University of Sydney Business School: Recent submissions
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Practical considerations for optimal weights in density forecast combination
Published 2013-01-01The problem of finding appropriate weights to combine several density forecasts is an important issue currently debated in the forecast combination literature. Recently, a paper by Hall and Mitchell (IJF, 2007) proposes ...Open AccessWorking Paper -
S.O.C.I.A.L. - Emergent Enterprise Social Networking Use Cases: A Multi Case Study Comparison
Published 2012-12-12Enterprise Social Networking (ESN) is a relatively new phenomenon. It refers to the application of Internet platforms for relationship building and short message exchanges in the context of workplace communication. While ...Open AccessWorking Paper -
Powercrowd: Enterprise Social Networking in Professional Service Work: A Case Study of Yammer at Deloitte Australia
Published 2012-05-16Social media technologies are making fast inroads into organisations. In the context of knowledgeintensive work the propositions of improving communication, information sharing and user involvement seem particularly ...Open AccessWorking Paper -
Maximum likelihood estimation of time series models: the Kalman filter and beyond
Published 2012-05-01The purpose of this chapter is to provide a comprehensive treatment of likelihood inference for state space models. These are a class of time series models relating an observable time series to quantities called states, ...Open AccessWorking Paper -
Mixed strategies in discriminatory divisible-good auctions
Published 2009-11-01Using the concept of market-distribution functions, we derive general optimality conditions for discriminatory divisible-good auctions, which are also applicable to Bertrand games and non-linear pricing. We introduce the ...Open AccessWorking Paper