Econometrics & Business Statistics Seminars 1996

• Thursday 25 January
  Mita Bhattacharya - University of Tasmania
  The dynamics of industrial concentration: An empirical model for Australian Manufacturing
  
  
• Tuesday 30 January
  George Plocinski - La Trobe University
  An outline of Petri net theory and examples of its applications
  
  
• Friday 9 February
  Mike Smith - AGSM, UNSW
  Additive non-parametric regression for time series
  
  
• Friday 16 February
  Janice Derr - Pennsylvania State University, USA
  Statistical consulting in an academic environment
  
  
• Friday 23 February
  Keith Ord - Pennsylvania State University, USA
  Estimation and prediction for a class of dynamic non-linear statistical models
  
  
• Friday 1 March
  Keith Ord - Pennsylvania State University, USA
  Forecasting competitions: What do they tell us?
  
  
• Friday 8 March
  Tim Fry - Monash University
  A logit model of laundry detergent brand choice in Melbourne
  
  
• Friday 15 March
  Tony Hughes - Monash University
  Variable Selection in the Linear Regression Model with One-sided Information and a Small Sample
  
  
• Friday 22 March
  Mark Harris - Monash University
  The estimation of dynamic panel data models
  
  
• Friday 29 March
  Jon Oliver - Monash University
  Mixture modelling
  
  
• Friday 12 April — Double Seminar
  Petko Kalev - Monash University
  A cointegration analysis of interest rate futures
  Ravi Ravindiran - Monash University
  Cointegration analysis of purchasing power parity in a small country context
  
  
• Friday 19 April
  David Harris - Monash University
  On the Power of Tests for Stationarity
  
  
• Friday 26 April
  Mark Harris - Monash University
  Modelling the probability of youth unemployment in Australia
  
  
• Friday 3 May
  Devajyoti Ghose - University of Arizona
  Components of volatility in foreign exchange markets:
  An empirical analysis of high frequency data
  
  
• Friday 10 May — Double Seminar
  Malcolm Anderson - University of Melbourne
  Economic rationalism: Some light on a bit of murky terminology
  Guyonne Kalb - Monash University
  Using the EM algorithm with complete, but scrambled, data
  
  
• Monday 13 May
  George Woodward - Deakin University
  Forecasting Hyundai Excel Sales: An application of cointegration analysis
  
  
• Friday 24 May
  Bernard Bollen - Monash University
  A new estimator of daily volatility
  
  
• Friday 31 May
  Kacie La - Monash University
  The APT model: Factor analysis, error-in-variables
  
  
• Friday 7 June
  Ann Maharaj - Monash University
  "Homogeneity of variance test" for the comparsion of two or more spectra
  
  
• Friday 14 June
  William Griffiths - University of New England
  Bayesian estimation of a linear expenditure system with some zero expenditures
  
  
• Friday 21 June
  Lachlan Macquarie - Monash University
  A Bayesian multinomial probit model of brand choice
  
  
• Friday 28 June
  Jane Fry - Monash University
  Compositional data analysis and zeroes in micro data
  
  
• Thursday 4 July — A "triple header plus one" of small presentations
  Ritchard Longmire - Monash University
  A Logit model of laundry detergent brand choice in Melbourne
  Geoffrey Transom - Monash University
  The simulation properties of TRYM under alternative specifications of the financial sector
  Ranjani Atukorala - Monash University
  The use of Kullback-Leibler information criterion (KLIC) to compare the accuracy of asymptotic approximations
  Mizan Laskar - Monash University
  Estimation and testing of regression disturbances based on minimum message length
  
  
• Friday 5 July 11am
  Gael Martin - Monash University
  Bayesian inferences about structural change in a cointegration model: an application to the term structure of interest rates
  
  
• Monday 8 July 11am
  Charles Beach - Queens University, Canada
  Distribution-free statistical inference for inequality dominance with crossing Lorenz curves
  
  
• Tuesday 16 July 2pm
  Arie Kapteyn - Tilburg University
  The estimation of utility consistent labor supply models by means of simulated scores
  
  
• Friday 26 July, 2:30pm
  Robert Hill - University of New South Wales
  Measuring inflation and growth: How often should we rebase the index?
  
  
• Friday 2 August, 2:30pm
  Christopher Worswick - University of Melbourne
  The labour market adjustment of immigrant families
  
  
• Friday 16 August, 2:00pm
  Jan Podivinsky - University of Southhampton
  Improved inference using Bartlett-type tests
  Jorma Rissanen - IBM Almaden Research, San Jose, Califronia
  A universal regression model
  
  
• Friday 23 August, 2:00pm
  Badi Baltagi - Texas A & M University
  Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline.
  Donald J. Wyhowski - ANU.
  Redundancy of moment conditions.
  
  
• Friday 6 September, 2:00pm
  Jacques Mairesse - Institut National de la Statistique et des Etudes Economiques, CREST, France
  Production functions: The search for identification.
  Colin Hargreaves - ANU
  Inflation and growth in Australia.
  
  
• Friday 13 September, 2:30pm
  Offer Lieberman - Israel Institute of Technology
  From unbiased estimating equations to unbiased estimators.
  
  
• Friday 20 September, 2:30pm
  Sau-Him Paul Lau - ANU
  Testing the long run effect of investment on output in the presence of cointegration.
  
  
• Friday 27 September, 2:30pm
  Francis Vella - Rice University
  Order as an instrumental variable: An application to the return to schooling.
  
  
• Friday 4 October, 2:30pm
  Tim Fry - Monash University
  The stochastic specification of attraction models in marketing.
  
  
• Friday 11 October, 2:30pm
  Mardi Dungey - ANU
  Towards a structural VAR model of the Australian economy.
  
  
• Friday 18 October, 2:30pm
  Philip Bodman- University of Queensland
  Crime, punishment and deterrence in Australia : A further empirical investigation.
  
  
• Friday 25 October, 2:30pm
  Jane Murray University of NSW
  Modelling the labour supply behaviour of sole parents in Australia.
  
  
• Friday 1 November, 2.30pm
  Robert Bartels, University of Sydney
  Gas or electricity, which is cheaper?: An econometric approach with an application to Australian expenditure data.
  
  
• Friday 8 November, 2.30pm
  Michael Smith, Monash University
  A demonstration of new software to fit additive nonparametric regression models.
  
  
• Friday 22 November, 2.30pm
  Richard Gerlach, AGSM, UNSW
  A minimal conditioning Bayesian approach to autoregressive modelling with level shifts
  
  
• Thursday, 28 November, 2.30pm
  Roland Shami, Monash University
  Exponential Smoothing of Seasonal Time Series Without a Seasonal Smoothing Constant.
  
  
• Friday 29 November, 2.30pm
  Charles Hyde, University of Melbourne
  Multimarket market power estimation: The Australian retail meat sector.
  
  
• Friday 6 December, 2.30pm
  Ritchard Longmire, Monash University
  A Monte Carlo study on the effects of aggregation on tests for cointegration.
  
  
• Friday 13 December, 2.30pm
  Gary Phillips, Bristol University
  Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models.

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