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Non-linear cointegrating regression: Theory and Applications

This project will develop estimation and inference theory in non-linear cointegrating regression.  Empirical applications in money demand, trading data and various real time se more...

Supervisor(s): Wang, Qiying (Professor)

Semi-parametric estimation of Autoregressive Conditional Duration (ACD) models

Method of Maximum Likelihood (ML) is used to estimate ACD model parameters. Estimating Function (EF) is a popular semi-parametric approach in time series modelling. This project dev more...

Supervisor(s): Peiris, Shelton (Associate Professor)

Retaining Military Personal Model: Adequacy, Robustness and Simplicity

The project will focus on implementing Partial Least Squares Path Modelling techniques to determine the military turnover drivers and their contribution to turnover.  An econom more...

Supervisor(s): Jajo, Nethal (Dr), Peiris, Shelton (Associate Professor)