Econometrics and Business Statistics Seminars 2005

Professor Mark Salmon (Warwick Business School)

Dynamic Copula Quintile Regression and Measuring Tail Area Dependence in Forex Markets

Roger Gay (Accounting & Finance, Monash)

Unbiased estimation of the tail-index: applications in finance and general insurance

Andrew Leigh (Australian National University)

Does raising the minimum wage help the poor?

Owen Jones (University of Melbourne)

Exploring decision-makers' use of price information in a speculative market

Alan Wong (National University of Singapore)

Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution

Annastiina Silvennoinen (Stockholm School of Economics)

Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations

Mika Meitz (Stockholm School of Economics)

Evaluating models of autoregressive conditional duration

Piet de Jong (Actuarial Studies, Macquarie University)

Extending Lee-Carter Mortality Forecasting

Subhash Kochar (Indian Statistical Institute)

Dependence orderings and their applications to order statistics

Zeng-Hua Lu (University of South Australia)

A Mixture Model of Heterogeneous Covariates with the Censored Response Variable

Catherine Forbes (Monash University)

The Economics of Supporting Young People Leaving Care

Paul Kim (Monash University)

Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach

Blyth Archibald

Exponential Smoothing Models with Fixed Seasonals, Adaptive Level and Trend

Rob Brooks (Monash University)

Ranking Academic Journals into Bands: An Exploratory Analysis for Econometrics

Adam Clements (Queensland University of Technology)

Forward looking information in S&P 500 options

Paul Feigin (Israel Institute of Technology)

Statistical Analyses for Call Centers using DataMOCCA – a Data Model for Call Center Analysis

Gael Martin (Monash University)

Testing for Dependence in Non-Gaussian Time Series Data

Paul Lajbcygier (Dept of Business Systems, Monash University)

The bias induced by negative book to market ratio in the Fama French model; fuzzy clustering of US mutual funds; and predicting CTA funds under management.

Roger Wilkins (Melbourne Institute of Applied Economic and Social Research)

The Effects of Smoking Ban Regulations on Individual Smoking Rates

Heather Anderson (ANU) (joint seminar with Finance)

Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?

Chris Lloyd (Melbourne Business School)

EM P-values

John Nankervis (University of Essex)

Testing for serial correlation: Generalized Andrews-Ploberger tests