Econometrics & Business Statistics Seminars 1998

• Friday, February 13th, at 11.00am
  Speaker: John Stapelton, Monash University
  Title: "Granger causality in error correction models".
  
  
• Friday, January 30th, at 2.30pm
  Speaker: David Hendry, Oxford University
  Topic: "The UK Demand for Broad Money over the Long Run"
  
  
• Friday, February 20th at 2.30pm
  Speaker: Richard Longmire, Monash University
  Topic: "Applying ACD Modelling to Consumption Data"
  
  
• Wednesday, February 25th, at 4.00pm
  Speaker: Jacques Delaitre, Monash University
  Title: "Generic consistency of M-estimators in nonlinear dynamic models: An introduction."
  
  
• Friday, February 27th, at 2:30pm
  Speaker: Jenny Williams, University of Adelaide
  Title: The Fable of Crime As Work
  
  
• Friday, March 6th, at 10:30pm
  Speaker: Ahmed Khalid, National University of Singapore
  Title: "Inflationary Financing of Fiscal Deficits: Evidence from Developing Countries"
  
  
• Friday March 13, 2.30pm
  Speaker: Bernie Bollen (Monash)
  Title: The Generalized Volatility Estimator and the Time Series Properties of the Daily Volatility of the S&P500 index futures.
  
  
• Friday, March 20th, at 2.30pm
  Speaker: Rob Hyndman (Dept. of Mathmatics, Monash University)
  Title: 'Modelling non-Gaussian time series'
  
  
• Friday March 27, 2.15pm
  Speaker: Ian Sharpe (UNSW)
  Title: The Structure of Bank Revolvers to Medium/Large Firms.
  
  
• Friday April 3, 2.30pm
  Speaker: Tim Fry (Monash)
  Title: Modelling Inter-regional Migration in Australia: an Applied Economic Analysis
  
  
• Friday April 17, 2.30pm
  Speaker: Carl Chiarella (UTS)
  Title: Likelihood Transformation Technique: Application to Heath-Jarrow-Morton Model
  
  
• Friday April 24th
  Speaker: Kerry Pattenden (AGSM)
  Title: An Empirical Re-examination of Taxation and Capital Structure using Bayesian Model Selection Analysis.
  
  
• Friday May 1st, 2.30pm
  Speaker: Craig Shephard (Monash Uni.)
  Title: Relaxing the conditional logit.
  
  
• Friday May 8th
  Speaker: Murry Smith (Sydney Uni.)
  Title: Fisher's information on the correlation coefficient in bivariate models.
  
  
• Friday May 15th, at 2.30pm
  Speaker: Anthony Siouclis (Monash Uni.)
  Title: A Comparison of Alternative Estimators for Binary Panel Probit Models.
  
  
• Friday May 22nd, 2.30pm
  Speaker: Brendan McCabe (University of British Columbia, Canada)
  Title: Stochastic Cointegration.
  
  
• Friday May 29th, 2.30pm
  Speaker: Joe Hirshberg (University of Melbourne)
  Title: The Value of Primary School Quality: A Multivariate Generated Regressor Approach
  
  
• Friday June 5th, 2.30pm
  Speaker: Gordon Fisher (Concordia University, Canada)
  Title: An Empirical Analysis of Term Premiums using Significance Tests for Stochastic Dominance
  
  
• Friday June 12th, 2.30pm
  Speaker: Pushkar Maitra (University of Sydney)
  Title: Determinants of Land Tenure Contracts: Theory and Evidence from Rural India.
  
