Econometrics & Business Statistics Seminars 1997

• Friday 14 February 11.30am
  Speaker: Julie Jackson, Monash University and La Trobe University, Albury/ Wodonga.
  Topic: Edging towards the ideal introductory statistics course: How TQM can help.
  
  
• Thursday 20 February 11.30am
  Speaker: Geoffrey S. Watson, Princeton University.
  Topic: Some comments on seven named inequalities associated with the efficiency of Ordinary Least Squares.
  
  
• Friday 21 February 2.30pm
  Visual Numerics Inc.
  Topic: Demonstration of PV-WAVE software.
  
  
• Friday 28 February 2:30pm
  Speaker: Tim R.L. Fry, Monash University.
  Topic: Estimating advertising half-life and the data interval bias.
  
  
• Friday 7 March 2:30pm
  Speaker: Brett Inder, Monash University.
  Topic: An approximate asymptotic distribution of tests for structural change with unknown change point.
  
  
• Friday 14 March 2:30pm
  Speaker: Stephen G. Donald University of New South Wales.
  Topic: Choosing the number of instruments.
  
  
• Friday 21 March 2:30pm
  Speaker: Catherine Forbes, Monash University .
  Topic: Bayesian arbitrage threshold analysis.
  
  
• Friday 4 April 2:30pm
  Speaker: Lee Gordon-Brown, Monash University .
  Topic: Seeking optimal solutions for a large vehicle routing problem with interesting side constraints at Tidbinbilla Space Tracking Station.
  
  
• Friday 11 April 2:30pm
  Speaker: Anthony Siouclis, Monash University .
  Topic: Limits to linear price behaviour: target zones for futures regulated by price limits.
  
  
• Friday 18 April 2:30pm
  Speaker: Zakir Hossain, Monash University .
  Topic: New information criteria for model selection.
  
  
• Friday 2 May 2:30pm
  Speaker: Petko Kalev, Monash University .
  Topic: A cointegration analysis of the term structure of interest rates.
  
  
• Friday 9 May 2:30pm
  Speaker: Chris Ulph, Monash University .
  Topic: Modelling the irregular time between trades.
  
  
• Friday 16 May 2:30pm
  Speaker: Ritchard Longmire
  Topic: Growth convergence: some panel data evidence.
  
  
• Friday 23 May 11:30m
  Speaker: David Ryan, University of Edmonton, visiting Melbourne University .
  Topic: The relationship between student learning and course evaluation responses.
  
  
• Friday 23 May 2:30pm
  Speaker: David Ryan, University of Edmonton, visiting Melbourne University .
  Topic: Flexible and semiflexible consumer demands with quadratic Engle curves.
  
  
• Friday 30 May 2:30pm
  Speaker: Gael Martin, Monash University .
  Topic: Fractional cointegration: Bayesian inferences using a Jeffreys prior.
  
  
• Friday 6 June 2:30pm
  Speaker: Peter Oppenheim, Monash University .
  Topic: Modelling floral buying behaviour.
  
  
• Friday 13 June 2:30pm
  Speaker: Geoffrey Transom, Monash University .
  Topic: Forward looking portfolio optimisation using the Monash CGE model.
  
  
• Tuesday 17 June, 11.30am
  Speaker: Nigel Wilkins (University of Melbourne).
  Topic: TBA
  
  
• Wednesday 18 June, 10.30am
  Speaker: Jeong-Ryeol Kim (University of Kiel).
  Topic: "Econometric Modelling under Stable Non-Gaussian Hypothesis".
  
  
• Friday 20 June, 2.30pm
  Speaker: Roselyne Joyeux (Macquarie University).
  Topic: "Interest Rates Linkages within the European Monetary System: Econometric Evidence for the 'German Dominance' Hypothesis".
  
  
• Monday 23 June, 11.30am
  Speaker: Jim Diamantopoulos (Monash University).
  Topic: TBA
  
  
• Wednesday 25 June, 2.00pm
  Speaker: Graduate Student Presentations.
  
  
  
• Tuesday 1 July, 11.00am (Joint seminar with the Economics Department).
  Speaker: Roger Bowden (Victoria University, New Zealand).
  Topic: "An Asymmetry Generator for Error Correction Mechanisms, with Application to Bank Mortgage Rate Dynamics".
  
