Department of Econometrics and Business Statistics

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Top Articles

#	Title	Journal	Year	Citations
1	Another look at measures of forecast accuracy	International Journal of Forecasting	2006	3,232
2	Detecting trend and seasonal changes in satellite image time series	Remote Sensing of Environment	2010	1,270
3	25 years of time series forecasting	International Journal of Forecasting	2006	1,119
4	Phenological change detection while accounting for abrupt and gradual trends in satellite image time series	Remote Sensing of Environment	2010	565
5	Subjective well-being and its determinants in rural China	China Economic Review	2009	476
6	Characteristic-Based Clustering for Time Series Data	Data Mining and Knowledge Discovery	2006	435
7	A note on the validity of cross-validation for evaluating autoregressive time series prediction	Computational Statistics and Data Analysis	2018	329
8	Optimal combination forecasts for hierarchical time series	Computational Statistics and Data Analysis	2011	261
9	Asset market linkages: Evidence from financial, commodity and real estate assets	Journal of Banking and Finance	2011	235
10	Quantifying the influence of local meteorology on air quality using generalized additive models	Atmospheric Environment	2011	231
11	Are Asian stock markets efficient? Evidence from new multiple variance ratio tests	Journal of Empirical Finance	2008	211
12	Rainbow Plots, Bagplots, and Boxplots for Functional Data	Journal of Computational and Graphical Statistics	2010	200
13	The Rural–Urban Divide in China: Income but Not Happiness?	Journal of Development Studies	2010	197
14	Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models	Demography	2013	197
15	A gradient boosting approach to the Kaggle load forecasting competition	International Journal of Forecasting	2014	197
16	Bandwidth selection for kernel conditional density estimation	Computational Statistics and Data Analysis	2001	183
17	How Dangerous is a Day in Hospital?	Medical Care	2011	183
18	Financial crisis and stock market efficiency: Empirical evidence from Asian countries	International Review of Financial Analysis	2008	181
19	Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation	International Journal of Forecasting	2016	181
20	Exponential smoothing model selection for forecasting	International Journal of Forecasting	2006	166
21	Wild bootstrapping variance ratio tests	Economics Letters	2006	162
22	Hierarchical forecasts for Australian domestic tourism	International Journal of Forecasting	2009	159
23	A zero-inflated ordered probit model, with an application to modelling tobacco consumption	Journal of Econometrics	2007	158
24	A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets	International Review of Economics and Finance	2007	151
25	Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization	Journal of the American Statistical Association	2019	150
26	Long-term memory in stock market returns: international evidence	International Journal of Finance and Economics	2001	148
27	Stochastic population forecasts using functional data models for mortality, fertility and migration	International Journal of Forecasting	2008	143
28	A Bayesian approach to bandwidth selection for multivariate kernel density estimation	Computational Statistics and Data Analysis	2006	137
29	Automatic variance ratio test under conditional heteroskedasticity	Finance Research Letters	2009	134
30	Pair Copula Constructions for Multivariate Discrete Data	Journal of the American Statistical Association	2012	132
31	A homogeneous approach to testing for Granger non-causality in heterogeneous panels	Empirical Economics	2021	131
32	Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models	Australian and New Zealand Journal of Statistics	2000	123
33	Does Economic Growth Raise Happiness in China?	Oxford Development Studies	2011	122
34	Ranking market efficiency for stock markets: A nonlinear perspective	Physica A: Statistical Mechanics and Its Applications	2007	120
35	Modelling and forecasting Australian domestic tourism	Tourism Management	2008	120
36	Climate change and internal migration patterns in Bangladesh: an agent-based model	Environment and Development Economics	2012	120
37	US deficit sustainability: a new approach based on multiple endogenous breaks	Journal of Applied Econometrics	2000	113
38	Asymmetry in Okun's law	Canadian Journal of Economics	2004	109
39	Forecasting tourist arrivals using time-varying parameter structural time series models	International Journal of Forecasting	2011	109
40	Bilateral Versus Unilateral Cochlear Implants in Children	Ear and Hearing	2014	108
41	Efficiency gains from water markets: Empirical analysis of Watermove in Australia	Agricultural Water Management	2008	107
42	A Better Model? An Empirical Investigation of the Fama–French Five‐factor Model in Australia	International Review of Finance	2016	106
43	Unmasking the Theta method	International Journal of Forecasting	2003	95
44	Do levels of airborne grass pollen influence asthma hospital admissions?	Clinical and Experimental Allergy	2007	93
45	Fast computation of reconciled forecasts for hierarchical and grouped time series	Computational Statistics and Data Analysis	2016	93
46	Australian mutual fund performance appraisal using data envelopment analysis	Managerial Finance	2002	91
47	Deriving population norms for the AQoL-6D and AQoL-8D multi-attribute utility instruments from web-based data	Quality of Life Research	2016	90
48	Nonparametric Estimation and Symmetry Tests for Conditional Density Functions	Journal of Nonparametric Statistics	2002	89
49	Chronic diseases and labour force participation in Australia	Journal of Health Economics	2009	88
50	Identity-by-descent analyses for measuring population dynamics and selection in recombining pathogens	PLoS Genetics	2018	86

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