Maxwell Leslie King
Names
| first: |
Maxwell |
| middle: |
Leslie |
| last: |
King |
Identifer
Contact
Affiliations
-
Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Selecting the Order of an ARCH Model (RePEc:adl:wpaper:1999-01)
by Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng - Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity (RePEc:adl:wpaper:2009-03)
by Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim - A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances (RePEc:bes:jnlbes:v:11:y:1993:i:1:p:17-27)
by Lee, John H H & King, Maxwell L - Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] (RePEc:bes:jnlbes:v:12:y:1994:i:1:p:139)
by Lee, John H H & King, Maxwell L - Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes (RePEc:bes:jnlbes:v:23:y:2005:p:118-129)
by Xibin Zhang & Maxwell L. King - Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model (RePEc:bes:jnlbes:v:9:y:1991:i:3:p:329-35)
by Silvapulle, Paramsothy & King, Maxwell L - A Comparison of Some Tests for Fourth-Order Autocorrelation (RePEc:bla:ausecp:v:17:y:1978:i:31:p:323-33)
by King, M L & Giles, D E A - The Durbin-Watson Bounds Test and Regressions without an Intercept (RePEc:bla:ausecp:v:20:y:1981:i:36:p:161-70)
by King, M L - Testing for ARMA (1, 1) Disturbances in the Linear Regression Model (RePEc:bla:ausecp:v:32:y:1993:i:61:p:284-98)
by Rahman, Shahidur & King, Maxwell L - A Note on Szroeter's Bounds Test (RePEc:bla:obuest:v:43:y:1981:i:3:p:315-21)
by King, Maxwell L - A Correction for Local Biasedness of the Wald and Null Wald Tests (RePEc:bla:obuest:v:61:y:1999:i:3:p:435-450)
by Kim‐Leng Goh & Maxwell L. King - A Correction for Local Biasedness of the Wald and Null Wald Tests (RePEc:bla:obuest:v:61:y:1999:i:3:p:435-50)
by Goh, Kim-Leng & King, Maxwell L - On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model (RePEc:bla:stanee:v:70:y:2016:i:4:p:332-355)
by Munir Mahmood & Maxwell L. King - A Point Optimal Test for Moving Average Regression Disturbances (RePEc:cup:etheor:v:1:y:1985:i:02:p:211-222_01)
by King, Maxwell L. - Adaptive Testing In Continuous-Time Diffusion Models (RePEc:cup:etheor:v:20:y:2004:i:05:p:844-882_20)
by Gao, Jiti & King, Maxwell - Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity (RePEc:cup:etheor:v:25:y:2009:i:06:p:1869-1892_99)
by Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag - Locally Optimal Properties of the Durbin-Watson Test (RePEc:cup:etheor:v:4:y:1988:i:03:p:509-516_01)
by King, Maxwell L. & Evans, Merran A. - Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC (RePEc:ecm:ausm04:120)
by Rob L. Hyndman & Xibin Zhang & Maxwell L. King, - Maximal Invariant Likelihood Based Testing of Semi-Linear Models (RePEc:ecm:ausm04:245)
by Maxwell L. King & Jahar L. Bhowmik - A Note on Wallis' Bounds Test and Negative Autocorrelation (RePEc:ecm:emetrp:v:45:y:1977:i:4:p:1023-26)
by King, M L & Giles, D E A - The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables (RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1571-81)
by King, Maxwell L - Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models (RePEc:ecm:nawm04:225)
by Jiti Gao & Maxwell King - Most mean powerful test of a composite null against a composite alternative (RePEc:eee:csdana:v:49:y:2005:i:4:p:1079-1104)
by Begum, Nelufa & King, Maxwell L. - A Bayesian approach to bandwidth selection for multivariate kernel density estimation (RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031)
by Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J. - A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (RePEc:eee:csdana:v:78:y:2014:i:c:p:218-234)
