Deane Terrell | Academic Influence

Deane Terrell's AcademicInfluence.com Rankings

Deane Terrell

Computer Science

#12026

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#12808

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Artificial Intelligence

#5954

World Rank

#6045

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Database

#9088

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#9557

Historical Rank

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Computer Science

Deane Terrell's Degrees

Masters Artificial Intelligence University of Melbourne

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Why Is Deane Terrell Influential?

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According to Wikipedia, Richard Deane Terrell is an Australian econometrician and vigneron, was a Rhodes scholar and Vice-Chancellor of the Australian National University . Terrell's other positions, affiliations, and interests are diverse and numerous.

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Deane Terrell's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Testing for Serial Correlation in Least Squares Regression (1957) (229)
The role of higher oil prices: A case of major developed countries (2008) (133)
The Seasonal Adjustment of Economic Time Series (1970) (121)
The relationship between stock markets of major developed countries and Asian emerging markets (2004) (120)
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey (1975) (60)
Multivariate subset autoregressive modelling with zero constraints for detecting ‘overall causality’ (1984) (48)
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (1982) (42)
Multiple Equation Systems with Stationary Errors (1973) (37)
Selecting the forgetting factor in subset autoregressive modelling (2002) (36)
Testing for Serial Correlation after Least Squares Regression (1968) (29)
THE RECURSIVE FITTING OF SUBSET VARX MODELS (1993) (28)
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (1997) (21)
Multivariate subset autoregression (1984) (21)
The relationship and causality testing between diversification, risk and financial performance: empirical examination in Taiwan's banking industry (2005) (14)
Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series (1992) (14)
A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks (2000) (12)
The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market (2002) (9)
An analysis of Asian market integration pre- and post-crisis (2006) (9)
Time Series Regression with Linear Constraints (1972) (9)
Is Housing Activity a Leading Indicator (1994) (9)
PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS (1997) (8)
The ‘derived’ moving-average model and its role in causality (2002) (8)
Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling (2003) (8)
A note on the sequential fitting of multichannel subset autoregressions using the prewindowed case (1995) (7)
An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering (2006) (5)
A note on the recursions of multichannel complex subset autoregressions (1983) (4)
The Selection of Zero-Non-Zero Patterned Cointegrating Vectors in Error Correction Modelling - Financial and Economic Forecasting (Chapter 10) (2002) (3)
Application of an Evolving Seasonal Pattern to an Australian Economic Time Series (1970) (3)
The impact of employee stock ownership on firms' investments and market value (2007) (3)
USING ZERO-NON-ZERO PATTERNED VECTOR AUTOREGRESSIVE MODELLING TO TEST FOR CAUSALITY BETWEEN MONEY SUPPLY, GDP GROWTH, THE LONDON STOCK MARKET INDEX AND THE EURO EXCHANGE RATE (2003) (3)
THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE (2004) (2)
The Efficiency of Least Squares in Estimating a Stable Seasonal Pattern (1971) (2)
Testing Purchasing Power Parity in the Framework of Vector Error Correction Modelling - Financial and Economic Forecasting (Chapter 14) (2002) (2)
The Recursive Fitting of Subset VARX Models - Financial and Economic Forecasting (Chapter 8) (2002) (2)
A new approach to testing PPP: Evidence from the Yen (2005) (2)
The sequential fitting of subset auto regressions with a forgetting factor (2004) (2)
The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates (2015) (2)
Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series - Financial and Economic Forecasting (Chapter 6) (2002) (2)
VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium (2003) (1)
Development of International Markets for Australian Renewable Energy Resources (2007) (1)
A Relatively Large Monthly Model of Demand and Taste Change in Japan (1982) (1)
Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets (2001) (1)
A Note on the Recursions of Multichannel Complex Subset Autoregressions - Financial and Economic Forecasting (Chapter 2) (2002) (1)
Assessment on the social responsibility of Taiwan's manufacturing industry (2007) (1)
Testing for Purchasing Power Parity and Efficiency in the Taiwan Foreign Exchange Market - Financial and Economic Forecasting (Chapter 13) (2002) (1)
Subset Autoregressive Filtering Using the Forgetting Factor for Financial Simulations (2002) (1)
Multivariate Subset Autoregressive Modelling with Zero Constraints for Detecting 'Overall Causality' - Financial and Economic Forecasting (Chapter 4) (2002) (1)
A New Approach of Kernel Bandwidth Applications for Time-Series Using the Example of the Prediction of the Euro's Exchange Rate (2004) (1)
