & Hurn, A.S. & Clements, A.E. - Forecasting spikes in electricity prices (RePEc:eee:intfor:v:28:y:2012:i:2:p:400-411)
by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A. - Selecting volatility forecasting models for portfolio allocation purposes (RePEc:eee:intfor:v:31:y:2015:i:3:p:849-861)
by Becker, R. & Clements, A.E. & Doolan, M.B. & Hurn, A.S. - Housing networks and driving forces (RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685)
by Hurn, Stan & Shi, Shuping & Wang, Ben - Common trends in global volatility (RePEc:eee:jimfin:v:67:y:2016:i:c:p:194-214)
by Clements, A.E. & Hurn, A.S. & Volkov, V.V. - Asymmetric price adjustment and the Phillips curve (RePEc:eee:jmacro:v:24:y:2002:i:3:p:395-412)
by Enders, Walter & Hurn, Stan - Unobservable cyclical components in term premia of fixed-term financial instruments (RePEc:eee:matcom:v:39:y:1995:i:3:p:403-409)
by McDonald, A.David & Hurn, A.Stan - Isolating cyclical patterns in irregular time-series data (RePEc:eee:matcom:v:43:y:1997:i:3:p:405-412)
by Hurn, A.S. & McDonald, A.D. - Common trends and generalized purchasing power parity (RePEc:eee:matcom:v:43:y:1997:i:3:p:437-443)
by Enders, Walter & Hurn, Stan - Estimating the parameters of stochastic differential equations by Monte Carlo methods (RePEc:eee:matcom:v:43:y:1997:i:3:p:495-501)
by Stan Hurn, A. & Lindsay, K.A. - Estimating the parameters of stochastic differential equations (RePEc:eee:matcom:v:48:y:1999:i:4:p:373-384)
by Hurn, A.S. & Lindsay, K.A. - Using discrete-time techniques to test continuous-time models for nonlinearity in drift (RePEc:eee:matcom:v:64:y:2004:i:1:p:121-131)
by Becker, R. & Hurn, A.S. - Contemporary Issues in Economics and Econometrics (RePEc:elg:eebook:3277)
by None - Unknown item RePEc:eme:cea111:s0573-8555(05)76009-0 (chapter)
- Modeling Inflation and Money Demand Using a Fourier-Series Approximation (RePEc:eme:ceazzz:s0573-8555(05)76009-0)
by Ralf Becker & Walter Enders & Stan Hurn - Unknown item RePEc:eme:cfri00:cfri-12-2018-0155 (article)
- Revisiting the numerical solution of stochastic differential equations (RePEc:eme:cfripp:cfri-12-2018-0155)
by Stan Hurn & Kenneth A. Lindsay & Lina Xu - Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments (RePEc:fth:tasman:1993-10)
by McDonald, A.D. & Hurn, A.S. - Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market (RePEc:fth:tasman:1994-11)
by Hurn, A.S. & McDonald, A.D. - Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors (RePEc:gam:jecnmx:v:7:y:2019:i:1:p:5-:d:198651)
by Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov - Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise (RePEc:gla:glaewp:9806)
by Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn - The Bootstrap (RePEc:hal:journl:hal-03136351)
by Russell Davidson & Stan Hurn - The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation (RePEc:mlb:wpaper:471)
by Hurn, A.S. - Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods (RePEc:mlb:wpaper:472)
by Hurn, A.S. & Lindsay, K.A. - Isolating Cyclical Patterns in Irregular Time Series Data (RePEc:mlb:wpaper:473)
by Hurn, A.S. & McDonald, A.D. - Modelling the Lifespan of Human T Lymphocyte Subsets (RePEc:mlb:wpaper:496)
by Hurn, A.S. - Time Series Evidence of Global Warming (RePEc:mlb:wpaper:502)
by Hurn, A.S. & Lindsay, K.A. - Distributional Preferences and the Extended Gini Measures of Inequality (RePEc:mlb:wpaper:619)
by Creedy, J. & Hurn, S. - The Generic Properties of Equilibrium Correction Mechanisms (RePEc:nst:samfok:0402)
by Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay - A smooth-transition model of the Australian unemployment rate (RePEc:nst:samfok:1002)
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh - Asymmetric unemployment rate dynamics in Australia (RePEc:nst:samfok:10810)
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh - Modelling Wages and Prices in Australia (RePEc:nst:samfok:1202)
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh - Modelling and forecasting wind drought (RePEc:nst:samfok:18219)
by Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay - A Comparative Study of Likelihood Approximations for Univariate Diffusions (RePEc:oup:jfinec:v:21:y:2023:i:3:p:852-879.)
