Econometrics and Business Statistics Seminars 2001

Dr Jiti Gao (University of Western Australia)

Recent Developments in Nonparametric and Semiparametric Time Series Regression

Professor Timo Terasvirta (Stockholm School of Economics)

Neural Network Modelling of Time Series

Professor Ray Watson (University of Melbourne, Applied Statistics)

Some Meaty Statistics

Dr Brian Hanlon (Monash)

Detecting Structural Change in Time Series through Minimum Message Length Compact Coding

Dr Minxian Yang (UNSW)

Title: Lag length and mean break in stationary VAR

Michael Baker (University of Toronto, visiting ANU)

The Married Widow: Marriage Penalties Matter!

Dr Robert Breunig (ANU)

Some Simple Methods for Assessing Markov Switching Models

Dr David Harris (University of Melbourne)

Regression with Interval Data

Dr Michelle Barnes (University of Adelaide)

A Panel Approach to the Conditional CAPM

One-day Workshop in Business and Economic Forecasting 

Speakers: Heather Anderson, Ron Bewley, Peter Dixon, Clive Granger, Don Harding, Peter Summers ( Workshop Program )

Professor Clive Granger (University of California, San Diego)

Comments on Risk

Dr Kais Hamza (Monash University, Mathematics Department)

Modeling the Term Structure of Interest Rates - Towards a General Model

Dr Tim Fry (Monash University)

Does a Compulsion to Vote Improve Democracy? Some Theory and Evidence from Australia

Professor Bill Griffiths (University of Melbourne)

Predictive Densities for Shire Level Wheat Yield in Western Australia

Professor Chris C. Heyde (ANU and Columbia University)

Minimal Description Risky Asset Modelling with Fractal Activity Times
(joint with the Accounting and Finance Department)

Professor Esfandiar Maasoumi (Southern Methodist University, USA )

Applications of Stochastic Dominance testing in Economics and Finance
(joint with the Economics Department)

Professor Esfandiar Maasoumi (Southern Methodist University, USA)

A metric entropy measure of possibly nonlinear dependence

Professor Robert Taylor (University of Birmingham, UK)

Variance Shifts, Structural Breaks and Stationarity Tests

Professor Anne Koehler (Miami University, USA)

Moving Averages to Estimate Seasonal Factors

Professor Jeffrey Racine (University of South Florida, USA)

Nonparametric Regression With Both Categorical and Continuous Data

Professor Steven Durlauf, University of Wisconsin, USA

Growth Empirics and Reality

Jun Yu, University of Auckland

Gaussian Estimation of Continuous Time Models of The Short Term In terest Rate

Farshid Vahid, Monash University.

The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity.

Professor Jeff Richardson and Dr Stuart Peacock, Health Economics Unit, Centre for Health Program Evaluation, Monash University.

Overview of Econometric Issues in Health Economics.

Professor Paul Kofman, University of Technology, Sydney.

Price Limits and Derivatives: Why do they persist?

Dr. Kate Smith, School of Business Systems

Data Mining @ Monash: A collection of case studies and projects.

Michael Smith, (University of Sydney)

Estimating long-term trends in tropospheric ozone levels.

John Chen, (EBS, Monash)

Some General Methods for Constructing Median-unbiased Estimators

Professor Peter Dixon, (Centre of Policy Studies, Monash)

Forecasting, policy, history and decomposition: the Monash model of the Australian economy

Mark Jensen, (University of Missouri)

Bayesian inference of long-memory volatility via wavelets

Catherine Forbes, Monash University

Bayesian Soft Target Zones.

Andrew Patton, University of California, San Diego.

Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula.

Bob Gregory, ANU.

Intermarriage and Assimilation of Immigrants.

Roger Gay, Department of Accounting and Finance, Monash University.

Modelling stock and index returns

Ongoing Research in Econometrics and Business Statistics at Monash

Speakers: Heather Anderson, Rob Hyndman, Param Silvapulle, Ralph Snyder, Farshid Vahid (Monash University)

Richard Gerlach (University of Technology, Sydney)

A Bayesian approach to selecting economic variables to improve a value strategy

Dr Xueyan Zhao (University of Adelaide)

The Economic Impacts of R&D and Promotion Investments on the Australian Beef Industry