by Zhang, Xibin & King, Maxwell L. & Shang, Han Lin - A joint test for serial correlation and heteroscedasticity (RePEc:eee:ecolet:v:16:y:1984:i:3-4:p:297-302)
by King, Maxwell L. & Evans, Merran A. - The Durbin-Watson test and cross-sectional data (RePEc:eee:ecolet:v:18:y:1985:i:1:p:31-34)
by King, Maxwell L. & Evans, Merran A. - The locally unbiased two-sided Durbin--Watson test (RePEc:eee:ecolet:v:35:y:1991:i:4:p:401-407)
by Grose, Simone D. & King, Maxwell L. - Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors (RePEc:eee:ecolet:v:52:y:1996:i:2:p:121-127)
by Ping, Wu & King, Maxwell L. - Modified Wald tests for non-linear restrictions: A cautionary tale (RePEc:eee:ecolet:v:53:y:1996:i:2:p:133-138)
by Goh, Kim-Leng & King, Maxwell L. - Modified Wald test for regression disturbances (RePEc:eee:ecolet:v:56:y:1997:i:1:p:5-11)
by Laskar, Mizan R. & King, Maxwell L. - Selecting the order of an ARCH model (RePEc:eee:ecolet:v:83:y:2004:i:2:p:269-275)
by Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng - A Wald-type test of quadratic parametric restrictions (RePEc:eee:ecolet:v:83:y:2004:i:3:p:359-364)
by Lu, Zeng-Hua & King, Maxwell L. - A new approximate point optimal test of a composite null hypothesis (RePEc:eee:econom:v:130:y:2006:i:1:p:101-122)
by Sriananthakumar, Sivagowry & King, Maxwell L. - A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (RePEc:eee:econom:v:153:y:2009:i:1:p:21-32)
by Zhang, Xibin & Brooks, Robert D. & King, Maxwell L. - The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic (RePEc:eee:econom:v:17:y:1981:i:1:p:51-66)
by King, M. L. - Testing for autoregressive against moving average errors in the linear regression model (RePEc:eee:econom:v:21:y:1983:i:1:p:35-51)
by King, Maxwell L. - The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data (RePEc:eee:econom:v:21:y:1983:i:3:p:357-366)
by King, Maxwell L. - Hypothesis testing based on a vector of statistics (RePEc:eee:econom:v:219:y:2020:i:2:p:425-455)
by King, Maxwell L. & Zhang, Xibin & Akram, Muhammad - A new test for fourth-order autoregressive disturbances (RePEc:eee:econom:v:24:y:1984:i:3:p:269-277)
by King, Maxwell L. - Autocorrelation pre-testing in the linear model: Estimation, testing and prediction (RePEc:eee:econom:v:25:y:1984:i:1-2:p:35-48)
by King, M.L. & Giles, D.E.A. - A point optimal test for autoregressive disturbances (RePEc:eee:econom:v:27:y:1985:i:1:p:21-37)
by King, Maxwell L. - A point optimal test for heteroscedastic disturbances (RePEc:eee:econom:v:27:y:1985:i:2:p:163-178)
by Evans, Merran A. & King, Maxwell L. - Joint one-sided tests of linear regression coefficients (RePEc:eee:econom:v:32:y:1986:i:3:p:367-383)
by King, Maxwell L. & Smith, Murray D. - A further class of tests for heteroscedasticity (RePEc:eee:econom:v:37:y:1988:i:2:p:265-276)
by Evans, Merran A. & King, Maxwell L. - Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present (RePEc:eee:econom:v:41:y:1989:i:3:p:285-301)
by King, Maxwell L. - Editors' introduction: 40 years of diagnostic testing (RePEc:eee:econom:v:47:y:1991:i:1:p:1-4)
by Hillier, Grant H. & King, Maxwell L. - Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (RePEc:eee:econom:v:47:y:1991:i:1:p:115-143)
by Dufour, Jean-Marie & King, Maxwell L. - Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model (RePEc:eee:econom:v:47:y:1991:i:1:p:145-152)
by King, Maxwell L. & Wu, Ping X. - Nonnested testing for autocorrelation in the linear regression model (RePEc:eee:econom:v:58:y:1993:i:3:p:295-314)
by Silvapulle, Paramsothy & King, Maxwell L. - Comments on testing economic theories and the use of model selection criteria (RePEc:eee:econom:v:67:y:1995:i:1:p:173-187)
