Author

Des F. Nicholls

Observed names: D. F. NICHOLLS, D. F. Nicholls, D.F. Nicholls, Des Nicholls

Observed institutions: Australian National University, Commonwealth Scientific and Industrial Research Organisation, The University of Queensland

OpenAlex ID: A5033114314

Random Coefficient Autoregressive Models: An Introduction

1982 · Des F. Nicholls, Barry G. Quinn · Lecture notes in statistics · 375

An Analysis of the Use of Accounting Information by Australian Small Business

1988 · D. F. Nicholls, Scott Holmes · Journal of Small Business Management · 108

Heteroscedasticity in Models with Lagged Dependent Variables

1983 · D. F. Nicholls, A. R. Pagan · Econometrica · 93

Modelling the Accounting Information Requirements of Small Businesses

1989 · Scott Holmes, Des Nicholls · Accounting and Business Research · 91

Bias in the Estimation of Multivariate Autoregressions

1988 · D. F. Nicholls, A. L. Pope · Australian Journal of Statistics · 89

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey

1975 · D. F. Nicholls, A. R. Pagan, et al. · International Economic Review · 89

The Estimation of Random Coefficient Autoregressive Models. I

1980 · D. F. Nicholls, B. G. Quinn · Journal of Time Series Analysis · 77

The Estimation of the Prediction Error Variance

1977 · E. J. Hannan, D. F. Nicholls · Journal of the American Statistical Association · 74

The Exact Likelihood Function of Multivariate Autoregressive-Moving Average Models

1979 · D. F. NICHOLLS, A. D. HALL · Biometrika · 69

16 Varying coefficient regression

1985 · D.F. Nicholls, A.R. Pagan · Handbook of statistics · 65

The Impact of Index Futures Markets On Australian Sharemarket Volatility

1991 · Allan Hodgson, Des Nicholls · Journal of Business Finance &amp Accounting · 42

The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models

1972 · E. J. Hannan, D. F. Nicholls · Econometrica · 42

The Estimation of Random Coefficient Autogressive Models. Ii

1981 · B. G. Quinn, D. F. Nicholls · Journal of Time Series Analysis · 39

The Efficient Estimation of Vector Linear Time Series Models

1976 · D. F. NICHOLLS · Biometrika · 38

Estimating predictions, prediction errors and their standard deviations using constructed variables

1984 · A.R. Pagan, D.F. Nicholls · Journal of Econometrics · 27

The evaluation of exact maximum likelihood estimates for varma models

1980 · A.D. Hall, D.F. Nicholls · Journal of Statistical Computation and Simulation · 22

Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors

1976 · A. R. Pagan, D. F. Nicholls · The Review of Economic Studies · 21

Modelling Stock Market Volatility in Australia

1995 · Des Nicholls, David Tonuri · Journal of Business Finance &amp Accounting · 19

Multiple autoregressive models with random coefficients

1981 · D.F. Nicholls, B.G. Quinn · Journal of Multivariate Analysis · 18

Specification of the Disturbance for Efficient Estimation--An Extended Analysis

1977 · D. F. Nicholls, A. R. Pagan · Econometrica · 16

A Comparison of Estimation Methods for Vector Linear Time Series Models

1977 · D. F. NICHOLLS · Biometrika · 14

The estimation of multivariate random coefficient autoregressive models

1981 · D.F. Nicholls, B.G. Quinn · Journal of Multivariate Analysis · 12

Least-Squares Estimation of the Contact Rate in Models for the Spread of Infectious Diseases

1990 · C. R. HEATHCOTE, D. F. NICHOLLS · Biometrika · 7

Estimation of the Spectral Density Function When Testing for a Jump in the Spectrum

1967 · D. F. Nicholls · Australian Journal of Statistics · 7

Presidential Address: Statistics into the 21st century (with discussion)

1999 · Des Nicholls · Australian & New Zealand Journal of Statistics · 6

Works count: 45

Citation count: 1,500

H-index: 18

I10-index: 22