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Indonesian agriculture : implications of import regulations for Australian agricultural exports
Bond, Russel; Barrett, David; Penm, Jammie H. - In: Australian commodities 14 (2007) 3, pp. 529-540
Persistent link: https://www.econbiz.de/10003565181
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The sequential fitting of subset autoregressions with a forgetting factor
Brailsford, Timothy J.; Hyung, Namwon; Penm, Jammie H.; … - In: Journal of economic research 9 (2004) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10002125705
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Technological development and economic growth : Inaugural Ministerial Meeting of the Asia Pacific Partnership on Clean Development and Climate ; Sydney, 11 - 13 January
Fisher, Brian S.; Ford, Melanie; Jakeman, Guy; Gurney, … - 2006
Persistent link: https://www.econbiz.de/10003262293
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Energy: oil prices to remain high, encouraging search for alternatives
Penm, Jammie H.; Kinsella, Stuart - In: Australian commodities 13 (2006) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10003360568
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Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate
Lin, Edward J. Y.; Penm, Jammie H.; Terrell, R. D.; Wu, … - In: Research in finance 20 (2003), pp. 99-117
Persistent link: https://www.econbiz.de/10001902283
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Is housing activity a leading indicator?
Penm, Jammie H. - In: The economic record : er 70 (1994) 210, pp. 241-252
Persistent link: https://www.econbiz.de/10001172689
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A technical note on the fitting of a multichannel subset FIR system within a potentially nonstationary environment, using the prewindowed case
Penm, Jack H. W. - In: Zi you zhong guo zhi gong ye 87 (1997) 4, pp. 19-37
Persistent link: https://www.econbiz.de/10001222577
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A re-examination of causality relationships in Australian wage inflation and minimum award rates : using multivariate subset autoregressive modelling with constraints
Penm, Jack H. W. - In: Zi you zhong guo zhi gong ye 85 (1996) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10001201660
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Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 213-219
Persistent link: https://www.econbiz.de/10001124464
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The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Penm, Jammie H. - In: Econometric reviews 16 (1997) 3, pp. 281-304
Persistent link: https://www.econbiz.de/10001225570