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Find an ExpertProfiling the University of Melbourne's Researchers

PROF WILLIAM GRIFFITHS



Contact Details

Organization: Economics
Position: CHAIR OF ECONOMETRICS
Email:
Homepage: http://www.economics.unimelb.edu.au/who/profile.cfm?sid=27
Work: 03 8344 3622
Fax: 03 8344 6899
Room: 628
Level: 06
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Applied Baysian Econometrics Gibbs Sampling Australia
Applied Baysian Econometrics Posterior Densities Australia

International Linkages

Country Establishment Collaboration
United States Louisiana State University Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Agricultural Economics New England 31-Dec-1967
Doctor of Philosophy University of Illinois 31-Dec-1971

Memberships

Membership Type Membership Body Description Start Date End Date
Member Standing Committee of the Australasian Region of the Econometric Society Elected Member 01-Jan-1983
Member World Congress of the Econometric Society, Barcelona Member of Organizing Committee 01-Jan-1990
Member Academy of Social Sciences in Australia, 1996-1998 Panel Committee Member 01-Jan-1996

Fellowships

Fellowship Date Awarded
Fellow of the Academy of the Social Sciences in Australia (FASSA) 31-Dec-1995

Other Awards

Award Type Awarding Body Comments Date Awarded
Other (Award) University of Illinois Fulbright Scholar 01-Jan-1967
Other (Award) University of Chicago CIC Travelling Scholar 01-Jan-1969
Other (Award) The Honor Society of Agriculture Gamma-Sigma-Delta Honor Award 01-Jan-1970
Other (Award) University of Illinois University of Illinois Graduate Fellowship, 1967-1970 01-Jan-1967

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Grants

Title Role Funding Source Scheme Award Date
The evolution of Aust'n enterprises,1990 to 2007:an empirical analysis of the relationship between turbulence among firms,productivity,growth &exports Chief Investigator AUST BUREAU OF STATISTICS,
DEPT OF TREASURY & FINANCE,
PRODUCTIVITY COMMISSION,
AUST RESEARCH COUNCIL		 Linkage Projects (AUST RESEARCH COUNCIL) 01/01/2003
Measuring hospital performance: outputs, quality of care, competition and efficiency Chief Investigator DEPT OF HUMAN SERVICES,
AUST RESEARCH COUNCIL		 Linkage Projects (AUST RESEARCH COUNCIL) 01/01/2004
ANALYSIS OF DRUG CONSUMPTION Chief Investigator MONASH UNIVERSITY Discovery Projects (AUST RESEARCH COUNCIL) 01/01/2005
BAYESIAN INFERENCE FOR WELFARE COMPARISONS OF INCOME Chief Investigator MONASH UNIVERSITY Discovery Projects (AUST RESEARCH COUNCIL) 01/01/2007

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2008

Books

  • Bayesian Econometrics
    Year: 2008
    Publisher: Emerald Group Publishing Limited(London)
    Authors(s):
  • Instructor's Manual for Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):
  • Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):
  • Using EViews for Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):

Book Chapters

  • Estimating Income Distributions Using a Mixture of Gamma Densities


    Year: 2008
    Book: Modelling Income Distributions and Lorenz Curves
    Publisher: Springer Verlag(New York)
    Authors(s):
    Editors(s):
  • Bayesian Econometrics: An Introduction
    Year: 2008
    Book: Bayesian Econometrics
    Publisher: Emerald Group Publishing Limited(London)
    Authors(s):
    Editors(s):

Reports

  • Estimating Income Distributions Using a Mixture of Gamma Densities
    Year: 2008
    Report No:: 1034
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • On Dagum's Decomposition of the Gini Coefficient
    Year: 2008
    Report No:: 1054
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Predictive Densities for Shire Level Wheat Yield in Western Australia
    Year: 2008
    Report No:: 1051
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2007

Journal Articles

  • Estimating and Combining National Income Distributions Using Limited Data
    Year: 2007
    Journal: Journal of Business and Economic Statistics
    Volume: 25
    Issue: 1
    Page numbers: 97-109
    Author(s):
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Publications in 2006

Book Chapters

  • Market valuation of Australian intellectual property


    Year: 2006
    Book: The Management of Intellectual Property
    Publisher: Edward Elgar Publishing(Cheltenham)
    Authors(s):
    Editors(s):
  • A comparison of Bayesian and sampling theory inferences in a probit model
    Year: 2006
    Book: Essays in honor of Stanley R. Johnson
    Publisher: The Berkeley Electronic Press
    Authors(s):
  • Bayesian assessment of Lorenz and stochastic dominance in income distributions
    Year: 2006
    Book: Research on Economic Inequality Volume 13 Dynamics of Inequality and Poverty
    Publisher: Elsevier Science(Oxford)
    Authors(s):
  • Market valuation of Australian intellectual property
    Year: 2006
    Book: The management of intellectual property
    Publisher: Edward Elgar Publishing(Cheltenham)
    Authors(s):

Journal Articles

  • Gibbs samplers for a set of seemingly unrelated regressions


    Year: 2006
    Journal: Australian & New Zealand Journal of Statistics
    Volume: 48
    Issue: 3
    Page numbers: 335 - 351
    Author(s):
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  • Survival on the Titanic: illustrating Wald and Lagrange multiplier tests for proportions and logits


    Year: 2006
    Journal: Journal of Economic Education
    Volume: 37
    Issue: 3
    Page numbers: 289 - 304
    Author(s):
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  • Estimating State-Contingent Production Frontiers
    Year: 2006
    Journal: American Journal Of Agricultural Economics
    Volume: 88
    Issue: 1
    Page numbers: 249-266
    Author(s):
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Reports

  • Survival on the Titanic: illustrating Wald and LM tests for proportions and logits


    Year: 2006
    Report No:: 964
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Bayesian assessment of Lorenz and stochastic dominance in income distributions
    Year: 2006
    Report No:: 960
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2005

Journal Articles

  • Assessing two common approaches for solving models with saddle-path instabilities
    Year: 2005
    Journal: Mathematics and Computers in Simulation
    Volume: 69
    Issue: 1-2
    Page numbers: 78-89
    Publisher: Elsevier Science(Amsterdam)
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  • Averaging Lorenz curves
    Year: 2005
    Journal: Journal of Economic Inequality
    Volume: 3
    Issue: 1
    Page numbers: 1-19
    Publisher: Springer(New York)
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  • Averaging income distributions
    Year: 2005
    Journal: Bulletin of Economic Research
    Volume: 57
    Issue: 4
    Page numbers: 347-367
    Publisher: Blackwell Publishers
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  • Estimating variable returns to scale production frontiers with alternative stochastic assumptions
    Year: 2005
    Journal: Journal of Econometrics
    Volume: 126
    Issue: 2
    Page numbers: 385-409
    Publisher: Elsevier Science
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Conference Publications/Papers

  • Bayesian assessment of Lorenz and stochastic dominance in income distributions
    Year: 2005
    Event name: Australian conference of economists 05
    Conference Publication: Australian conference of economists
    Page numbers: 1-27
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Author(s):
  • Estimating state-contingent production frontiers
    Year: 2005
    Event name: Australian conference of economists 05
    Conference Publication: Australian conference of economists
    Page numbers: 1-44
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Author(s):

Reports

Publications in 2004

Book Chapters

  • A Gibbs' sampler for the parameters of a truncated multivariate normal distribution
    Year: 2004
    Book: Contemporary issues in economics and econometrics
    Publisher: Edward Elgar Publishing(Cheltenham)
    Authors(s):

Journal Articles

  • Estimating costs of children from micro-unit records: a new procedure applied to Australian data
    Year: 2004
    Journal: Journal of Quantitative Economics
    Volume: 2
    Issue: 1
    Page numbers: 98-120
    Publisher: Indian Econometric Society
    Author(s):
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  • Female earnings and divorce rates: some Australian evidence
    Year: 2004
    Journal: Australian Economic Review
    Volume: 37
    Issue: 2
    Page numbers: 139-152
    Publisher: Blackwell Publishing Asia
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Reports

Publications in 2003

Book Chapters

  • Bayesian inference in the seemingly unrelated regressions model
    Year: 2003
    Book: Computer-aided econometrics
    Publisher: Dekker - Marcel Dekker(New York)
    Authors(s):
  • Heteroskedasticity
    Year: 2003
    Book: A Companion to Theoretical Econometrics
    Publisher: Blackwell Publishers
    Authors(s):
    Editors(s):