by Granger, Clive W. J. & King, Maxwell L. & White, Halbert - Editors' introduction: Fractional differencing and long memory processes (RePEc:eee:econom:v:73:y:1996:i:1:p:1-3)
by Baillie, Richard T. & King, Maxwell L. - Fourth-order autocorrelation : Further significance points for the Wallis test (RePEc:eee:econom:v:8:y:1978:i:2:p:255-259)
by Giles, D. E. A. & King, M. L. - Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (RePEc:eee:econom:v:82:y:1997:i:1:p:81-106)
by Rahman, Shahidur & King, Maxwell L. - Box-Cox stochastic volatility models with heavy-tails and correlated errors (RePEc:eee:empfin:v:15:y:2008:i:3:p:549-566)
by Zhang, Xibin & King, Maxwell L. - Forecasting international quarterly tourist flows using error-correction and time-series models (RePEc:eee:intfor:v:13:y:1997:i:3:p:319-327)
by Kulendran, N. & King, Maxwell L. - Exponential smoothing model selection for forecasting (RePEc:eee:intfor:v:22:y:2006:i:2:p:239-247)
by Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B. - Specification Testing in Parametric Trending Models with Unknown Errors (RePEc:eme:aecozz:s0731-905320140000033006)
by Jiti Gao & Maxwell King - Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors (RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24-:d:68757)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - Testing for a Serially Correlated Component in Regression Disturbances (RePEc:ier:iecrev:v:23:y:1982:i:3:p:577-82)
by King, Maxwell L - A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation (RePEc:msh:ebswps:1994-4)
by Rahman, S. & King, M.L. - Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications (RePEc:msh:ebswps:1994-5)
by Brooks, R.D. & King, M.L. - One Sided Hypothesis Testing in Econometrics: A Survey (RePEc:msh:ebswps:1994-6)
by Wu, P.X. & King, M.L. - Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances (RePEc:msh:ebswps:1995-12)
by Ara, I. & King, M.L. - A Small Sample Variable Selection Procedure (RePEc:msh:ebswps:1995-15)
by Forbes, C.S. & King, M.L. & Morgan, A. - The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors (RePEc:msh:ebswps:1995-6)
by King, M.L. & Harris, D.C. - Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors (RePEc:msh:ebswps:1995-7)
by Wu, P. & King, M.L. - Improved Small Sample Midel selection Procedures (RePEc:msh:ebswps:1996-18)
by King, M.L. & Forbes, C.S. & Morgan, A. - Estimation of Regression Disturbances Based on Minimum Message Length (RePEc:msh:ebswps:1996-6)
by Laskar, M.R. & King, M.L. - A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information (RePEc:msh:ebswps:1996-8)
by Atukorala, R. & King, M.L. - Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions (RePEc:msh:ebswps:1998-11)
by Lasker, M.R. & King, M.L. - Model Selection when a Key Parameter Is Constrained to Be in an Interval (RePEc:msh:ebswps:1998-15)
by Hossain, M.Z. & King, M.L. - Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model (RePEc:msh:ebswps:1998-5)
by Laskar, M.R. & King, M.L. - Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions (RePEc:msh:ebswps:1998-6)
by Laskar, M.R. & King, M.L. - Local Linear Forecasts Using Cubic Smoothing Splines (RePEc:msh:ebswps:2002-10)
by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah - Influence Diagnostics in GARCH Processes (RePEc:msh:ebswps:2002-19)
by Xibin Zhang & Maxwell L. King - Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation (RePEc:msh:ebswps:2003-10)
by Xibin Zhang & Maxwell L. King - Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (RePEc:msh:ebswps:2004-26)
by Xibin Zhang & Maxwell L. King - Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC (RePEc:msh:ebswps:2004-9)
