Maxwell L King

Biographic Data

ID3715320
NAMEMaxwell L King
GIVEN NAMESMaxwell L
FAMILY NAMEKing
SIGNATUREKING M L
AFFILIATIONSMonash University
VERIFIEDNo
TOTAL WORKS9
TOTAL CITATIONS8
AUTHOR COUNT9
EDITOR COUNT0
FIRST PUBLICATION YEAR1987
LATEST PUBLICATION YEAR2009
H-INDEX1

  • Measuring research quality using the journal impact factor, citations and 'Ranked Journals: Blunt Instruments or Inspired Metrics

    Som D Jarwal, D Jarwal et al.ARTICLEJournal of Higher Education…2009Cited by: 7References: 10

    This paper examines whether three bibliometric indicators—the journal impact factor, citations per paper and the Excellence in Research for Australia (ERA) initiative's list of 'ranked journals'—can predict the quality of individual research articles as assessed by international experts, both overall and within broad disciplinary groupings. The analysis is based on data obtained from a Mock Research Quality Framework (RQF) exercise conducted by M…

  • Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes

    Xibin Zhang, Maxwell L KingARTICLEJournal of Business and Economic…2005

    Influence diagnostics have become important tools for statistical analysis since the seminal work by Cook. In this article we present a curvature-based directional diagnostic, set up based on the slope-based diagnostic to assess the local influence of minor perturbations on influence graph in a regression model. Using both slope- and curvature-based diagnostics, we examine local influence in the generalized autoregressive conditional heteroscedas…

  • The flawed nature of Australia's research training scheme

    Maxwell L King, Ian R DobsonARTICLEJournal of Higher Education…2003Cited by: 1

    The Australian government radically altered its methodology for funding research training, starting from the 2002 academic year. Despite the altruistic objectives of the new Research Training Scheme, analysis reveals that a major component of the scheme is flawed, and can produce unintended results

  • A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

    John H H Lee, Maxwell L KingARTICLEJournal of Business and Economic…1993

    This article considers the twin problems of testing for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH disturbances in the linear regression model. A feature of these testing problems, ignored by the standard Lagrange multiplier test, is that they are onesided in nature. A test that exploits this one-sided aspect is constructed based on the sum of the scores. The small-sample-size and power properties of two versions of…

  • Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative

    Maxwell L King, Thomas S ShivelyARTICLEThe Review of Economics and…1993

    Maxwell L. King, Thomas S. Shively, Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative, The Review of Economics and Statistics, Vol. 75, No. 1 (Feb., 1993), pp. 1-7

  • Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model

    Paramsothy Silvapulle, Maxwell L KingARTICLEJournal of Business and Economic…1991

    Paramsothy Silvapulle, Maxwell L. King, Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model, Journal of Business & Economic Statistics, Vol. 9, No. 3 (Jul., 1991), pp. 329-335

  • Testing Moving Average Against Autoregressive Disturbances in the Li near-Reg ression Model

    Paramsothy Silvapulle, Maxwell L KingARTICLEJournal of Business and Economic…1991

    This article considers testing for first-order moving average against first-order autoregressive disturbances in the linear-regression model. Tests investigated include approximate point-optimal invariant (POI) tests, an asymptotic test of the second-order residual autocorrelation coefficient, and a Lagrange multiplier. (LM) test. A Monte Carlo experiment compares their small-sample performances. Of the asymptotic tests, the LM test has the most …

  • Specification Analysis in the Linear Model

    Jan R Magnus, Maxwell L King et al.ARTICLEEconomica1988

  • An Alternative Test for Regression Coefficient Stability

    Maxwell L KingARTICLEThe Review of Economics and…1987

    Recently, Watson and Engle (1985) considered the problem of testing for a constant regression coefficient against the alternative hypothesis that the coefficient follows a stationary first-order autoregressive process. This alternative is the return to normalcy model proposed by Rosenberg (1973). Watson and Engle observe that the unknown autoregressive parameter is not identified under their null hypothesis and they suggest the use of the test pr…