Friday,
February 11 |
Professor Gerhard Waescher
(Martin-Luther University)
Local Search in a Travelling Salesman Problem in Manufacturing
|
Friday,
February 18 |
Professor Van Hoa Tran (University of Wollongong,
visiting Monash)
Recent advances in econometric modelling, estimation
and forecasting with application to investment in developing countries
|
Friday,
March 3 |
Professor Alan McLean (Monash University)
Statistics Education Today - the Rough Guide |
Wednesday,
March 8 |
Professor John Kennan (University of Wisconsin-Madison,
visiting Melbourne)
Geographical Wage Differentials, Welfare Benefits and
Migration
Jointly organised with the Centre of
Policy Studies
|
Friday,
March 10 |
Max King, Keith McLaren, Gael Martin, Tim Fry,
Brett Inder (Monash)
Econometrics Research at Monash, Part I
|
Friday,
March 17 |
Dr Rob Hyndman (Monash University)
Statistical Consulting
|
Friday,
March 24 |
Zeng-Hua Lu (Monash University)
Improving the numerical technique for computing the
distribution of a quadratic form in normal variables |
Friday,
March 31 |
Joao Victor Issler (Graduate School of Economics,
Getulio Vargas Foundation)
On the Nature of Income Inequality Across Nations
|
Friday,
April 7 |
Dr Guoqi Qian (LaTrobe University, Statistics
Department)
On variable selection for generalised linear models
|
Friday,
April 14 |
Professor Arthur van Soest (CentER, Tilburg
University)
Expected versus Realized Income Changes: A Test of
the Rational Expectations Hypothesis
|
Wednesday,
April 19 |
Professor Mervyn Sylvapulle(LaTrobe University,
Statistics Department)
Inequality Constrained Inference in Parametric Models:
An Overview and Partial Survey
|
Friday,
April 28 |
Dr Paul Kabaila(LaTrobe University, Statistics
Department)
The Relevance Property for Prediction Intervals
|
Friday,
May 5 |
Paul Lajbcygier (School of Business Systems,
Monash University)
Improved Option Pricing using Artificial Neural Networks
and Bootstrap Methods
|
Friday,
May 12 |
Keith Woolford (Director, Price Index Research
and Development, Australian Bureau of Statistics)
Price Indexes: What are they and how are they constructed?
|
Friday,
May 19 |
Professor Robert Kohn (AGSM, University
of New South Wales),
`Bayesian Covariance Matrix Estimation |
Friday,
May 26 |
Dr Olan Henry (Economics Dept., University
of Melbourne),
The Effect of Asymmetries on Optimal Hedge Ratios.
|
Friday,
June 2 |
Dr Mardi Dungey (Economics Department, La
Torbe and ANU)
Measuring Contagion |
Friday,
June 30 |
Professor Bimal Sinha (University of Maryland)
Generalized P-values: Theory and Applications |
Friday,
July 14 |
Professor Nancy Heckman (Dept of Statistics,
British Columbia)
Comparing the Shapes of Regression Functions
|
Friday,
July 21 |
Professor William Reed (Dept of Mathematics
and Statistics,Victoria University)
The Pareto law of Incomes - an explanation and an extension
|
Friday,
July 28 |
Dr Gael Martin (Monash University)
Implicit Bayesian Inference Using Option Prices |
Wednesday,
August 2 |
Dr. Dilip Bhattacharyya (University of Leicester)
The Hidden Economy Estimates and their Implications
for Government Expenditure
(Joint with the Economics Department and the Centre of Policy Studies)
|
Friday,
August 11 |
Dr. Heather Anderson (Monash University)
Predicting the Probability of a Recession with Non
linear Autoregressive Leading Indicator Models
|
Friday,
August 25 |
Professor Maxwell King (Monash University)
A new approach to optimal testing of composite hypotheses
|
Friday,
September 1 |
Professor Piet de Jong (University of British
Columbia, Canada)
Data Smoothing as a Time Series Problem. |
Friday,
September 8 |
Professor Adrian Pagan (ANU)
A Simple Framework for Analysing Bull and Bear Markets
|
Friday,
September 15 |
Dr Guyonne Kalb (Monash University)
Labour Supply and Welfare Participation in Australian
Two-Adult Households: Accounting for Involuntary Unemployment and the
Cost of Part-Time Work |
Friday,
September 22 |
Professor Guay Lim (Melbourne University)
Option Pricing with Generalised Distributional Forms
|
Friday,
October 6 |
Dr Paul Kim (La Trobe University)
The Bootstrap-after-Bootstrap in Autoregressive Models:
Simulation Results and Applications |
Friday,
October 13 |
Prof Ralph Snyder (Monash University)
Reconstructing the Kalman Filter |
Friday,
October 20 |
Roland Shami (Monash University)
A Structural Model with Regime Switching: An Application
to the US GNP |
Friday,
October 27 |
Dr Alvin Tan (Reserve Bank of Australia)
Consumption and Wealth |
Friday,
November 10 |
Professor Robert Faff (Monash)
Macroeconomic News Announcements and the Role of Expectations:
Evidence for US Bond, Stock and Foreign Exchange Markets |
Friday,
November 17 |
Dr Yuan Chou (University of Melbourne)
The Effect of Collective Bargaining and Central Bank
Independence on Inflation and Unemployment: Evidence from the OECD |