by Xibin Zhang & Maxwell L. King & Rob J. Hyndman - Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function (RePEc:msh:ebswps:2005-18)
by Jahar L. Bhowmik & Maxwell L. King - Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant (RePEc:msh:ebswps:2005-19)
by Jahar L. Bhowmik & Maxwell L. King - Exponential Smoothing Model Selection for Forecasting (RePEc:msh:ebswps:2005-6)
by Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler - A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (RePEc:msh:ebswps:2007-11)
by Xibin Zhang & Robert D. Brooks & Maxwell L. King - Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density (RePEc:msh:ebswps:2011-10)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors (RePEc:msh:ebswps:2011-20)
by Jiti Gao & Maxwell King - Bayesian semiparametric GARCH models (RePEc:msh:ebswps:2011-24)
by Xibin Zhang & Maxwell L. King - A New Procedure For Multiple Testing Of Econometric Models (RePEc:msh:ebswps:2011-7)
by Maxwell L. King & Xibin Zhang & Muhammad Akram - An Improved Nonparametric Unit-Root Test (RePEc:msh:ebswps:2012-16)
by Jiti Gao & Maxwell King - Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors (RePEc:msh:ebswps:2013-13)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - Gaussian kernel GARCH models (RePEc:msh:ebswps:2013-19)
by Xibin Zhang & Maxwell L. King - A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (RePEc:msh:ebswps:2013-20)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - A Model Validation Procedure (RePEc:msh:ebswps:2014-21)
by Julia Polak & Maxwell L. King & Xibin Zhang - Applications of Information Measures to Assess Convergence in the Central Limit Theorem (RePEc:msh:ebswps:2014-29)
by Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar - A new approach to forecasting based on exponential smoothing with independent regressors (RePEc:msh:ebswps:2015-2)
by Ahmad Farid Osman & Maxwell L. King - Point Optimal Testing: A Survey of the Post 1987 Literature (RePEc:msh:ebswps:2015-5)
by Maxwell L. King & Sivagowry Sriananthakumar - Hypothesis Testing Based on a Vector of Statistics (RePEc:msh:ebswps:2019-30)
by Maxwell King & Xibin Zhang & Muhammad Akram - Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors (RePEc:mtl:montde:8921)
by Dufour, J.M. & King, M.L. - Optimal Invariant Tests For The Autocorrelation Coefficient In Linear Regressions With Stationary And Nonstationary Ar(1) Errors (RePEc:mtl:montec:8921)
by Dufour, J-M. & King, M.L. - Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (RePEc:oup:restud:v:54:y:1987:i:4:p:649-663.)
by Maxwell L. King & Michael McAleer - Estimation and model specification testing in nonparametric and semiparametric econometric models (RePEc:pra:mprapa:11989)
by Gao, Jiti & King, Maxwell - Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model (RePEc:spr:empeco:v:14:y:1989:i:2:p:113-21)
by King, Maxwell L & Edwards, P M - Maximal invariant likelihood based testing of semi-linear models (RePEc:spr:stpapr:v:48:y:2007:i:3:p:357-383)
by Jahar Bhowmik & Maxwell King - Inflationary Expectations In New Zealand, A Preliminary Study (RePEc:syd:wpaper:2123/6733)
by Hall, V.B. & King, M. L. - Locally optimal one-sided tests for multiparameter hypotheses (RePEc:taf:emetrv:v:16:y:1997:i:2:p:131-156)
by Maxwell King & Ping Wu - Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables (RePEc:taf:emetrv:v:21:y:2002:i:2:p:149-165)
by Zeng-Hua Lu & Maxwell King - An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] (RePEc:tpr:restat:v:69:y:1987:i:2:p:379-81)
by King, Maxwell L - Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative (RePEc:tpr:restat:v:75:y:1993:i:1:p:1-7)
by King, Maxwell L & Shively, Thomas S