On any given night in Victoria, around 4,000 children and young people live under the care and protection of the State. For many young people, this care extends over a long period of time, sometimes until their 18th birthday. It is well documented that young people leaving State care often lack...

This paper investigates the time caseworkers spend supporting long-term foster care and adoption placements. Undertaken in Australia through collaboration between university and nongovernment agency researchers, the 'Cost of Support Study' tracked the hours that caseworkers spent supporting...

A Kalman filter for application to stationary or non-stationary time series is proposed. A major feature is a new initialisation method to accommodate non-stationary time series. The filter works on time series with missing values at any point of time including the initialisation phase. It can...

A general Bayesian Markov Chain Monte Carlo methodology is utilized for conducting an analysis of the intensity process of stock market data. The sampling scheme employed is a hybrid of the Gibbs and Metropolis Hastings algorithms. Both duration and count data time series approaches are utilized...

A Kalman filter for application to stationary or non-stationary time series is proposed. A major feature is a new initialisation method to accommodate non-stationary time series. The filter works on time series with missing values at any point of time including the initialisation phase. It can...

This paper investigates the time caseworkers spend supporting long-term foster care and adoption placements. Undertaken in Australia through collaboration between university and non-government agency researchers, the 'Cost of Support Study' tracked the hours that caseworkers spent supporting...

We evaluate the performance of various methods for forecasting tourism demand. The data used include 380 monthly series, 427 quarterly series and 530 yearly series, all supplied to us by tourism bodies or by academics from previous tourism forecasting studies. The forecasting methods implemented...

In this paper we have demonstrated the implications of incorrectly normalising the parameters of a reduced rank regression model to achieve global identification, and presented a method for estimating this model without using the ordering restrictions imposed in previous Bayesian and frequentist...

The analysis of economic time series assumes specific economic behaviour of a representative agent. The data used in analysis is generated by aggregating observations of all individuals in a population. This is valid only if all members of a population have the same data generating process, but...

Age-sex-specific population forecasts are derived through stochastic population renewal using forecasts of mortality, fertility and net migration. Functional data models with time series coefficients are used to model age-specific mortality and fertility rates. As detailed migration data are...