by Stan Hurn & Kenneth Lindsay & Lina Xu - Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes (RePEc:oup:jfinec:v:21:y:2023:i:5:p:1759-1790.)
by A E Clements & A S Hurn & K A Lindsay & V Volkov - Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations (RePEc:oup:jfinec:v:5:y::i:3:p:390-455)
by A. S. Hurn & J. I. Jeisman & K. A. Lindsay - The Term Structure of Interest Rates in the London Interbank Market (RePEc:oup:oxecpp:v:47:y:1995:i:3:p:419-36)
by Hurn, A Stan & Moody, Terry & Muscatelli, V Anton - Identifying aggregate demand and supply shocks in a small open economy (RePEc:oup:oxecpp:v:59:y:2007:i:3:p:411-429)
by Walter Enders & Stan Hurn - Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 (RePEc:qut:auncer:2006-2)
by Stan Hurn & J.Jeisman & K.A. Lindsay - Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 (RePEc:qut:auncer:2006-3)
by Adam Clements & Stan Hurn & Scott White - Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 (RePEc:qut:auncer:2007-1)
by Adrian Pagan & Hashem Pesaran - Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 (RePEc:qut:auncer:2007-2)
by Stan Hurn & Ralf Becker - Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation (RePEc:qut:auncer:2007-3)
by A. Hurn & J. Jeisman & K. Lindsay - Momentum in Australian Stock Returns: An Update (RePEc:qut:auncer:2008-12)
by A. S. Hurn & V.Pavlov - It never rains but it pours: Modelling the persistence of spikes in electricity prices (RePEc:qut:auncer:2008-14)
by T M Christensen & A S Hurn & K A Lindsay - The Devil is in the Detail: Hints for Practical Optimisation (RePEc:qut:auncer:2008-21)
by T M Christensen & A S Hurn & K A Lindsay - Estimating the Payoffs of Temperature-based Weather Derivatives (RePEc:qut:auncer:2008-22)
by Adam Clements & A S Hurn & K A Lindsay - Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives (RePEc:qut:auncer:2008-23)
by Adam Clements & A S Hurn & K A Lindsay - Discrete time-series models when counts are unobservable (RePEc:qut:auncer:2008-24)
by T M Christensen & A. S. Hurn & K A Lindsay - Evaluating multivariate volatility forecasts (RePEc:qut:auncer:2009_50)
by Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker - Detecting Common Dynamics in Transitory Components (RePEc:qut:auncer:2009_62)
by Tim M Christensen & Stan Hurn & Adrian Pagan - Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy (RePEc:qut:auncer:2009_65)
by Vlad Pavlov & Stan Hurn - A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (RePEc:qut:auncer:2010_12)
by Stan Hurn & Andrew McClelland & Kenneth Lindsay - Asymmetric unemployment rate dynamics in Australia (RePEc:qut:auncer:2011_2)
by Gunnar Bardsen & Stan Hurn & Zoe McHugh - Selecting forecasting models for portfolio allocation (RePEc:qut:auncer:2012_8)
by Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker - A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing (RePEc:qut:auncer:2012_9)
by Stephen Hogg & Stan Hurn & Stuart McDonald & Alicia Rambaldi - On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options (RePEc:qut:auncer:2013_2)
by A S Hurn & Kenenth A Lindsay & Andrew McClelland - A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market (RePEc:qut:auncer:2014_01)
