Emeritus Prof Maxwell King - Researcher Profile

Biography

Maxwell works in the Office of the Snr DVC & DVC (Research) at Monash University as Emeritus Sir John Monash Distinguished Professor

Qualifications

PHD

Institution: University of Canterbury

Year awarded: 1980

COMMERCE

Institution: University of Canterbury

Year awarded: 1974

B SC (HONS)

Institution: University of Canterbury

Year awarded: 1972

Publications

Books

Schroder, W., King, M.L., 1999, The PhD Student Supervision Process and Its Institutional Environment, Monash University, Caulfield Vic Australia.

Laskar, M.R., King, M.L., 1998, Comparisons of estimators and tests based on modified likelihood and message length functions, Monash University, Melbourne Vic Australia.

Hossain, M.Z., King, M.L., 1998, Model selection when a key parameter is constrained to be an interval, Monash University, Melbourne Vic Australia.

Laskar, M.R., King, M.L., 1998, Modified likelihood and related methods for handling nuisance parameters in the linear regression model, Monash university, Melbourne Vic Australia.

Book Chapters

King, M.L., Bose, G.K., 2003, Finding optimal penalties for model selection in the linear regression model, in Computer-Aided Econometrics, eds David E A Giles, Marcel Dekker, New York NY USA, pp. 37-68.

King, M.L., Goh, K., 2002, Improvements to the Wald test, in Handbook of Applied Econometrics and Statistical Inference, eds Aman Ullah, Alan T. K. Wan and Anoop Chaturvedi, Marcel Dekker, New York NY USA, pp. 251-275.

Laskar, M.R., King, M.L., 2001, Modified likelihood and related methods for handling nuisance parameters in the linear regression model, in Data Analysis from Statistical Foundations, eds A.K.M.E. Saleh, Nova Science, Huntington NY USA, pp. 119-142.

King, M.L., 2001, Serial Correlation, in A Companion to Theoretical Econometrics, eds Badi H. Baltagi, Blackwell Publishing Ltd, UK, pp. 62-81.

Journal Articles

Zhang, X., Brooks, R.D., King, M.L., 2009, A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics [P], vol 153, issue 1, Elsevier BV, North-Holland, Netherlands, pp. 21-32.

Jarwal, S., Brion, A., King, M.L., 2009, Measuring research quality using the journal impact factor, citations and 'Ranked Journals': blunt instruments or inspired metrics?, Journal of Higher Education Policy and Management [P], vol 31, issue 4, Routledge, Australia, pp. 289-300.

Gao, J., King, M.L., Lu, Z., Tjostheim, D., 2009, Nonparametric specification testing for nonlinear time series with nonstationarity, Econometric Theory [P], vol 25, issue 06, Cambridge University Press, United Kingdom, pp. 1869-1892.

Bhowmik, J.L., King, M.L., 2009, Parameter estimation in semi-linear models using a maximal invariant likelihood function, Journal of Statistical Planning and Inference [P], vol 139, issue 4, Elsevier BV, North-Holland, Netherlands, pp. 1276-1285.

Gao, J., King, M.L., Lu, Z., Tjostheim, D., 2009, Specification testing in nonlinear and nonstationary time series autoregression, Annals of Statistics [P], vol 37, issue 6B, Institute of Mathematical Statistics, United States, pp. 3893-3928.

Saha, K.K., King, M.L., 2008, An alternative Wald type test for two linear restrictions with applications to non-linear models, Journal of Statistical Computation and Simulation [P], vol 78, issue 11, Taylor & Francis Ltd, UK, pp. 1017-1031.

Zhang, X., King, M.L., 2008, Box-Cox stochastic volatility models with heavy-tails and correlated errors, Journal of Empirical Finance, vol 15, issue 3, Elsevier BV, North-Holland, Netherlands, pp. 549-566.

Hossain, M.Z., King, M.L., 2008, Model selection when a key parameter is constrained to be in an interval, Communications in Statistics - Simulation and Computation, vol 37, issue 7, Taylor & Francis Inc, USA, pp. 1270-1280.

Bhowmik, J.L., King, M.L., 2007, Maximal invariant likelihood based testing of semi-linear models, Statistical Papers, vol 48, issue 3, Springer-Verlag, Germany, pp. 357-383.

Zhang, X., King, M.L., Hyndman, R.J., 2006, A Bayesian approach to bandwidth selection for multivariate kernel density estimation, Computational Statistics & Data Analysis, vol 50, issue 11, Elsevier, The Netherlands, pp. 3009-3031.

