Econometrics and Business Statistics Seminars 2008

Jeffrey S. Racine (McMaster University)

Smooth Varying-Coefficient Estimation and Inference for Qualitative and Quantitative Data

Peter Hall (University of Melbourne)

Current and future frontiers in statistics

Haiyan Song (Hong Kong Polytechnic University)

Tourism Forecasting: to Combine or not to Combine?

Rudolf Beran (University of California)

Statistical Model versus Fit versus Data

Song Chen (Iowa State University)

Parameter Estimation and Model Testing Based on Conditional Characteristic Functions for Continuous-Time Markov Processes

Ralph D. Snyder (Monash)

Forecasting Demand for Car Parts: A comparison of methods for forecasting demand for slow moving car parts

Patrick Sevestre (Université Panthéon-Sorbonne)

Costs, demand and producer price changes

Dick van Dijk (Rotterdam)

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Dominique Guegan (Université Panthéon-Sorbonne)

Global and Local stationary modelling in finance: Theory and empirical evidence

Robert Kohn (University of NSW)

Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals

Robert Fildes (Lancaster)

Research Forecasting

Nader Tajvidi (Lund Institute of Technology)

On Distribution Estimation and Prediction for Bivariate Extreme-Value Distributions

Chris Skeels (University of Melbourne)

Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models

David Harris (University of Melbourne)

Testing for a Unit Root in the Presence of a Possible Break in Trend

Keith McLaren (Monash)

The Benefit Function and Consumer Demand Theory

Paul Kabaila (La Trobe)

A new simulation-based improved prediction limit

Bruce Weinberg (Ohio State)

Scientific Leadership

Mike Intriligator (UCLA)

Addressing Global Challenges with Scientific Innovation: 50 Manhattan Projects

Artem Prokhorov (Concordia)

GMM redundancy results for general missing data problems

Frank Vella (Georgetown)

Immigrant networks and their implications for occupational choice and wages

Nick Langford (Pompeu Fabra)

Small-area estimation with spatial similarity

Boris Buchmann (Monash)

On the Limit Experiments of Randomly Thinned GARCH(1,1) in Deficiency

Harry Paarsch (Melbourne)

Using grid distributions to test for affiliation in models of first-price auctions with private values

Shu Fan (Monash)

Forecasting Long-term and Short-term Electricity Demand

Zen Lu (South Australia)

On an Expression of Generalized Information Criterion

Rodney Strachan (UQ)

Bayesian Inference in the Time Varying Cointegration Model

Alec Stephenson (Swindon)

Exploiting occurrence times in likelihood inference for componentwise maxima

Gauri Datta (Georgia)

Bayesian model selection for count data: Poisson or zero-inflated Poisson?

Xueyuan Wu (Melbourne)

Some discussions on discrete phase-type claims

Marlene Mueller (Fraunhofer ITWM)

Nonparametric Components in Discrete Choice Models (with an Application to Credit Scoring)

John Robinson (Sydney)

Robust permutation tests for two samples

Andy Tremayne (Melbourne)

Some Alternative Models for Time Series Of Count Data

Jens Breckling

A Non-parametric Approach to Forecasting Distribution Functions

Tilak Abeysinghe (Singapore)

Gaussian tests for unit roots and cointegration with more power

Brendan McCabe (Liverpool)

Stochastic cointegration

Yacine Ait-Sahalia (Princeton)

Jump Activity in High Frequency Financial Data