Econometrics & Business Statistics Seminars 1999

• Friday January 29th, 2.30pm
  Chris Ulph (Monash University)
  Title: 'Dissecting the Volume-Volatility Relationship: A Market Microstructure Perspective'
  
  
• Friday, February 5th, 2.30pm
  Speaker: Mahendhiran Nair (Sunway College, Malaysia)
  Title: 'Clustering: an Econometric Perspective'.
  
  
• Monday, February 8th, 2.30pm
  Speaker: Antony Unwin, (Mathematics Institute, University of Augsburg)
  Title: 'Information Visualization for Large Data Sets'
  
  
• Friday, 19th February, 2.30pm
  William Dunsmuir (UNSW)
  Title: 'Use of Functional Limit Theorems for Time Series Inference.
  
  
• Friday, 26th February, 2.30pm
  Hafiz Akhand (University of Regina, Canada)
  Title: 'Stock Markets, Banks and Economic Growth'
  
  
• Friday, 5th March, 11am
  Gary Wong (Monash University)
  Title: 'Specification and Analysis of GNP Functions with Non-homogenous and Non-Separable Two-Stage Technologies'
  
  
• Wednesday, 10th March, 2.30pm
  Philip Hans Frances (Erasmus University, Rotterdam)
  Title: 'Seasonal Smooth Transition Autoregression'
  
  
• Friday, 12th March , 2.30pm
  Francis In (Deakin University)
  Title: 'International Business Cycle Model with Shocks to Investment in a Small Open Economy'
  
  
• Friday, 19th March, 2.30pm
  Shuangzhu Liu (University of Basel, Switzerland)
  Title: 'Maximum Likelihood Estimation for a Multivariate Conditional Heteroscedastic Time Series Model'
  
  
• Tuesday, March 23rd, 4.00pm
  Jiwwok Jang (London School of Economics)
  Title: Doubly Stochastic Poisson Process and its Application to the Pricing of Catastrophe Reinsurance Contracts
  
  
• Friday, 26th March, 2.30pm
  John Landon-Lane (UNSW)
  Title: 'Bayesian Comparison of Dynamic Macroeconomic Models'
  
  
• Friday, 9th April, 2.30pm
  Alvin Tan (Monash University)
  Title: 'The Role of Share Prices in Investment Decision Making"
  
  
• Friday, 16th April, 2.30pm
  Rob Hyndman (Monash University)
  Title: Generalized Additive Models with Autocorrelated Errors
  
  
• Monday April 19th, 5.15pm
  Donald A.S. Fraser, Department of Statistics, University of Toronto
  Title: 'Directions in likelihood asymptotics: from accurate approximations to foundational methodology'
  
  
• Wednesday April 21st, 4.00pm
  Jean-Yves Duclos, University of Laval, Quebec
  Title: 'Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality'
  
  
• Friday, 30th April, 2.30pm
  Craig Shephard (Monash University)
  Title: `Using Simulated Empirical Run Times to Predict Grey-hound Race Finishing Order Probabilities'
  
  
• Friday, 7th May, 2.30pm
  Roland Shami (Monash University)
  Title: 'A Nonlinear Structural Model: An Application to the growth rate of US GNP'
  
  
• Friday, 14th May, 2.30pm
  Mark Crosby (University of Melbourne)
  Title: Stock Returns and Inflation
  
  
• Friday May 21st, 2.30pm
  Roger Gay (Monash University)
  Title: 'Financial Models and Empirical Tests'
  
  
• Friday, 28th May, 2.30pm
  Stan Hurn (Queensland University of Technology)
  Title: Testing for Fundamental Nonlinearities in Time-series Data using the Method of Surrogates
  
  
• Friday, 4th June, 2.30pm
  Shinn-Juh Lin (UTS)
  Title: Wavelet Analyses of Index Prices in Futures and Cash Markets: Implications for the Cost-of-Carry Model
  
