Browse by all authors Browse By Author Name - Hinich,+Melvin+J.

Browse Results (8 results found)

Subscribe to the RSS feed for this result setSubscribe to the RSS feed for this result set

  Abstract Views File Downloads Thomson Reuters Web of Science Citation Count Scopus Citation Count Altmetric Score
Wild, Phillip, Hinich, Melvin J. and Foster, John (2008). Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?. Discussion Paper Series Discussion Paper No. 368, School of Economics, The University of Queensland. 141 108
Wild, Phillip, Hinich, Melvin J. and Foster, John (2010) Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?. Energy Economics, 32 5: 1082-1091. doi:10.1016/j.eneco.2010.07.003 76 1 1 Cited 1 times in Scopus1 0
Hinich, Melvin J., Foster, John and Wild, Phillip (2010) A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process. Journal of Statistical Planning and Inference, 140 12: 3688-3692. doi:10.1016/j.jspi.2010.04.034 80   1 Cited 1 times in Scopus1 0
Hinich, Melvin. J., Foster, John and Wild, Phillip (2008) Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect. Discussion Paper No. 357, School of Economics, The University of Queensland. 179 542
Wild, Phillip, Foster, John and Hinich, Melvin J. (2010) Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling. Macroeconomic Dynamics, 14 Supp. 1: 88-110. doi:10.1017/S1365100509090543 86   2 Cited 1 times in Scopus1 0
Foster, John, Hinich, Melvin J. and Wild, Phillip (2008) Randomly modulated periodic signals in Australia's National Electricity Market. The Energy Journal, 29 3: 105-129. 111 2 6 Cited 5 times in Scopus5
Wild, Phillip, Foster, John and Hinich, Melvin. J. (2013) Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data. Journal of The Royal Statistical Society Series A: Statistics In Society, 177 3: 643-659. doi:10.1111/rssa.12037 29   0 Cited 0 times in Scopus0 0
Wild, Phillip, Hinich, Melvin J. and Foster, John (2008). The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market. Discussion Paper no. 367, School of Economics, The University of Queensland. 78 125