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Econometrics and Business Statistics Seminars 2006

Friday November 24	Dr Duncan McVicar (Queens University, Belfast) What happens when job search monitoring of unemployment benefit recipients is suspended?
Friday October 20	Francis In (Monash University) Multiscale Look at Bad Beta, Good Beta
Friday October 13	Mike Smith (University of Sydney) Bayesian Component Selection in High-Dimensional Semiparametric Additive Models
Friday September 22	Gary Deng (Monash University) Anisotropic Spatial Models and Their Applications in Diffusion Processes
Friday September 15	James Taylor (Oxford) Estimating Value at Risk and Expected Shortfall Using Exponentially Weighted Quantile Regression and Conditional Autoregressive Expectiles
Friday September 8 (AM)	Cathy Chen (Feng Chia University) Threshold heteroskedastic intraday range models
Friday September 8 (PM)	Anne Bretteville-Jensen (University of Bergen) Sequential patterns of drug use initiation – can we believe in the gateway theory?
Friday August 25	Giovanni Forchini (Monash University) The asymptotic distribution of the LIML estimator in a partially identified structural equation
Friday August 18	Professor Don Poskitt (Monash University) Properties of the Sieve Bootstrap (and Edgeworth Expansions) for Fractionally Integrated Processes
Friday August 4	Max Stevenson (University of Sydney) Modelling the longitudinal properties of financial ratios
Friday July 21	Jennifer Castle (Nuffeld College, Oxford) Selecting Non-linear Models using PcGets
Tuesday June 6	Harry Paarsch (University of Iowa) Stochastic Dynamic programming in Space: An application to British Columbia Forestry
Monday June 5	Professor Stephen Brown (Stern School of Business, NYU) Caught by the tail: Tail risk neutrality and hedge fund returns
Friday May 12	Vasilis Sarafidis (University of Sydney) A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors
Friday May 5	Wolfgang Härdle (Humboldt University) Inhomogeneous Dependency Modelling with Time Varying Copulae
Friday May 5	Carter Hill (Louisiana State University) The Hausman Test, and Some Alternatives, with Heteroskedastic Data.
Friday April 7	Fima Klebaner (School of Mathematical Sciences, Monash University) Forecasting and testing a non-constant deterministic volatility
Friday March 24	Robert Staudte (Department of Mathematical and Statistical Sciences, Latrobe University) Calibrating and Combining Evidence in Two-sample Comparisons
Friday March 10	Patrick Marsh (York University) The available information for invariant tests of a unit root / A measure of distance for the unit root hypothesis

Seminars 2005