  
• Monday 7 July, 11.00am
  Speaker: Gary Koop (University of Edinburgh).
  Topic: "Nonlinear Time Series Methods for Macroeconomics".
  
  
• Monday 7 July, 2.30pm
  Speaker: John Geweke (University of Minnesota and Federal Reserve Bank of Minneapolis).
  Topic:"Mixture of Normals Probit Model".
  
  
• Wednesday 9 July, 11.00am
  Speaker: Andrew Weiss (Victoria University, New Zealand).
  Topic: TBA
  
  
• Wednesday 16 July, 11.00am
  Speaker: Essie Maasoumi (Southern Methodist University).
  Topic: "Testing for Stochastic Dominance with Applications".
  
  
• Wednesday , 11.00am
  Speaker: Essie Maasoumi (Southern Methodist University).
  Topic: "Testing for Stochastic Dominance with Applications".
  
  
• Friday 25 July, 2.30pm
  Speaker: Wim Groot (Leiden University, The Netherlands).
  Topic: "Aging, Job Mobility and Compensation".
  
  
• Friday 1 August, 2.30pm
  Speaker: Grayham Mizon (European University Institute, Italy).
  Topic: "Topic to be announced".
  
  
• Friday 8 August, 2.30pm
  Speaker: Heather Anderson (Texas A&M University, USA).
  Topic: "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from US and Netherlands".
  
  
• Friday 15 August, 2.30pm
  Speaker: Farshid Vahid (Texas A&M University, USA).
  Topic: "Payoff Assessments without Probabilities".
  
  
• Friday 22 August, 2.30pm
  Speaker: Mervyn Silvapulle (Latrobe University).
  Topic: "On Adaptive Tests".
  
  
• Friday 29 August, 2.30pm
  Speaker: Offer Lieberman (Technion-Israel Institute of Technology, Israel).
  Topic: "TBA".
  
  
• Friday 5 September, 2.30pm
  Speaker: Jan Podivinsky (University of Southampton).
  Topic: "The Effect of Mean Shifts on Johansen's Cointegration Tests".
  
  
• Friday 12 September, 2.30pm
  Speaker: Sam Ouliaris (National University of Singapore).
  Topic: "Band Spectral Regression with Integrated Processes".
  
  
• Friday 19 September, 2.30pm
  Speaker: Rodney Strachan (Monash University).
  Topic: "Likelihood based Estimation of the Regression Model with Scrambled Data".
  
  
• Wednesday 24 September, 11.00am
  Speaker: David Moreton (University of Greenwich).
  Topic: "A Model of Labour Productivity and Union Density in British Private Sector Unionised Establishments".
  
  
• Friday 3 October,
  No Seminar Due To Mid-Semester Break



• Friday 10 October, 2.30pm
  Speaker: Adrian Pagan (ANU).
  Topic: "GMM and its Problems".
  
  
• Friday October 17th, 2.30pm
  Speaker: Alexander Bakker (University of Melbourne).
  Topic: "Spiked Distribution Fitting: UK/US Daily Spot FX Returns".
  
  
• Friday 24 October, 2.30pm
  Speaker: Bill Griffiths (New England).
  Topic: "Another Look at Bayesian Estimation of Simultaneous Equation Models".
  
  
• Friday 31 October, 2.30pm
  Speaker: Peter Summers (University of Melbourne).
  Topic: "The Probability of Recessions".
  
  
• Friday 7 November, 2.30pm
  Speaker: Helmut Luetkepohl.
  Topic: "Systems Tests for Cointegration".
  
  
• Friday 14th November, 2.30pm
  Speaker: Ralph Snyder
  Topic: "Forecasting with Simple Exponential Smoothing: Some Generalisations"
  
  
• Friday 21st November, 2.30pm
  Speaker: Paul Kofman (University of New South Wales)
  Topic: "Catastophic Risk Measurement for Asset Portfolios"
  
  
• Friday 28th November, 2.30pm
  Speaker: Catherine Forbes (Monash University)
  Topic: "Bayesian Approaches to Segmenting a Simple Time Series"
  
  
• Thursday 4th December, 10.30am
  Speaker: Darryl Turkington (University of Western Australia)
  Topic: TBA

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