  
• Thursday June 18th, 2.30pm
  Speaker: Doug Steigerwald (University of California, Santa Barbara)
  Title: The Role of Trades in Stock Price Uncertainty
  
  
• Friday June 19th, 2.30pm
  Speaker: John Creedy (University of Melbourne)
  Title: The Welfare Effects of Indirect Tax Reform in Australia
  
  
• Friday June 26th, 2.30pm
  Speaker: Rodney Strachan (Monash University)
  Title: Bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
  
  
• Thursday July 2nd, 2.30pm
  Speaker: Allan Timmerman (University of California, San Diego)
  Title: "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns"
  
  
• Tuesday July 7th, 10.30am
  Speaker: Mark Watson (Princeton University)
  Title: TBA
  
  
• Wednesday July 15th, 10.30am
  Speaker: Neil Shephard (Oxford University)
  Title: Analysis of Time Varying Covariances: a Factor Stochastic Volatility Approach
  
  
• Friday July 17th, 2.30pm
  Speaker: Richard Blundell (University College London)
  Title: What Do We Learn About Labour Supply Responses From Natural Experiments?
  
  
• Friday July 31st, 2.30pm
  Craig Shepherd (Monsh University)
  Title:`Are punters mad? A dynamic path dependent theory of overbetting on longshots.'
  
  
• Friday August 7th, 2.30pm
  Tim Fry (Monash University)
  Title: `Modelling Legal Professional Fees in Federal Jurisdictions'
  
  
• Friday August 14th, 2.30pm
  Sonia Mazzi (University of Hull)
  Title: `Understanding polynomial splines using ARIMA and state-space formulated stochastic processes.'
  
  
• Friday August 28th, 2.30pm
  Michelle Barnes (University of Adelaide)
  Title: `Nonlinear Threshold Relationships Between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries'
  
  
• Friday September 4th, 2.30pm
  Gowry Sriananthakumar (Monash University)
  Title: 'Testing Composite Non-Nested Hypotheses in the Linear Regression Model'
  
  
• Friday September 11th, 2.30pm
  Jan Podavinsky (University of Southampton)
  Title: 'The exact power envelope of tests for a unit root'
  
  
• Friday September 18th, 2.30pm
  Mike Smith (AGSM)
  Title: 'Short Term Forecasting of New South Wales Electricity System Load'
  
  
• Friday September 25th, 2.30pm
  Steve Leybourne (University of Nottingham)
  Title: `Behaviour of Dickey-Fuller-Type Tests When There is a Break Under the Null Hypothesis'
  
  
• Friday October 9th, 2.30pm
  Bob Breunig (ANU)
  Title: 'Non-parametric Density Estimation for Complex Surveys'
  
  
• Tuesday October 13th, 3.30pm
  Robert Fildes (Lancaster University)
  Title: 'Univariate time series analysis and forecasting - an evaluation and a research proposal'
  
  
• Friday October 16th, 2.30pm
  Robert Fildes (Lancaster University)
  Title: 'An Evaluation of Models of Telecommunications Demand'
  
  
• Tuesday October 20th, 3.30pm
  Robert Fildes (Lancaster University)
  Title: 'Econometric Forecasting: Strategies and Techniques'
  
  
• Thursday October 22th, 4.00pm
  Robert Fildes (Lancaster University)
  Title: 'Issues in Macroeconomic Forecasting'
  
  
• Friday October 30th, 2.30pm
  Tom Smith (AGSM)
  Title: 'Ex Ante Bond Returns and the Yield Curve'
  
  
• Friday November 6th, 2.30pm
  John McDonald (Flinders University)
  Title: 'Production Efficiency in Domesday England, 1086
  
  
• Friday November 13th, 2.30pm
  Ritchard Longmire (Monash University)
  Title: Applying Autoregressive Conditional Duration Modelling to Consumption Data
  
  
• Friday November 20th, 2.30pm
  John Nankervis, University of Surrey, UK
  Title:`Inference for Autocorrelations Under Weak Assumptions: The Bootstrap and Alternatives '
  
  
• Friday November 27th, 2.30pm
  Neil Ericsson (Federal Reserve Board)
  Title: 'A Framework for Economic Forecasting'
  
  
• Friday December 4th, 10.30am
  Tony Hughes (University of Adelaide)
  Title: 'Hypothesis Testing in the Presence of One-sided Nuisance Parameters'
  
  

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