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The relationship between accounting variables and systematic risk and the prediction of systematic risk

Castagna Ad; Matolcsy Zoltan (Australian Graduate School of Management, 1978)

This paper conducts several tests of association between accounting information and the systematic risks of firm's equities. It also evaluates several models of the prediction of systematic risk from past rate-of-return ...

Some consequences of viewing LIML as an iterated Aitken estimator

Pagan Adrian (Elsevier, 1979)

This note demonstrates that LIML can be formulated as Zellner's SUR estimator. The result provides an analytic formula for LIML and its derived reduced form estimator, expresses LIML as the sum of 2SLS and a correction ...

A simple test for heteroscedasticity and random coefficient variation

Breusch T. S.; Pagan Adrian (Wiley-Blackwell, 1979)

A simple test for heteroscedastic disturbances in a linear regression model is developed using the framework of the Lagrangian multiplier test. For a wide range of heteroscedastic and random coefficient specifications, the ...

A short-run econometric model of the Japanese wool textile industry

Carland J. D.; Pagan Adrian (Wiley, 1979)

Few models of the Japanese wool textile industry have been constructed, despite the importance of the Japanese as the largest purchasers of Australian wool on a single-country basis. This paper constructs a twenty-five ...

Energy losses and pressure head changes at storm drain junctions

Hare, C.M. (1980)

An investigation has been made of the magnitude of hydraulic losses produced by storm drain junction structures which connect pipes operating under f1owfull conditions. The study comprised three parts: (a) a literature ...

Mining pollution and the diet of the purple-striped gudgeon Mogurnda mogurnda Richardson (Eleotridae) in the Finniss River, Northern Territory, Australia

Jeffree Ross; Williams Neville (Ecological Society of America, 1980)

During the dry season of 1974. collections of the purple-stripedg udgeon Alouriirn(h ni1or1m1(law ere taken fromt he Finniss River of the NorthernT erritoryd: uringt he wet season. thi riverr eceives acidic and metallicp ...

A High Production-Rate Of Translatable IgG Messenger-RNA Accounts For The Amplified Synthesis Of IgG In Myeloma Cells

Wallach Michael; Laskov R (Springer Verlag, 1980)

The aim of the present work was to determine whether the accumulation of Ig mRNA in myeloma cells is due to a high rate of production or to a high stability of these molecules. Specific mRNAs for the light and heavy ...

Some identification and estimation results for regression models with stochastically varying parametres

Pagan Adrian (Elsevier Science Publishers B.V., 1980)

Although various theoretical and applied papers have appeared in recent years concerned with the estimation and use of regression models with stochastically varying coefficients, little is available in the literature on ...

The Lagrange multiplier test and its applications to model specification in econometrics

Breusch T. S.; Pagan Adrian (Wiley-Blackwell, 1980)

This paper has two aims. The first is to exposit the various forms of the LM statistic and to collect together some of the relevant research reported in the mathematical statistics literature. The second is to illustrate ...

Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small

Geweke John; Singleton K. (American Statistical Association, 1980)

Abstract: The use of the likelihood ratio statistic in testing the goodness of fit of the exploratory factor model has no formal justification when, as is often the case in practice, the usual regularity conditions are not ...

An evaluation of DNA fluorochromes, staining techniques, and analysis for flow cytometry. I. Unperturbed cell populations

Taylor I; Milthorpe Bruce (Histochemical Society, 1980)

NA

FMFPAK1: A program package for routine analysis of single parameter flow microfluorimetric data on a low cost mini-computer

Milthorpe Bruce (Academic Press Inc, 1980)

A program package is presented for routine analysis, on a low cost minicomputer, of data obtained by flow microfluorimetry. The programs, with the aid of a graphics capability, provide calculations of various properties ...

Identification and quantitation of tumour cells in cell suspensions: a comparison of cytology and flow cytometry

Perez D; Taylor I; Milthorpe Bruce; Mcgovern V; Tattersall M (Nature Publishing Group, 1981)

FLOW-CYTOMETRIC MEASUREMENTS of cell DNA content or narrow-angle light scatter (NLS) can provide a basis for discriminating neoplastic from non-neoplastic cells by identifying differences in DNA content and cell size. ...

Combined use of the chemitrode with osmotic minipumps for experimental brain research

Girgis M; Kent Jennifer; Kohlhardt S; Rasko J; Stobo P (Elsevier, 1981)

This paper describes a simple-to-build minipump-chemitrode assembly which can be used for long term electrophysiological, chemical and behavioural studies. This system consists of an osmotic minipump, a cannula and an array ...

Self And Peer Marking In An Undergraduate Engineering Course

Boud David; Holmes Wh (IEEE, 1981)

A method of incorporating self and peer marking in an undergraduate electronics subject is described and discussed. Similar methods could probably be used in other technical subjects. Its educational benefits are: greatly ...

Estimating Regression Models of Finite but Unknown Order

Geweke John; Meese R. (Blackwell Publishing Limited, 1981)

Examines problems associated with the estimation of the normal linear regression model of finite but unknown sequence of nested alternatives. Estimation criteria for the model selection; Derivation of the numerical bounds ...

Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series

Geweke John; Singleton K. (Blackwell Publishing Limited, 1981)

Explains the theory of identification, estimation and inference in the dynamic confirmatory factor model for the economic time series. Derivation of the frequency domain representation of the model; Illustration of the ...

The LIML and related estimators of an equation with moving average disturbances

Hall Anthony; Pagan Adrian (Univ Penn, 1981)

Investigates the efficacy of using the limited information maximum likelihood (LIML) estimation in solving the analogous situation in an ordinary simultaneous equation problem for a model with moving average disturbance. ...

The short run demand for transaction balances in Australia

Pagan Adrian; Volker P. (Wiley-Blackwell, 1981)

A characteristic of much research in monetary economics in the last few years has been a preoccupation with the stability of the demand for money function, as failure of stability undermines some of the central features ...

The Approximate Slopes of Econometric Tests

Geweke John (Wiley-Blackwell, 1981)

Abstract: In this paper the concept of approximate slope, introduced by R. R. Bahadur, is used to make asymptotic global power comparisons of econometric tests. The approximate slope of a test is the rate at which the ...

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