Development of novel crash structures

In this thesis, the crash properties of carbon fibre composites were studied in detail. Also, novel materials were developed and characterized so that they could potentially be used for automotive crash applications.

Comparing the small sample properties of two break Lagrange Multiplier unit root tests

In this note, we examine the size and power properties and the break date estimation accuracy of the Lee and Strazicich (LS, 2003) two break endogenous unit root test, based on two different break date selection methods: minimising the test statistic and minimising the sum of squared residuals (SSR). Our results show that the performance of both Models A and C of the LS test are superior when one uses the minimising SSR procedure.

Static and dynamic tests for damage identification of a slab-girder structure

Slab-girder bridges are widely used in Australia. The shear connection between reinforced concrete slab and steel girder plays an important role in composite action. In order to test the suitability and efficiency of various vibration-based damage identification methods to assess the integrity of the structure, a scaled composite bridge model was constructed in the laboratory. Some removable shear connectors were specially designed and fabricated to link the beam and slab that were cast separately. In this test, two static loads were acted in the 1/3 points of the structure. In the first stage, dynamic test was conducted under different damage scenarios, where a number of shear connectors were removed step by step. In the second stage, the static load is increased gradually until concrete slab cracked. Static tests were conducted continuously to monitor the deflection and loading on the beam. Dynamic test was carried out before and after concrete cracking. Both static and dynamic results can be used to identify damage in the structure.

Size and power properties of structural break unit root tests

In this article, we compare the small sample size and power properties of a newly developed endogenous structural break unit root test of Narayan and Popp (NP, 2010) with the existing two break unit root tests, namely the Lumsdaine and Papell (LP, 1997) and the Lee and Strazicich (LS, 2003) tests. In contrast to the widely used LP and LS tests, the NP test chooses the break date by maximizing the significance of the break dummy coefficient. Using Monte Carlo simulations, we show that the NP test has better size and high power, and identifies the structural breaks accurately. Power and size comparisons of the NP test with the LP and LS tests reveal that the NP test is significantly superior.

Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market

We extend Vassalou (2003) by conditioning the Fama–French model with the same macroeconomic variables used to construct a GDP factor. The motivation for doing so is to ascertain whether the ability of the GDP-augmented model to explain equity returns is actually due to news about future GDP growth or whether it is due to the macroeconomic conditioning variables used to construct the GDP factor. We compare the performance of a GDP-enhanced Fama–French model with the conditional Fama–French model using non-nested testing techniques. We find that the GDP-augmented model considerably underperforms the conditional version of the model.