Sriananthakumar, S., King, M.L., 2006, A new approximate point optimal test of a composite null hypothesis, Journal of Econometrics, vol 130, issue 1, Elsevier BV, North-Holland, The Netherlands, pp. 101-122.

Billah, B., King, M.L., Snyder, R.D., Koehler, A.B., 2006, Exponential smoothing model selection for forecasting, International Journal of Forecasting, vol 22, issue 2, Elsevier, The Netherlands, pp. 239-247.

Begum, N., King, M.L., 2006, Most mean powerful test for testing heteroscedastic disturbances in the linear regression model, Model Assisted Statistics and Applications, vol 1, issue 1, IOS Press, The Netherlands, pp. 9-16.

Pitrun, I., King, M.L., Zhang, X., 2006, Smoothing spline based tests for non-linearity in a partially linear model, Journal of Statistical Planning and Inference, vol 136, issue 8, Elsevier BV, North-Holland, The Netherlands, pp. 2446-2469.

Zhang, X., King, M.L., 2005, Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes, Journal of Business & Economic Statistics, vol 23, issue 1, American Statistical Association, USA, pp. 118-129.

Hyndman, R.J., King, M.L., Pitrun, I., Billah, M.B., 2005, Local linear forecasts using cubic smoothing splines, Australian & New Zealand Journal of Statistics, vol 47, issue 1, Blackwell Science Ltd, Australia, pp. 87-99.

Begum, N., King, M.L., 2005, Most mean powerful invariant test for testing two-dimensional parameter spaces, Journal of Statistical Planning and Inference, vol 134, issue 2, Elsevier, The Netherlands, pp. 536-548.

Begum, N., King, M.L., 2005, Most mean powerful test for testing heteroscedastic disturbances in the linear regression model, Model Assisted Statistics and Applications, vol 1, issue 1, IOS Press, Amerstam The Netherlands, pp. 9-16.

Begum, N., King, M.L., 2005, Most mean powerful test of a composite null against a composite alternative, Computational Statistics and Data Analysis, vol 49, issue 4, Elsevier, The Netherlands, pp. 1079-1104.

Goh, K., King, M.L., 2005, Pre-checking for non-monotonicity of the Wald statistic, Journal of Statistical Computation and Simulation, vol 75, issue 9, Taylor & Francis Ltd, Abingdon UK, pp. 751-759.

Lu, Z., King, M.L., 2004, A Wald-type test of quadratic parametric restrictions, Economics Letters, vol 83, issue 3, Elsevier BV, Switzerland, pp. 359-364.

Gao, J., King, M.L., 2004, Adaptive testing in continuous-time diffusion models, Econometric Theory, vol 20, issue 5, Cambridge University Press, UK, pp. 844-882.

Hughes, A.W., King, M.L., Kwek, K., 2004, Selecting the order of an ARCH model, Economics Letters, vol 83, issue 2, Elsevier BV, Switzerland, pp. 269-275.

Yeasmin, M., King, M.L., 2004, Test sizes and the importance of finding global maxima of the likelihood function, Journal of Statistical Computation and Simulation, vol 74, issue 7, Taylor & Francis Ltd, UK, pp. 495-500.

Hossain, Z., King, M.L., 2003, Model selection using AIC in the context of inequality restrictions on key parameters, Journal of Applied Statistical Science, vol 12, issue 4, Nova Science Publishers, Inc., USA, pp. 305-320.

Hughes, A.W., King, M.L., 2003, Model selection using AIC in the presence of one-sided information, Journal of Statistical Planning and Inference, vol 115, issue 2, Elsevier BV, The Netherlands, pp. 397-411.

Azam, M.N., King, M.L., 2003, The Use of Model Selection for Detecting Unknown Changepoints, Journal of Statistical Research, vol 37, issue 2, Institute of Statistical Research & Training (ISRT), University of Dhaka, Dhaka Bangladesh, pp. 167-182.

King, M.L., Dobson, I.R., 2003, The flawed nature of Australia's research training scheme, Journal of Higher Education Policy and Management, vol 25, issue 2, Cafax Publishing Ltd, UK, pp. 195-202.

Lu, Z., King, M.L., 2002, Improving the numerical technique for computing the accumulated distribution of a quadratic form in normal variables, Econometric Reviews, vol 21, issue 2, Marcel Dekker, New York NY USA, pp. 149-165.