by A S Hurn & Annastiina Silvennoinen & Timo Terasvirta - Forecasting day-ahead electricity load using a multiple equation time series approach (RePEc:qut:auncer:2015_01)
by Adam Clements & Stan Hurn & Zili Li - Change Detection and the Casual Impact of the Yield Curve (RePEc:qut:auncer:2015_05)
by Stan Hurn & Peter C B Phillips & Shuping Shi - Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship (RePEc:qut:auncer:2016_04)
by Shuping Shi & Stan Hurn & Peter C B Phillips - Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations (RePEc:qut:sthurn:2006)
by Stan Hurn & J.Jeisman & K.A. Lindsay - Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation (RePEc:qut:sthurn:2006-01)
by Stan Hurn & J.Jeisman & K.A. Lindsay - Testing for nonlinearity in mean in the presence of heteroskedasticity (RePEc:qut:sthurn:2006-02)
by Stan Hurn & Ralf Becker - Momentum in Australian Stock Returns (RePEc:sae:ausman:v:28:y:2003:i:2:p:141-155)
by Stan Hurn & Vlad Pavlov - It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices (RePEc:sae:enejou:v:30:y:2009:i:1:p:25-48)
by Timothy Christensen & Stan Hurn & Kenneth Lindsay - The Effect of Transmission Constraints on Electricity Prices (RePEc:sae:enejou:v:38:y:2017:i:4:p:145-163)
by Adam E. Clements & A. Stan Hurn & Zili Li - Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach (RePEc:sae:enejou:v:44:y:2023:i:3:p:251-266)
by Stan Hurn & Vance Martin & Jing Tian - Specification tests for univariate diffusions (RePEc:taf:emetrv:v:41:y:2022:i:6:p:607-632)
by Stan Hurn & Vance L. Martin & Lina Xu - Estimating the Parameters of Stochastic Volatility Models Using Option Price Data (RePEc:taf:jnlbes:v:33:y:2015:i:4:p:579-594)
by A. S. Hurn & K. A. Lindsay & A. J. McClelland - A semi-parametric point process model of the interactions between equity markets (RePEc:tas:wpaper:23504)
by Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V - A simple linear alternative to multiplicative error models with an application to trading volume (RePEc:tas:wpaper:38716)
by Clements, Adam & Hurn, Stan & Volkov, Vladimir - Environmental Econometrics Using Stata (RePEc:tsj:spbook:eeus)
by Christopher F Baum & Stan Hurn - Local Whittle estimation of the long-memory parameter (RePEc:tsj:stataj:v:20:y:2020:i:3:p:565-583)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - The BDS test of independence (RePEc:tsj:stataj:v:21:y:2021:i:2:p:279-294)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - “What good is a volatility model?” A reexamination after 20 years (RePEc:tsj:stataj:v:21:y:2021:i:2:p:295-319)
by Christopher F Baum & Stan Hurn - Testing for time-varying Granger causality (RePEc:tsj:stataj:v:22:y:2022:i:2:p:355-378)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay & Jesús Otero - Testing for Time Dependence in Parameters (RePEc:uts:rpaper:58)
by Ralf Becker & Walter Enders & A. Stan Hurn - Modelling Structural Change in Money Demand Using a Fourier-Series Approximation (RePEc:uts:rpaper:67)
by Ralf Becker & Walter Enders & Stan Hurn - Mixture distribution‐based forecasting using stochastic volatility models (RePEc:wly:apsmbi:v:22:y:2006:i:5-6:p:547-557)
by A. E. Clements & S. Hurn & S. I. White - A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market (RePEc:wly:japmet:v:31:y:2016:i:4:p:707-733)
by A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta