Professor Alicia Rambaldi
Professor
School of Economics
+61 7 336 56576
Room 540, Level 5, Colin Clark Building (#39)
Researcher biography
Specialises in econometrics.
Research interests include: applied econometrics, time series econometrics, state-space models and spatial time series models. Has published in journals that include the Journal of Econometrics, Oxford Bulletin of Economics and Statistics, Journal of Applied Econometrics. Current research projects are in: spatial time series models with applications to modelling housing prices, international comparisons and sectoral productivity
| Featured projects | Duration |
|---|---|
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Construction of consistent panels of Real Gross Domestic Product and its components at current and constant prices ARC Discovery Project |
2009–2013 |
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Econometric modelling of housing prices and their relationship to climate adaptation issues ARC Discovery Project |
2011–2014 |
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Reliability of purchasing power parities from the World Bank ARC Discovery Project |
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Predicting the value and use of urban land ARC Linkage Project |
2016–2019 |
Publications
Book
Fletcher, C. S., Taylor, B. M., Rambaldi, A. N., Harman, B. P., Heyenga, S., Ganegodage, K. R., Lipkin, F. and McAllister, R. R. J. (2013). Costs and coasts: an empirical assessment of physical and institutional climate adaptation pathways. Southport, QLD, Australia: National Climate Change Adaptation Research Facility.
Book Chapters
Fletcher, Cameron S., Taylor, Bruce M., Rambaldi, Alicia N., Harman, Ben P., Heyenga, Sonja, Ganegodage, K. Renuka, Lipkin, Felix and Mcallister, Ryan R. J (2015). Equity, economic efficiency and institutional capacity in adapting coastal settlements. Applied Studies in Climate Adaptation. (pp. 208-215) edited by Jean P. Palutikof, Sarah L. Boulter, Jon Barnett and David Rissik. Chichester, West Sussex, United Kingdom: John Wiley and Sons. doi: 10.1002/9781118845028.ch23
Rambaldi, Alicia N., Rao, D. S. Prasada and Ganegodage, K. Renuka (2010). Modelling spatially correlated error structures in the time-space extrapolation of purchasing power parities. Price indexes in time and space. (pp. 63-96) edited by Luigi Biggeri and Guido Ferrari. Heidelberg, Germany: Physica Verlag. doi: 10.1007/978-3-7908-2140-6_4
Iyer, K., Rambaldi, A. N. and Tang, K. K. (2006). Globalisation and the technology gap: Regional and time evidence. Leading Economic and Managerial Issues Involving Globalization. (pp. 213-227) edited by J-M. Aurifeille, S. Svizzero and C. Tisdell. New York, United States: Nova Science.
Doran, H. E., Hill, R. C. and Rambaldi, A. N., (2004). Predicting Incomplete Observations in Unbalanced Panels. A Kalman Filtering-Smoothing Approach. Contemporary Issues in Economics and Econometrics: Theory and Applications. (pp. 226-232) Cheltenham, UK: Edward Elgar Publishing.
Journal Articles
Hill, Robert J., Rambaldi, Alicia N. and Scholz, Michael (2020). Higher frequency hedonic property price indices: a state-space approach. Empirical Economics doi: 10.1007/s00181-020-01862-y
Lejcak, Jason, Rambaldi, Alicia N. and Tan, Madeleine (2020). Melbourne housing market dynamics: impact of land supply on detached residential prices. Victoria's Economic Bulletin, 425-35.
Naranpanawa, Niromi, Rambaldi, Alicia N. and Sipe, Neil (2019). Natural amenities and regional tourism employment: a spatial analysis. Papers in Regional Science, 98 (4) pirs.12431, 1731-1757. doi: 10.1111/pirs.12431
Heard, Christopher, Menezes, Flavio M. and Ranbaldi, Alicia N. (2017). The dynamics of bank location decisions in Australia. Australian Journal of Management, 43 (2), 241-262. doi: 10.1177/0312896217717572
Plant, Lyndal, Rambaldi, Alicia and Sipe, Neil (2017). Evaluating revealed preferences for street tree cover targets: a business case for collaborative investment in leafier streetscapes in Brisbane, Australia. Ecological Economics, 134, 238-249. doi: 10.1016/j.ecolecon.2016.12.026
Peyrache, A. and Rambaldi, A. N. (2017). Incorporating temporal and country heterogeneity in growth accounting - an application to EU-KLEMS. Journal of Productivity Analysis, 47 (2), 143-166. doi: 10.1007/s11123-017-0498-2
Ganegodage, K. Renuka, Rambaldi, Alicia N., Rao, D. S. Prasada and Tang, Kam K. (2015). A New Multidimensional Measure of Development: The Role of Technology and Institutions. Social Indicators Research, 131 (1), 65-92. doi: 10.1007/s11205-015-1139-7
Fletcher, Cameron S., Rambaldi, Alicia N., Lipkin, Felix and McAllister, Ryan R. J. (2015). Economic, equitable, and affordable adaptations to protect coastal settlements against storm surge inundation. Regional Environmental Change, 16 (4) 1023-1034. doi:10.1007/s10113-015-0814-1
Rambaldi, Alicia. N. and Fletcher, Cameron (2014). Hedonic Imputed Property Price Indexes: The Effects of Econometric Modeling Choices. Review of Income and Wealth, 60 (Suppl.2) S423-S448. doi:10.1111/roiw.12143
Ganegodage, K. Renuka and Rambaldi, Alicia N. (2014). Economic consequences of war: evidence from Sri Lanka. Journal of Asian Economics, 30, 42-53. doi: 10.1016/j.asieco.2013.12.001
Rambaldi, Alicia N., Fletcher, Cameron S., Collins, Kerry and McAllister, Ryan R. J. (2013). Housing shadow prices in an inundation-prone suburb. Urban Studies, 50 (9), 1889-1905. doi: 10.1177/0042098012465904
Ganegodage, K. Renuka and Rambaldi, Alicia N. (2011). The impact of education investment on Sri Lankan economic growth. Economics of Education Review, 30 (6) 1491-1502. doi:10.1016/j.econedurev.2011.08.001
Rao, D. S. Prasada, Rambaldi, Alicia and Doran, Howard (2010). Extrapolation of purchasing power parities using multiple benchmarks and auxiliary information: A new approach. Review of Income and Wealth, 56 (Suppl 1), S59-S98. doi: 10.1111/j.1475-4991.2010.00386.x
Iyer, Krishna G., Rambaldi, Alicia N. and Tang, Kam Ki (2009). How trade and foreign investment affect the growth of a small but not so open economy: Australia?. Applied Economics, 41 (12) 1525-1532. doi:10.1080/00036840601032177
Iyer, Krishna G., Rambaldi, Alicia N. and Tang, Kam Ki (2008). Efficiency externalities of trade and alternative forms of foreign investment in OECD countries. Journal of Applied Econometrics, 23 (6) 749-766. doi:10.1002/jae.1024
O'Donnell, C. J., Rambaldi, A. N. and Doran, H. E. (2001). Estimating economic relationships subject to firm- and time-varying equality and inequality constraints. Journal of Applied Econometrics, 16 (6), 709-726. doi: 10.1002/jae.639
Rambaldi, AN and Simmons, P (2000). Response to price and production risk: The case of Australian wheat. Journal of Futures Markets, 20 (4) 345-359. doi:10.1002/(SICI)1096-9934(200004)20:4<345::AID-FUT3>3.0.CO;2-2
Graham-Higgs, J, Rambaldi, A and Davidson, B (1999). Is the Australian wool futures market efficient as a predictor of spot prices?. Journal of Futures Markets, 19 (5), 565-582. doi: 10.1002/(SICI)1096-9934(199908)19:5<565::AID-FUT4>3.0.CO;2-R
Battese, GE, Rambaldi, AN and Wan, GH (1997). A stochastic frontier production function with flexible risk properties. Journal of Productivity Analysis, 8 (3) 269-280. doi:10.1023/A:1007755604744
Simmons, P and Rambaldi, A (1997). Potential demand for hedging by Australian wheat producers. Australian Journal of Agricultural And Resource Economics, 41 (2) 157-168. doi:10.1111/1467-8489.00008
Doran, HE and Rambaldi, AN (1997). Applying linear time-varying constraints to econometric models: With an application to demand systems. Journal of Econometrics, 79 (1) 83-95. doi:10.1016/S0304-4076(97)00008-0
Zapata, HO and Rambaldi, AN (1997). Monte Carlo evidence on cointegration and causation. Oxford Bulletin of Economics And Statistics, 59 (2), 285-&. doi: 10.1111/1468-0084.00065
Zapata, HO and Rambaldi, AN (1996). Recent developments on cointegration and causation.. American Journal of Agricultural Economics, 78 (5) 1411-1411.
Conference Papers
Hill, Robert J., Rambaldi, Alicia N. and Scholz, Michael (2017).Weekly hedonic house price indices: an imputation approach from a spatio-temporal model. Conference of the International Association for Applied Econometrics, Sapporo, Hokkaido, Japan, 26-28 June 2017. Editorial Express.
Rambaldi, Alicia N., Ganegodage, Kumudini R. and McAllister, Ryan R. (2017).Myopia and Amnesia in Property Prices. Evidence from Two Floods. Society for Economic Measurement Annual Conference, Massachusetts Institute of Technology (MIT) campus in Cambridge, 26-28 July 2017. Editorial Express.
Rambaldi, Alicia N. and Huynh, Linh T. (2017).Patterns in the Measurement Errors of PPPs and Their Growth Rates. International Comparisons of Prices, Income and Productivity Conference, Princeton, NJ, United States of America, 25-26 May 2017. Princeton, NJ, United States of America :IRS Princeton University.
Plant, L. J., Morrison, T. and Rambaldi, A. (2016). Street trees: paying their way in property value benefits. XXIX International Horticultural Congress on Horticulture: Sustaining Lives, Livelihoods and Landscapes (IHC2014), Brisbane, QLD, Australia, 17-22 August 2014. Leuven, Belgium: International Society for Horticultural Science. doi: 10.17660/ActaHortic.2016.1108.2
Hill, Robert J., Rambaldi, Alicia N. and Scholz, Michael (2016).Weekly Hedonic House Price Indexes: An Imputation Approach with Geospatial Splines and Kalman Filters. 34th General Conference of the Association for Research on Income and Wealth, Dresden, Germany, 21-27 August 2016. Ontario Canada :International Association for Research in Income and Wealth.
Tranh, T. H. Y., Rambaldi, A. N. and Peyrache, A. (2015).Estimating Economic Relationships under Measurement Error: An Application to the Productivity of US Manufacturing. Conference of the International Association for Applied Econometrics (IAAE 2015), Thessaloniki, Greece, 25-27 June 2015.
Rambaldi, Alicia. N., McAllister, Ryan R. J. and Fletcher, Cameron (2015).Using Smoothing Methods in the Computation of Hedonic Imputed Price Indexes for Properties and their Land and Structure Components. Society for Economic Measurement Annual Conference, Paris, France, 22 July 2015.
Peyrache, A. and Rambaldi, A. N. (2014). Incorporating temporal and country heterogeneity in growth accounting: an application to EU-KLEMS. ESAM/ACE 2014: Joint Meetings of the Australian Conference of Economists (ACE) and Econometric Society Australasian Meeting (ESAM), Hobart, TAS, Australia, 1-4 July, 2014. Hobart, TAS, Australia: Economic Society of Australia.
Rambaldi, Alicia N., Rao, D. S. Prasada and Huynh, Linh Tu (2014). A new approach to inter-country comparisons of real income and expenditures: the UQICD Panel of PPPs. International Workshop on Inter-Country and Intra-Country Comparisons of Prices and Standards of Living, Arezzo, Italy, 1-3 September, 2014. Arezzo, Italy: Polo Universitario Aretino.
Huynh, L. T., Rambaldi, A. N. and Rao, D. S. P. (2014).Econometric estimation and aggregation of PPP panels for components of GDP. IARIW 33rd General Conference, Amsterdam, Netherlands, 24-30 August 2014. Ontario, Canada :IARIW.
Rao, D. S. Prasada, Rambaldi, Alicia N. and Balk, Bert M. (2014). Purchasing power parities, price levels and measures of regional and global inflation. International Workshop on Inter-Country and Intra-Country Comparisons of Prices and Standards of Living, Arezzo, Italy, 1-3 September, 2014. Arezzo, Italy: Polo Universitario Aretino.
Trinh, Dung T. and Rambaldi, Alicia N. (2013). Bayesian Estimation of a Spatial Time Series Model with an Application to Real Estate Modelling. Australasian Meeting of the Econometric Society, Sydney, NSW Australia, 9 - 12 July 2013. Australia: The Econometric Society Australasian Meetings.
Rao, D. S. Prasada and Rambaldi, Alicia N. (2013). A State-space and Constrained GEKS Approach to the Construction of Panels of Real Incomes at Current and Constant Prices. Princeton Conference on ICP/PPP, Princeton, NJ, United States of America, 23 - 24 May 2013. Princeton, NJ United States: Princeton Campus Club.
Peyrache, Antonio, Rambald, Alicia N. and Trinh, D. T. (2013). Aggregate Labour Productivity Growth, TFP and Structural Change with EU-KLEMS. IARIW-UNSW Conference on Productivity: Measurement, Drivers and Trends, Sydney, NSW, Australia, 26-27 November 2013.
Rambaldi, Alicia. N. and Fletcher, Cameron (2012). The effect of alternative estimators of the hedonic model on the revisions of hedonic imputed residential property price indexes. 32nd General Conference of The International Association for Research in Income and Wealth, Boston, MA, USA, 5-11 August 2012. Ottawa, Canada: The International Association for Research in Income and Wealth.
Hogg, Stephen, Hurn, Stan, McDonald, Stuart and Rambaldi, Alicia (2011).A Spatial Econometric Analysis of Vertical Integration in Retail Gasoline Pricing. Australasian Meeting of the Econometric Society, Adelaide, SA Australia, 5 - 8 July 2011. Australia :The Econometric Society Australasian Meetings.
Rao, D. S. Prasada, Rambaldi, Alicia and Doran, Howard (2010). An econometric approach to the construction of complete panels of purchasing power parities: Analytical properties and empirical results. Econometric Society 10th World Congress (ESWC 2010), Shangai, China, 17-21 August 2010. New York, U.S.A.: The Econometric Society.
Rambaldi, Alicia and Rao, D. S. Prasada (2010). The effect of hedonic modeling and index weights on hedonic imputation indexes. 31st General Conference of The International Association for Research in Income and Wealth, St. Gallen, Switzerland, 22-28 August, 2010.
Doran, H. E., Rambaldi, Alicia and Rao, D. S. Prasada (2009). An econometric approach to construct world tables of purchasing power parities and real incomes: Analytical properties and tables for 1970 - 2005. 2009 Joint Statistical Meetings, Washington D.C., U.S.A., 1-6 August 2009. Washington D.C., U.S.A: JSM.
Svetchnikova, D., Rambaldi, A. N. and Strachan, R. (2008).A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices. ESAM08 Markets and Models: Policy Frontiers in the AWH Phillips Tradition, Wellington, NZ, 9-11 July 2008. NZ :Economic Society of Australia, NZ Association of Economists.
Rao, D.S.P., Rambaldi, A. and Doran, H. (2008).Construction of world tables of purchasing power parities and real incomes based on multiple benchmarks and auxilliary information: A state space approach. 2008 World Congress on National Accounts and Economic Performance Measures for Nations, Wellington NZ, 12-17 May 2008. NZ :Economic Society of Australia, NZ Association of Economists.
Cominos, H.T., Rambaldi, A.N. and Rao, D.S.P. (2007). Hedonic Imputed House Price Indices from a Model with Dynamic Shadow Prices Incorporating Nearest Neighbour Information. ESAM07 Australian Meeting of the Econometric Society, Brisbane, Australia, 3-6 July 2007. Brisbane, Australia: Econometric Society.
Rambaldi, A.N., Rao, D.S.P. and Dolan, D. (2007). Measuring productivity growth performance using metafrontiers with applications to regional productivity growth analysis in a global context. ESAM07, Brisbane, 3-6 July 2007. Australia: The University of Queensland.
Iyer, Krishna G., Rambaldi, Alicia N. and Tang, Kam Ki (2006).Globalisation and the technology gap: Regional and time evidence. 1st Annual French-Australian Workshop of the Research Groups in Economic and Management Sciences, Brisbane Australia, Sep 29-30, 2004. HAUPPAUGE :NOVA SCIENCE PUBLISHERS, INC.
Iyer, K., Rambaldi, A. N. and Tang, K. K. (2006). Technology Gap, Catching-up and Outward Orientation. Australasian Meeting of the Econometric Society ESAM06, Alice Springs, Northern Territory, Australia, 4-7 July 2006. Australia: The Econometric Society.
Rambaldi, A. N., Hall, G. and Brown, R P (2006). Re-testing the Resource Curse Hypothesis Using Panel Data and an Improved Measure of Resource Intensity. IAAE 2006Australia 26th Conference of the International Association of Agricultural Economists, Brisbane, Australia, 12-18 August 2006. Australia: IAAE.
Doran, H. E., O'Donnell, C. J. and Rambaldi, A. N. (2006). Theoretical and Empirical Properties of the Generalised Restricted Least Squares. Australasian Meeting of the Econometric Society ESAM 06, Alice Springs, Northern Territory, Australia, 4-7 July 2006. Australia: The Econometric Society.
Rambaldi, Alicia N., Rao, D. S. Prasada and Doran, Howard E. (2005). Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data: A state-space approach. Workshop on Frontiers in Benchmarking Techniques and Their Application to Official Statistics, Luxembourg, Belgium, 7-8 April 2005. Luxembourg, Belgium: Office for Official Publications of the European Communities.
Rambaldi, A. N., Rao, D. S. P. and Doran, H. E. (2004). A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries. ESAM04 Australasian Meeting of the Econometric Society, Melbourne, Australia, 7-9 July, 2004. Online: Econometric Society.
Rambaldi, A. N., Carter Hill, R. and Doran, H. (2004). Predicting Incomplete Observations in Unbalanced Panels: A Kalman Filtering-Smoothing Approach. 2002 Australasian Meeting of the Econometric Society, Brisbane, Australia, 7-10 July 2002. Cheltenham, UK: Edward Elgar.
Iyer, K., Rambaldi, A. N. and Tang, K.K. (2003).Empirical Search for Linkages between Foreign Direct and Portfolio Investment in Australia. 8th Annual Australasian Macroeconomics Workshop, Hong Kong, 22-23 September 2003. HK - Web :Hong Kong Institute for Monetary Research.
Rambaldi, Alicia N., Hill, R. Carter and Knight, John (2003). A Comparison of Estimators of Capital Asset Indexes. Australasian Meeting of the Econometric Society, 2003, University of New South Wales, Sydney, 9-11 July, 2003.
Rambaldi, Alicia N., Hill, R. Carter and Doran, Howard E. (2002).Predicting missing observations in unbalanced panels: A Kalman filtering-smoothing approach. Econometric Society Australasian Meeting, Brisbane, Qld, Australia, 7-10 July 2002. Brisbane QLD, Australia :Queensland University of Technology.
Njuguna, A. and Rambaldi, A. N. (2001).A Multi-Country Disequilibrium Solow-Swan Growth Model with an Application to the ASEAN Experience. Intensive Workshop for Young Scholars, University of Waikato, Hamilton, New Zealand, 9-10 July 2001. New Zealand :University of Waikato, Hamilton.
Farber, S and Rambaldi, A (1993).Willingness-to-Pay for Air-Quality - the Case of Outdoor Exercise. 67th Annual Conf of the Western Economic Assoc International, San Francisco Ca, Jul 11, 1992. HUNTINGTON BEACH :WESTERN ECONOMIC ASSOC INT.
Research Reports
Rambaldi, Alicia N. and Smith, Simon (2015). An econometric analysis of SEQ dwelling prices. Brisbane, Australia:
Rambaldi, Alicia N. (2011). Market and financial trends: medium density residential development in South East Queensland. Brisbane, Australia:
Smith, Simon and Rambaldi, Alicia (2010). An Econometric Analysis of the Determinants of SEQ Housing Prices Local Government Association of Queensland Ltd: Final report. Brisbane, QLD Australia: AEC Group.
Working Papers
Rao, D. S. Prasada, Rambaldi, Alicia N., Ganegodage, K. Renuka, Huynh, L. T. and Doran, Howard E. (2014). UQICD v2 User Guide. Discussion Paper. No. 534. School of Economics, University of Queensland.
Rambaldi, Alicia N. and Rao, Dodla Sai Prasada (2013). Econometric Modeling and Estimation of Theoretically Consistent Housing Price Indexes. Working Paper. WP04/2013. School of Economics, University of Queensland.
