Discovery Projects - Grant ID: DP150100210

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP150100210

Funding Status
Active

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Funded Activity Summary

Robust methods for heteroscedastic regression models for time series. What is the variability of the exchange rate of the Euro to the Australian dollar? Can the use of the electrocardiogram of a patient be improved as a diagnostic tool for heart disease? A well-known limitation of the existing statistical methods for answering these types of questions is that a small proportion of extreme observations have the potential to lead to results that are more in agreement with the outliers than with bulk of the data. As a consequence, the statistical analyses may lead to wrong conclusions. This project aims to develop new methodologies to solve this problem for a large class of studies. Applications to stock market risk, exchange rate, and diagnosis of heart diseases will illustrate the new methods.

Funded Activity Details

Start Date: 01-01-2015

End Date: 16-12-2022

Funding Scheme: Discovery Projects

Funding Amount: $203,300.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Economic Models and Forecasting | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics |

Other Keywords

Econometric and Statistical Methods | Econometrics | Economic Models and Forecasting | Expanding Knowledge in Economics

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