  
• Thursday June 10th, 2.30pm
  Anne Koehler (Miami University, Oxford, Ohio)
  Title: 'Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method'
  
  
• Monday, July 5th at 11.00am
  Jean-Francois Richard (University of Pittsburgh)
  Title: TBA
  
  
• Monday, July 5th at 3.00pm
  Christopher Sims (Yale University)
  Title: 'Using a Likelihood Perspective to Sharpen Econometric Discourse: Three Examples'
  
  
• Friday, July 16th at 2.30pm
  Jian Yang (University of Western Ontario)
  Title: 'Detecting Parameter Shift in GARCH Models: An Empirical Distribution Function Approach'
  
  
• Friday, July 23rd at 2.30pm.
  Bernt Stigum (University of Oslo)
  Title: `Facts and Fiction in Econometrics'
  
  
• Friday, July 30th at 2.30pm.
  Ted McDonald (University of Tasmania)
  Title: 'Unemployment Incidence of Recent Labour Market Entrants by Immigrant Status: Evidence for Australian Men'
  
  
• Friday, August 6th: No seminar scheduled
  
  
  
• Wednesday, August 11th at 4.00pm
  Joint seminar with the Economics department
  Roger Farmer (European University Institute)
  Title: 'The Monetary Transmission Mechanism'
  
  
• Friday, August 13th at 2.30pm.
  RON BEWLEY (UNSW)
  Title: 'A Comparison of Classical and Bayesian Logistic Diffusion Models'
  
  
• Friday, August 20th at 2.30pm.
  Don Poskitt (ANU)
  Title: 'Dominating Initial Conditions and The Common Factor Problem'
  
  
• Friday, August 27th at 2.30pm.
  Tim Brown (Department of Mathemetics and Statistics, University of Melbourne)
  Title: Assessment in the Revised VCE
  
  
• Friday, September 3rd at 2.30pm.
  This seminar has been cancelled
  
  
• Friday, September 10th at 2.30pm.
  David Shephard (Imperial College)
  Title: `Detrending Procedures for Macroeconomic Time Series'
  
  
• Friday Sept 17th
  Mark Harris (University of Melbourne)
  Title: 'A Model for Ordered Data with Clustering of Observations'
  
  
• Friday, September 24th at 2.30pm.
  Chris Thompson (Reserve Bank)
  Title: 'The Phillips Curve in Australia'
  
  
• Friday, October 1st, 2.30pm
  Tony Hughes (University of Adelaide)
  Title: Diagnostic Testing in the Presence of One-sided Slope Parameters
  
  
• Friday, October 8th, 2.30pm
  Paul Kofman (UTS)
  Title: A comparison of imputation methods for missing observations in dependent variables"
  
  
• Friday October 15th, 2.30pm
  Timo Terasverta (University of Stockholm)
  Title: 'Modelling Asymmetries and Moving Equilibria in Unemployment Rates'
  
  
• Friday October 22nd, 2.30pm
  Denzil Feibig (University of Sydney)
  Title: `Evidence of Joint Decision Making'
  
  
• Friday October 27th, 2.00pm
  Granville Tunicliffe-Wilson (University of Lancaster)
  Title: A class of modified high order autoregressive models with improved resolution of low frequency cycles.
  
  
• Friday, November 5th, 2.30pm
  Tim Fry (Monash University)
  Title: 'Statistics in Crisis?'
  
  
• Friday, November 12th, 2.30pm
  Vet Pitrun (Monash University)
  Title: 'A smoothing spline based test for non-linearity in a semiparametric regression model'
  
  
• Friday November 19th, 2.30pm
  Don Harding (University of Melbourne)
  Title: 'Dissecting the Cycle'
  
  
• Friday, November 26th, 2.30pm
  Kuan-Nee Koay (Monash University)
  Title:'Volatility Asymmetry in Exchange Rates'
  
  

---

Seminars Home

Seminars 1998

Seminars 2000