NZESG - New Zealand Economic Study Group

NZESG Meeting 3, 13-14 July 1998

Monday 14 July

  • 1:50pm Welcome Peter C B Phillips & John Small
  • 2:00pm Applications 1 : Chair: Andy Weiss

    "The Forward Rate Hypothesis in Inflation Targeting Regimes"
    Weshah Razzak, Reserve Bank of New Zealand
    Discussant: TBA

    "Endogenous versus exogenous growth: Some theoretical and empirical results for an extended Romer model"
    Les Oxley & Shengxiu Zhu, Waikato University
    Discussant: Aaron Schiff (University of Auckland)

    "Empirical Tests for Cross-Subsidies."
    John Small, University of Auckland
    Discussant: Dimitri Margaritis (Waikato University)

  • 3:30 - 3:45pm Coffee Break
  • 3:45pm "Econometrics & the Net -- Quo Vadunt" Computing Roundtable Discussion"
    (everyone come prepared to talk about their own experience, needs, thoughtlets and suggestions)
    Chair: Peter C B Phillips

    Introductory Speaker: David Giles, University of Victoria
    "Econometrics Teaching and Research via the Net: Current Practice and Prospects"

    Discussion Panel:
    Gerald Austin (University of Auckland)
    Alfred Haug (University of Canterbury)
    Clifford Wymer (University of Otago)


Tuesday 14 July

  • 8:30am Theory 1 Chair: Alan Rogers

    "Testing for Unit Roots in Economic Time-Series With Missing Observations"
    Kevin F. Ryan and David E.A. Giles, University of Victoria, BC, Canada
    Discussant: David McKenzie (Yale University & University of Auckland)

    "Testing linear restrictions on cointegrating vectors: Sizes and powers of Wald tests in finite samples"
    Alfred A. Haug, University of Canterbury and York University
    Discussant: John Small, University of Auckland

    "Segmented Cointegration and Reconsideration of Fisher Relation"
    Jae-Young Kim, Hong Kong University of Science and Technology.
    Discussant: Peter C B Phillips, Yale University & University of Auckland

  • 10:00am Coffee Break
  • 10:30am Applications 2 Chair: Les Oxley

    "Price stability: some costs and benefits in New Zealand"
    Leo Bonato, Reserve Bank of New Zealand
    Discussant: Rochelle Ladd (University of Auckland)

    "Modelling Panel Count Data: Some New Developments"
    Rainer Winkelmann, University of Canterbury
    Discussant: John Haywood (Victoria University of Wellington)

    "Regulation and Competition Policy in the UK Competitive Gas Market"
    Joshy Easaw, Middlesex University & Oxford Regulatory Policy Institute
    Discussant: Alex Hedger (University of Auckland)

  • 12:00pm Lunch Break
  • 1:00pm Theory 2 Chair: Alfred Haug

    "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators"
    Oliver Linton, Yale University
    Discussant: Jae Young Kim (Hong Kong University of Science and Technology)

    "Super-consistent minimum Lp norm estimates of location"
    Alan Rogers, University of Auckland
    Discussant: Weshah Razzak (Reserve Bank of New Zealand)

    "Simulation estimation of dynamic discrete choice models with accelerated importance samplers."
    Lee Lung Fei & Wei Zhang, Hong Kong University of Science and Technology
    Discussant: Rainer Winkleman (University of Canterbury)

    "Some Further Results on Redundancy of Moment Conditions"
    Hailong Qian, Victoria University of Wellington
    Discussant: Oliver Linton (Yale University)

  • 3:00 - 3:15pm Coffee Break
  • 3:15pm Theory 3 Chair: John Small

    "Simulation estimation of dynamic discrete choice models with accelerated importance samplers."
    Lee Lung Fei & Wei Zhang, Hong Kong University of Science and Technology
    Discussant: Rainer Winkleman (University of Canterbury)

    "Selection and Estimation of Evolving Trigonometric Component Models for Seasonal Time Series"
    John Haywood, Victoria University of Wellington
    Discussant: Oliver Linton (Yale University)

    "Gaussian Semiparametric Estimation of Fractional Integration"
    PCB Phillips, Yale University and University of Auckland
    Discussant: Hailong Qian (Victoria University)

  • 4:45pm Closing: Peter C B Philips & John Small