The Department of Econometrics & Business
Statistic & the Business and Economic Forecasting Unit of Monash University are running a one-day workshop on
Bayesian Econometrics on
Friday July 18, 2008. Attendance is free with morning tea, afternoon tea, lunch and post-workshop drinks included. Attendees should register by June 15, 2008.
Program
| 9.00 – 9.30 |
Arrival (Tea & Coffee) |
| 9.30 – 10.30 |
John Geweke, University of Iowa, USA
Complete and incomplete econometric models: A Bayesian alternative
to pure significance testing when the model space is unknown (abstract) |
| 10.30 – 11.30 |
Gary Koop, University of Strathclyde, Scotland
On the evolution of the monetary policy transmission mechanism (abstract) |
| 11.30 – 12.00 |
Morning Tea |
| 12.00 – 1.00 |
Dale Poirier, University
of California Irvine, USA
Bayesian interpretations of heteroskedastic consistent covariance
estimators using the informed Bayesian bootstrap (abstract) |
| 1.00 – 2.15 |
Lunch |
| 2.15 – 3.15 |
Robert Kohn, University of NSW, Australia
Regression density estimation using smooth adaptive Gaussian mixtures (abstract) |
| 3.15 – 3.45 |
Afternoon Tea |
| 3.45 – 4.45 |
Herman van Dijk, Erasmus University, The Netherlands
Bayesian many model averaging with evidence on stability of US great ratios and risk of a Japanese liquidity trap (abstract) |
| 4.45 – 6.15 |
Drinks (In State Library Red Rotunda) |
