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  • On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature Restrictions 
    Mccausland William (Elsevier, 2008)
    Our goal is inference for shape-restricted functions. Our functional form consists of finite linear combinations of basis functions. Prior elicitation is difficult due to the irregular shape of the parameter space. We show ...
  • One-way spillovers, endogenous innovator/imitator roles, and research joint ventures 
    Amir R; Wooders John (Academic Press Inc, 2000)
    We consider a two-period duopoly characterized by a one-way spillover structure in process R&D and a very broad specification of product market competition. We show that a priori identical firms always engage in different ...
  • On the irrelevance of risk attitudes in repeated two-outcome games 
    Wooders John; Shachat J M (Academic Press Inc, 2001)
    We study equilibrium and maximin play in supergames consisting of the sequential play of a finite collection of stage games, where each stage game has two outcomes for each player. We show that for two-player supergames ...
  • On the role of the growth optimal portfolio in finance 
    Platen Eckhard (Blackwell Publishing, 2003)
    The paper discusses various roles that the growth optimal portfolio (GOP) plays in finance. For the case of a continuous market we show how the GOP can be interpreted as a fundamental building block in financial market ...
  • Optimal control of econometric models with autocorrelated disturbance terms 
    Pagan Adrian (Wiley-Blackwell, 1975)
    NA
  • Optimal prediction pools 
    Geweke John; Amisano Gianni (Elsevier Science Sa, 2011)
    We consider the properties of weighted linear combinations of prediction models, or linear pools, evaluated using the log predictive scoring rule. Although exactly one model has limiting posterior probability, an optimal ...
  • Optimal processes in irreversible thermodynamics and microeconomics 
    Tsirlin Anatoly; Kazakov Vladimir (Society znanost org, 2004)
    This paper describes general methodology that allows one to extend Carnot efficiency of classical thermodynamic for zero rate processes onto thermodynamic systems with finite rate. We define the class of minimal dissipation ...
  • Order aggressiveness and order book dynamics 
    Hautsch Nikolaus; Hall Anthony (Optical Society of America, 2005)
    In this paper, we study the determinants of order aggressiveness and traders' order submission strategy in an open limit order book market. Applying an order classification scheme, we model the most aggressive market ...
  • Organisational Learning: How organising changes education in Trade Unions 
    Brown Anthony (University of New South Wales, 2007)
    Australian trade unions in the 1980s and 1990s sought to influence and guide the restructuring of vocational and workplace education policy, to widen participation in education and training, and establish partnership ...
  • Parameterizing unconditional skewness in models for Financial Time Series 
    He Changli; Silvennoinen Annastiina; Terasvirta Timo (Oxford University Press, 2008)
    In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to ...
  • Patents, research exemption, and the incentive for sequential innovation 
    Moschini Giancarlo; Yerokhin Oleg (Blackwell, 2008)
    We develop a quality ladder model to study the R&D incentive impacts of intellectual property rights with a ¿research exemption¿ or ¿experimental use¿ provision. The innovation process is sequential and cumulative and takes ...
  • Patient preferences for managing asthma: results from a discrete choice experiment 
    Hall Jane; King Madeleine; Jenkins Christine; Reddel H.K.; Fiebig Denzil; Lanscar Emily; Louviere Jordan; Hossain Ishrat (American Association of Immunologists, 2002)
    Effective control of asthma requires regular preventive medication. Poor medication adherence suggests that patient preferences for medications may differ from the concerns of the prescribing clinicians. This study ...
  • Pension funds in a highly politicised environment: The case of the Philippines 
    Dela Rama Marie (Palgrave Macmillan, 2009)
    This article seeks to contribute to greater understanding of the challenges faced by pension funds in developing countries. This paper reviews the investment decisions and strategies of two government owned pension funds ...
  • Perfect foresight models and the dynamic instability problem from a higher viewpoint 
    Chiarella Carl (Butterworth-heinemann Ltd, 1986)
    Dynamic macroeconomic models incorporating perfect foresight expectations can display a dynamic instability of the saddle point type. So that unless the initial values happen to place the system on the stable arm of the ...
  • The permanent need for political economy 
    O'Donnell Rod (ANU College of Business & Economics, 2009)
    My purpose here is to offer, in hindsight, an assessment of the significance of the dispute in terms of its two underlying issues ¿ the nature of economics and the role of university ideals. I write as someone who was a ...
  • A Political Economy Model of Congressional Careers 
    Keane, M. P; Diermeier, D.; Merlo, A. (American Physical Society, 2007)
    Our main goal is to quantify the returns to a career in the United States Congress. We specify a dynamic model of career decisions of a member of Congress and estimate this model using a newly collected dataset. Given ...
  • Potential diversification benefits in the presence of unknown structural breaks: an Australian case study 
    Gerlach Richard; Wilson Patrick; Zurbruegg Ralf (Blackwell Publishing, 2003)
    It is reasonable to suggest that a portfolio manager with direct property diversified by sector or region is more interested in strategic than in tactical asset allocation.However,even with strategic allocations of ...
  • Power-Law Behaviour, Heterogeneity, and Trend Chasing 
    Li You Wei; He Xuezhong (Elsevier, 2007)
    Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of ...
  • Power Law Scaling in World Income Distribution 
    Di Guilmi Corrado; Gaffeo Edoardo; Gallegati Mauro (Vanberbilt University, 2003)
    We show that over the period 1960-1997, the range comprised between the 30th and the 85th percentiles of the world income distribution expressed in terms of GDP per capita invariably scales down as a Pareto distribution. ...
  • Preferences for cancer treatments: an overview of methods and applications in oncology 
    Blinman Prunella; King Madeleine; Norman Richard; Viney Rosalie; Stockler Martin (Oxford University Press, 2012)
    This review provides cancer clinicians and researchers with an overview of methods for assessing preferences, with examples and recommendations for their application in oncology. Decisions about cancer treatments involve ...