Friday,
January 23 |
Galit Shmueli (University of Maryland)
Explanatory Modeling vs. Predictive Modeling in Scientific Research |
Wednesday,
February 25 |
Adrian Pagan (UNSW)
Modelling Constructed Binary Time Series |
Friday,
March 13 |
Mattias Villani (Riksbank, Stockholm)
A general approach to regression density estimation |
Friday,
March 27 |
Mick Coelli (Melbourne)
Leadership Effects: School Principals and Student Outcomes |
Friday,
April 3 |
Qiying Wang (Sydney)
Structural Nonparametric Cointegrating Regression |
Thursday,
April 9 |
Chris Spencer (Loughborough)
To Change or not to Change? Interest-Rate Inertia, Unobserved Heterogeneity, and Inflated Outcomes |
Friday,
April 24 |
Michael Keane (UTS)
Child Care Choices and Children’s Cognitive Achievement: The Case of Single Mothers |
Friday,
May 1 |
Paul Kofman (Melbourne)
Price discovery on the floor – a tale of liquidity and volatility |
Friday,
May 8 |
Moshe Sniedovich (Melbourne)
Black Swans, Modern Nostradamuses, Voodoo Decision Theories, Info-Gaps, and the Science of Decision-Making in the Face of Severe Uncertainty |
Friday,
May 15 |
PK Sen (North Carolina Chapel Hill)
The Theil-Sen Estimator in a Measurement Error Perspective |
Friday,
May 22 |
Richard Huggins (Melbourne)
A Measurement Error Model for Heterogeneous Capture Probabilities in Mark-Recapture Experiments: An Estimating Equation Approach |
Friday,
May 29 |
David Pitt (Melbourne)
Model selection and workers’ compensation claim frequency analysis |
Friday,
June 5 |
Andrey Vasnev (Sydney)
Sensitivity of GLS Estimators in Random Effects Models |
Friday,
June 19 |
Jiti Gao (Adelaide)
Estimation in Threshold Autoregressive Models with Nonstationarity |
Friday,
July 17 |
Denise Osborn (Manchester)
International Linkages for Large Open Economies with an SVAR Representation |
Friday,
July 24 |
Max King (Monash)
A New Procedure for Multiple One-Sided Hypothesis Testing |
Friday,
July 31 |
Rob Hyndman (Monash)
Extreme forecasting |
Friday,
August 14 |
Ralph Snyder (Monash)
Model Selection with the AIC: A Conundrum |
Friday,
August 21 |
Austin Gerig (UTS)
The Market Impact of Large Transactions in Financial Markets |
Friday,
August 28 |
Ashton de Silva (RMIT)
Applications of Multivariate State Space Models |
Friday,
September 4 |
Rachida Ouysse (UNSW)
Variable Selection and Model Averaging in the APT: Estimation of Factor Betas and Risk Premiums |
Friday,
September 18, AM |
Katsuto Tanaka (Hitotsubashi)
Distributions of quadratic functionals of the ordinary and fractional Brownian motions |
Friday,
September 18, PM |
Garry Barrett (UNSW)
The Return to Cognitive Skills in the Australian Labour Market |
Friday,
September 25 |
Timothy Kyng (Macquarie)
Valuation of Executive Share Options Using Barrier Option Pricing Theory |
Friday,
October 2 |
Mike Wohlgenant (NCSU)
Rational Addiction in US Demand for Table Wine |
Friday,
October 9 |
Catherine Forbes (Monash)
Modeling and Predicting Volatility and its Risk Premium: a Bayesian Non-Gaussian State Space Approach |
Friday,
October 16 |
Leon Zolotoy (MBS)
Hiding ‘Bad’ News on Fridays? Not Such a Good Idea! |
Wednesday,
October 21 |
Yacine Aït-Sahalia (Princeton)
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data |
Friday,
October 23 |
Vance Martin (Melbourne)
A general hypothesis tests for stationary Markov process |
Friday,
October 30 |
Paul Frijters (QUT)
Rural to Urban Migration in China: An Overall View |
Thursday,
November 5 |
Timo Terasvirta (Aarhus)
Modelling Volatility by Variance Decomposition |
Friday,
November 6 |
Mardi Dungey (Tasmania)
Bivariate Jump Tests: Evidence from the US Treasury Bond and Futures Markets |