Journal Articles

  • The incidence of gains and taxes associated with R&D and promotion in the Australian beef industry
    Year: 2003
    Journal: Agribusiness (New York)
    Volume: 19
    Issue: 3
    Page numbers: 333-344
    Publisher: John Wiley & Sons
    Author(s):
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  • The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting
    Year: 2003
    Journal: International Journal of Forecasting
    Volume: 19
    Issue: 1
    Page numbers: 111-121
    Publisher: Elsevier Science(Amsterdam)
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Conference Publications/Papers

  • An evaluation of alternative approaches to solving large-scale macroeconomic models
    Year: 2003
    Event name: MODSIM 2003: International congress on modelling and simulation
    Conference Publication: Integrative modelling of biophysical, social and economic systems for resource management solutions
    Page numbers: 1481-1486
    Publisher: The Modelling and Simulation Society of Australia and New Zealand(Canberra)
    Author(s):

Reports

  • Estimating variable returns to scale production frontiers with alternative stochastic assumptions
    Year: 2003
    Report No:: 872
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Modelling the behaviour and performance of Australian football tipsters
    Year: 2003
    Report No:: 871
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2002

Book Chapters

  • Sample size requirements for estimation in SUR models
    Year: 2002
    Book: Handbook of applied econometrics and statistical inference
    Publisher: Dekker - Marcel Dekker(New York)
    Authors(s):

Journal Articles

  • Estimating Lorenz curves using a Dirichlet distribution
    Year: 2002
    Journal: Journal of Business and Economic Statistics
    Volume: 20
    Issue: 2
    Page numbers: 290-295
    Publisher: American Statistical Association
    Author(s):
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Reports

  • A Gibb's sampler for the parameters of a truncated multivariate normal distribution
    Year: 2002
    Customer:
    Report No:: 856
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Female earnings and divorce rates: some Australian evidence
    Year: 2002
    Customer:
    Report No:: 850
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2001

Books

  • Undergraduate Econometrics

     


    Year: 2001
    Publisher: John Wiley & Sons(New York)
    Authors(s):
  • Instructor's Resource Guide to Accompany the Second edition of Undergraduate Econometrics
    Year: 2001
    Publisher: John Wiley & Sons(New York)
    Authors(s):

Journal Articles

  • A Bayesian Estimator of the Linear Regression Model with an Uncertain Inequality Constraint
    Year: 2001
    Journal: Journal of Applied Statistical Science
    Volume: 10
    Issue: 4
    Page numbers: 323-342
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  • A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion
    Year: 2001
    Journal: Journal of Forecasting
    Volume: 20
    Issue: 4
    Page numbers: 231-247
    Publisher: Wiley Europe
    Author(s):
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  • Bayesian model averaging in consumer demand systems with inequality constraints
    Year: 2001
    Journal: Canadian Journal of Agricultural Economics - Revue Canadienne D Agroeconomie
    Volume: 49
    Issue: 3
    Page numbers: 269-292
    Publisher: Canadian Agricultural Economics Society(Ottawa)
    Author(s):
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  • On calculation of the extended Gini coefficient
    Year: 2001
    Journal: Review of Income and Wealth
    Volume: 47
    Issue: 4
    Page numbers: 541-547
    Publisher: International Association for Research in Income and Wealth
    Author(s):
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Reports

  • Averaging income distributions
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 798
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    Year: 2001
    Customer: The University of Melbourne
    Report No:: 806
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Bayesian inference in the seemingly unrelated regressions model
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 793
    Publisher: The Department of Economics(Melbourne)
    Authors:
    URL - open access http://eprints.infodiv.unimelb.edu.au/archive/00000034/
  • Estimating Lorenz curves using a Dirichlet distribution
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 802
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Estimating costs of children from micro-unit records: a new procedure applied to Australian data
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 795
    Publisher: Department of Economics(Melbourne)
    Authors:
  • Including prior information in probit model estimation.
    Year: 2001
    Customer: Department of Economics, The University of Melbourne.
    Report No:: 816
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
    URL - open access http://eprints.infodiv.unimelb.edu.au/archive/00000101/
  • Sample size requirements for estimation in SUR models
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 794
    Publisher: The Department of Economics(Melbourne)
    Authors:
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