D. Nicholls

发表

The Estimation of the Prediction Error Variance

E. J. Hannan, E. Hannan, D. F. Nicholls, 1977 .

BIAS IN THE ESTIMATION OF MULTIVARIATE AUTOREGRESSIONS

Des F. Nicholls, A. Pope, A. L. Pope, 1988 .

MODELLING STOCK MARKET VOLATILITY IN AUSTRALIA

D. F. Nicholls, David Tonuri, D. Nicholls, 1995 .

An Analysis of the Use of Accounting Information by Australian Small Business

D. F. Nicholls, S. Holmes, D. Nicholls, 1988 .

The Impact of Index Futures Markets On Australian Sharemarket Volatility

Allan Hodgson, D. F. Nicholls, A. Hodgson, 1991 .

TESTING FOR A JUMP IN CO‐SPECTRA1

D. Nicholls, 1969 .

Testing for a jump in spectra and cross-spectra

D. Nicholls, 1965 .

The Box-Jenkins approach to random coefficient autoregressive modelling

D. F. Nicholls, D. Nicholls, 1986, Journal of Applied Probability.

Heteroscedasticity in Models with Lagged Dependent Variables

Adrian Pagan, D. F. Nicholls, Adrian Pagan, 1983 .

16 Varying coefficient regression

Adrian Pagan, D. F. Nicholls, Adrian Pagan, 1985 .

Random Coefficient Autoregressive Models: An Introduction

B. G. Quinn, D. F. Nicholls, B. Quinn, 1982 .

Modelling the Accounting Information Requirements of Small Businesses

D. F. Nicholls, S. Holmes, D. Nicholls, 1989 .

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey

D. F. Nicholls, Adrian Pagan, R. Terrell, 1975 .

The efficient estimation of vector linear time series models

D. F. Nicholls, D. Nicholls, 1976 .

Estimating predictions, prediction errors and their standard deviations using constructed variables

Adrian Pagan, D F Nicholls, A. Pagan, 1984 .

The exact likelihood function of multivariate autoregressive-moving average models

A. D. Hall, D. F. Nicholls, A. Hall, 1979 .

The estimation of mixed regression, autoregression, moving average and distributed lag models

E. Hannan, D F Nicholls, E J Hannan, 1972 .

The estimation of multivariate random coefficient autoregressive models

B. G. Quinn, D. F. Nicholls, B. Quinn, 1981 .

THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II

Barry G. Quinn, B. G. Quinn, Des F. Nicholls, 1981 .

THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I

B. G. Quinn, D. F. Nicholls, B. Quinn, 1980 .

Multiple autoregressive models with random coefficients

B. G. Quinn, D. Nicholls, 1981 .

Random Coefficient Autoregressive Models: An Introduction.

Barry G. Quinn, Andrew Harvey, B. G. Quinn, 1984 .

The evaluation of exact maximum likelihood estimates for varma models

D. F. Nicholls, A. Hall, D. Nicholls, 1980 .