Liu, S., King, M.L., 2002, Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE, Journal of Inequalities and Applications, vol 7, issue 2, Taylor and Francis, UK, pp. 169-177.

Goh, K., King, M.L., 2000, A solution to non-monotonic power of the Wald test in non-linear models, Pakistan Journal of Statistics, vol 16 issue 2, Statistical Society of Pakistan, Lahore Pakistan, pp. 195-205.

Hossain, M.Z., King, M.L., 2000, Effect of nuisance parameters on the probability of correct selection in model specification, Pakistan Journal of Statistics, vol 16 issue 2, Statistical Society of Pakistan, Lahore Pakistan, pp. 181-194.

Billah, M., King, M.L., 2000, Time series model selection and forecasting via optimal penalty estimation, Pakistan Journal of Statistics, vol 16 issue 2, Statistical Society of Pakistan, Lahore Pakistan, pp. 126-145.

Billah, M., King, M.L., 2000, Using simulated annealing to estimate penalty functions for time series model selection, Journal of Statistical Research, vol 34 issue 2, University of Dhaka, Dhaka Bangladesh, pp. 75-89.

Goh, K., King, M.L., 1999, A correction for local biasedness of the Wald and null Wald tests, Oxford Bulletin of Economics and Statistics, vol 61, 3, Blackwell, Oxford UK, pp. 435-450.

Rahman, M.S., King, M.L., 1999, Improved model selection criterion, Communications in Statistics: Simulation and Computation, vol 28, 1, Marcel Dekker, New York NY USA, pp. 51-71.

Laskar, M.R., King, M.L., 1998, Estimation and testing of regression disturbances based on modified likelihood functions, Journal of Statistical Planning and Inference, vol 71, Elsevier, Amsterdam Netherlands, pp. 75-92.

Strachan, R.W., King, M.L., Singh, S., 1998, Likelihood-based estimation of the regression model with scrambled responses, Australian and New Zealand Journal of Statistics, vol 40, 3, Blackwell, Oxford, pp. 279-290.

King, M.L., 1998, The likelihood ratio tests of non-nested linear regression models, Applied Statistical Science, vol 3, Nova Science Publishers, inc., New York NY USA, pp. 365-375.

Kulendran, N., King, M.L., 1997, Forecasting international tourist flows using error correction and time-series models, International Journal of Forecasting, vol 13, Elsevier, Amsterdam Netherlands, pp. 319-326.

King, M.L., Wu, P.X., 1997, Locally optimal one-sided tests for multiparameter hypotheses, Econometric Reviews, vol 16, Marcel Dekker, New York NY USA, pp. 131-156.

Rahman, S., King, M.L., 1997, Marginal likelihood score-based tests of regression disturbances in the presence of nuisance parameters, Journal of Econometrics, vol 82, Elsevier, Amsterdam Netherlands, pp. 81-106.

Laskar, M.R., King, M.L., 1997, Modified Wald test for regression disturbances, Economics Letters, vol 56, Elsevier, Amsterdam Netherlands, pp. 5-11.

Conference Proceedings

Pitrun, I., King, M.L., Hyndman, R.J., 1999, A smoothing spline based test for non-linearity in a regression model, Proceedings: Queensland Finance Conference 1999, 30/9 - 1/10/99, Queensland University of Technology, Brisbane Qld Australia, pp. 1-18.

Majumder, A.K., King, M.L., 1999, Classical and marginal maximum likelihood estimation for regression with serially correlated error components, Proceedings: ESAM99 (Econometric Society Australasian Meeting), Sydney, 7-9 July 1999, University of Technology, Sydney, Sydney NSW Australia, pp. 1-27.

Hughes, A.W., King, M.L., Kwek, K., 1999, Selecting the order of an ARCH model, Proceedings: ESAM99 (Econometric Society Australasian Meeting), Sydney, 7-9 July 1999, University of Technology, Sydney, Sydney NSW Australia, pp. 1-9.

Lu, Z., King, M.L., 1999, The Wald test and Taylor's expansion: An application to testing non-linear functions of parameters, Proceedings: ESAM99 (Econometric Society Australasian Meeting), Sydney, 7-9 July 1999, University of Technology, Sydney, Sydney NSW Australia, pp. 1-14.

Postgraduate Research Supervisions

Current Supervision

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Conditional kernel density: estimation and applications.

Supervisors:

King, M (Main), Zhang, X (Associate).

Completed Supervision

Student:

Akram, M.