Causal relationship testing with applications to exchange rates (2008) (1)
Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices (2005) (1)
Kernel bandwidth applications to the euro and the U.S. mutual fund movements (2006) (1)
A Dynamic Investigation of Permits Auctions with Industrial Restructuring (2005) (1)
The Price Elasticity of the Euro to Movements in Foreign Reserves Through European Central Bank Intervention (2002) (1)
A new and efficient tree pruning method and its applications to workflow-based PPN nets for financial controls (2011) (1)
A Technical Note on the Fitting of a Multichannel Subset Fir System within a Potentially Nonstationary Environment, Using the Prewindowed Case - Financial and Economic Forecasting (Chapter 9) (2002) (0)
Multivariate Subset Autoregression - Financial and Economic Forecasting (Chapter 3) (2002) (0)
Zero–Non-Zero Patterned Vector Error Correction Modelling For I (2005) (0)
Petri net and its application in deadlock detection (2009) (0)
The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships of Nickel Price Formation in Conditions of Climate Change (2011) (0)
Balanced Time-Series State Space Model Identification Using the Bootstrap and the Lyapunov Equations (2009) (0)
Impact of higher oil prices on Inflation Expectations and Stock Market Returns: A study of five OECD countries (2006) (0)
A proposal for 'measuring financial integration in the region of Asia' (2004) (0)
On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (Chapter 1) (2002) (0)
Assessment of Relationships between Yield Spreads of Corporate Bond New-Issues and their Credit Ratings in Emerging Market (2006) (0)
Market Integration among Stocks in Shanghai, Taipei, Hong Kong and Singapore Pre- and Post-Crisis (2005) (0)
Proposal on a Kernal-based Evolutionary Modelling and Forecasting System Using Semiparametric Methods Applied to World Oil, Coal and Metal Markets (2005) (0)
Breast Cancer Diagnosis by using a Subset Neural Networks Approach (2006) (0)
Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations (2009) (0)
Evaluation of Evidence for Banking Equity Market Volatility in the Emerging Economy of China (2009) (0)
Working Paper Series in Finance 0011 ZERO-NON-ZERO PATTERNED VECTOR ERROR CORRECTION MODELLING FOR I ( 2 ) COINTEGRATED TIME-SERIES WITH APPLICATIONS IN TESTING PPP AND STOCK MARKET RELATIONSHIPS (2000) (0)
VECMX Forgetting Factor Modelling for Improving the Understanding of Aluminium Marketing Behaviour (2005) (0)
Economic Integration on the China Stock Market, before and after the Asian Financial Crisis (2009) (0)
A Proposal for A Common Financial Market For The East Asia Region (2003) (0)
Collaborative Research in Econometrics and Quantitative Finance (2004) (0)
Nonlinear synthesis approach establishing a banking or financial distress early warning system against corruption (2010) (0)
International Linkages of the Japanese Government Bond Market: Time-Series Evidence (2006) (0)
The long-term relations under climate change between economic activity and metal utilizations using the forgetting factor (2010) (0)
A Proposal for: 'Causal Links between Prices and Exchange Rates' (2003) (0)
Proposal on Investment Evaluation and Price Formation in Markets for oil and Mineral Resources (2005) (0)
Assessment on synthetic collateralised debt obligations by using modified SSRD stochastic intensity modelling (2007) (0)
Is Housing Activity a Leading Indicator? - Financial and Economic Forecasting (Chapter 12) (2002) (0)
Proposal on Efficient Portfolios and Hedge Ratios: Energy Resouces Strategy (2005) (0)
A Re-Examination of Causality Relationships in Australian Wage Inflation and Minimum Award Rates - Using Multivariate Subset Autoregressive Modelling with Constraints - Financial and Economic Forecasting (Chapter 11) (2002) (0)
Analysing and Forecasting the New Taiwanese Dollar Against the Us Dollar (1992) - Financial and Economic Forecasting (Chapter 17) (2002) (0)
Application of spectral methods in economic data analysis (1969) (0)
A Note on the Sequential Fitting of Multichannel Subset Autoregressions Using the Prewindowed Case - Financial and Economic Forecasting (Chapter 7) (2002) (0)
The role of housing activity: a case of major developed countries (2008) (0)
Forecasting the Indonesian Rupiah Against the Us Dollar - Financial and Economic Forecasting (Chapter 18) (2002) (0)
Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness (2005) (0)
Causal Analysis of the Major Factor Influencing the Euro and its Impact on the Hong Kong Stock Market (2001) (0)
Testing PPP by means of ZNZ patterned VECM (2008) (0)
Management of indexed government debt: assessing the case for an inflation-indexed bond (2007) (0)
Sparse patterned moving-average modelling and its applications in both direct and indirect granger-causality (2009) (0)
Sparse-Patterned Wavelet Neural Networks and Their Applications to Stock Market Forecasting (2011) (0)
Analysing and Forecasting the Taiwanese Exchange Rate Against the Us Dollar (1988-91) - Financial and Economic Forecasting (Chapter 16) (2002) (0)
NON-LINEAR MODELLING OF THE RELATIONSHIP BETWEEN PRICE MOVEMENTS IN THE OECD HOUSING MARKETS AND SIGNIFICANT ECONOMIC ACTIVITIES (2009) (0)
On the sequential space lattice fitting of two-dimensional subset autoregressions (2011) (0)

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