Peyrache, Antonio and Rambaldi, Alicia N. (2012). A State-Space Stochastic Frontier Panel Data Model. Working Paper. WP01/2012. School of Economics, University of Queensland.
Ganegodage, Kumudini R. and Rambaldi, Alicia N. (2012). Economic Consequences of War: Evidence from Sri Lanka. School of Economics Discussion Paper Series. 453. School of Economics, University of Queensland.
Rambaldi, Alicia N. and Rao, D. S. Prasada (2011). Hedonic Predicted House Price Indices Using Time-Varying Hedonic Models with Spatial Autocorrelation. School of Economics Discussion Paper. 432. School of Economics, University of Queensland.
Rambaldi, Alicia N., McAllister, Ryan R. J., Collins, Kerry and Fletcher, Cameron S. (2011). Housing shadow prices in an inundation prone suburb. School of Economics Discussion Paper. 429. School of Economics, University of Queensland.
Rambaldi, Alicia N., McAllister, Ryan R. J., Collins, Kerry and Fletcher, Cameron S. (2011). An Unobserved Components Approach to Separating Land from Structure in Property Prices: A Case Study for the City of Brisbane. School of Economics Discussion Paper. 428. School of Economics, University of Queensland.
Ganedogage, K. Renuka and Rambaldi, Alicia (2010). Is the State University System in Sri Lanka a "White Elephant"?. MRG Discussion Paper Series. 3810. School of Economics, The University of Queensland.
Rambaldi, Alicia, Rao, D.S. Prasada and Ganegodage, K. Renuka (2009). Spatial autocorrelation and extrapolation of purchasing power parities. Modelling and sensitivity analysis. CEPA Working Paper Series. WP01/2009. School of Economics, University of Queensland.
Rao, Dodla Sai Prasada and Rambaldi, Alicia N. (2008). A Method to Construct World Tables of Purchasing Power Parities and Real Incomes Based on Multiple Benchmarks and Auxiliary Information: Analytical and Empirical Results. Working Paper. WP05/2008. School of Economics, University of Queensland.
Cominos, Harry, Rambaldi, Alicia and Rao, D. S. Prasada (2007). Hedonic imputed housing price indices from a model with dynamic shadow prices incorporating nearest neighbour information. Working Paper. WP01/2007. School of Economics, Centre for Efficiency and Productivity Analysis.
Ganegodage, K. Renuka, Rambaldi, Alicia N., Rao, D. S. Prasada and Tang, Kam Ki (2006). Analysis of Development Performance Using a Development Index Based on Factor Analysis (Old Title: Constructing Multideminsional Indexes of Economic Structure and Development). Working Paper. WP05/2006. Centre for Efficiency and Productivity Analysis (CEPA), School of Economics, University of Queensland.
Ganegodage, K. Renuka, Rambaldi, Alicia N., Rao, Dodla S. P. and Tang, Kam K. (2006). Constructing multidimensional indexes of economic structure and development. WP05/2006. Centre for Efficiency and Productivity Analysis (CEPA), The University of Queensland.
Tang, Kam K. and Rambaldi, Alicia N. (2005). Measuring Efficiency externalities from Trade and Alternative Forms of Foreign Investment. Working Paper. WP04/2005. School of Economics, University of Queensland.
Rambaldi, Alicia N., Rao, D.S. Prasada and Howard E. Doran (2005). Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data: A state-space approach. CEPA Working Paper Series. WP03/2005. Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland.
Department Technical Reports
Bortolussi, Gregory and Rambaldi, Alicia N. (2004). Interactions of Source State and Market Price Trends for Cattle of Korean, Japanese and USA Market Specifications. Discussion Paper No. 334. School of Economics, The University of Queensland.
Iyer, Krishna G., Rambaldi, Alicia N. and Tang, Kam Ki (2004). Measuring Spillovers from Alternative Forms of Foreign Investment. WP01/2004, WP06/2003, Working Paper. Centre for Efficiency and Productivity Analysis, School of Economics, The University of Queensland.
Doran, Howard E., O'Donnell, Christopher J. and Rambaldi, Alicia N. (2003). Imposing Observation-Varying Equality Constraints Using Generalised Restricted Least Squares. Discussion Paper No 323. School of Economics, University of Queensland.