Program of Study:

STABILITY PROPERTIES OF STATE SPACE MODELS FOR EXPONENTIAL SMOOTHING. (PHD) 2005.

Supervisors:

Hyndman, R (Main), King, M (Associate).

Student:

Azam, M.

Program of Study:

MODELLING AND FORECASTING IN THE PRESENCE OF STRUCTURAL CHANGE IN THE LINEAR REGRESSION MODEL. (PHD) 2001.

Supervisors:

King, M (Main).

Student:

Begum, N.

Program of Study:

A NEW CLASS OF HYPOTHESIS TESTS WHICH MAXIMIZE AVERAGE POWER. (PHD) 2003.

Supervisors:

King, M (Main).

Student:

Bhowmik, J.

Program of Study:

THE USE OF MAXIMAL INVARIANT BASED LIKELIHOODS IN LINEAR AND NON-LINEAR REGRESSION MODELS. (PHD) 2004.

Supervisors:

King, M (Main).

Student:

Billah, M.

Program of Study:

MODEL SELECTION FOR TIME SERIES FORECASTING MODELS. (PHD) 2001.

Supervisors:

King, M (Main).

Student:

Bose, G.

Program of Study:

MODEL SELECTION: AN OPTIMAL APPROACH TO CONSTRUCTING A PENALTY FUNCTION IN SMALL SAMPLES. (PHD) 2002.

Supervisors:

King, M (Main).

Student:

Chen, D.

Program of Study:

MEDIAN-UNBIASED ESTIMATION IN LINEAR AUTOREGRESSIVE TIME SERIES MODELS. (PHD) 2001.

Supervisors:

King, M (Main).

Student:

Chung, M.

Program of Study:

The impact of cultural differences: an Australian business in China. (PHD) 2006.

Supervisors:

Smith, W (Main), King, M (Associate).

Student:

Gao, J.

Program of Study:

ESTIMATION AND MODEL SPECIFICATION TESTING IN NONLINEAR TIME SERIES ECONOMETRICS. (PHD) 2004.

Supervisors:

King, M (Main).

Student:

Hayat Muhammad, A.

Program of Study:

Identifying GDP volatility and modeling changing seasonality. (PHD) 2007.

Supervisors:

King, M (Main), Hyndman, R (Associate).

Student:

Kwek, K.

Program of Study:

MODEL SELECTION FOR A CLASS OF CONDITIONAL HETEROSCEDASTIC PROCESSES. (PHD) 2000.

Supervisors:

King, M (Main).

Student:

Lu, Z.

Program of Study:

IMPROVEMENTS TO SOME ECONOMETRIC METHODS BASED ON MODERN COMPUTER POWER. (PHD) 2000.

Supervisors:

King, M (Main).

Student:

Luo, L.

Program of Study:

The predictive power of yield spread on GDP growth and monetary policy. (PHD) 2008.

Supervisors:

King, M (Main), Brooks, R (Associate), Harris, M (Associate).

Student:

Mahmood, M.

Program of Study:

EXPLOITING ESTIMATING EQUATIONS TO IMPROVE ESTIMATION PROCEDURES IN THE LINEAR MODEL. (PHD) 2000.

Supervisors:

King, M (Main).

Student:

Osman, A.

Program of Study:

A new approach to forecasting based on exponential smoothing with independent regressors. (PHD) 2012.

Supervisors:

Hyndman, R (Joint), King, M (Joint-Co).

Student:

Pitrun, I.

Program of Study:

A smoothing spline approach to nonlinear inference for time series. (PHD) 2001.

Supervisors:

King, M (Main).

Student:

Sriananthakumar, S.

Program of Study:

CONTRIBUTIONS TO THE THEORY AND PRACTICE OF HYPOTHESIS TESTING. (PHD) 2000.

Supervisors:

King, M (Main).

Student:

Ulph, C.

Program of Study:

Modelling irregularly spaced transactions in financial markets. (PHD) 1999.

Supervisors:

King, M (Main), Historical Supervisor, I (Associate).

Student:

Yeasmin, M.

Program of Study:

MULTIPLE MAXIMA OF LIKELIHOOD FUNCTIONS AND THEIR IMPLICATIONS FOR INFERENCE IN THE GENERAL LINEAR REGRESSION MODEL. (PHD) 2003.

Supervisors:

King, M (Main).

Student:

Zhang, X.

Program of Study:

Applications of computationally intensive methods in econometrics. (PHD) 2005.

Supervisors:

King, M (Main).