NZESG - New Zealand Economic Study Group

NZESG Meeting 5, 24 July 1999

  • 9:30am Welcome Peter C B Phillips and Jun Yu
  • 9:40am Applications I Chair: Alan Rogers(University of Auckland)

    "Wages and Alcohol Consumption, Smoking, Weight Gain and Exercising: Evidence on Australian Men and Women"
    Lye, Jenny* and Joe Hirschberg (University of Melbourne)
    Discussant: Sholeh Maani (University of Auckland)

    "Interindustry Income Differentials in New Zealand: A Puzzle and An Explanation"
    Bandyopadhyay, Debasis (University of Auckland)
    Discussant: Qian, Hailong (University of Victoria at Wellington)

    "Cointegrationand Threshold Adjustment"
    Siklos, Pierre (Wilfrid Laurier University)
    Discussant: John Knight (University of Western Ontario)

  • 11:10am Morning Tea
  • 11:30am Theory I Chair: Les Oxley (University of Waikato)

    "Partial Efficiency of OLS and 2SLS estimations"
    Qian, Hailong (University of Victoria at Wellington)
    Discussant: Alan Rogers (University of Auckland)

    "Efficient Estimation of the Continuous Time Stochastic Volatility Model Via the Empirical Characteristic Function"
    Jiang, G. and John Knight* (University of Western Ontario)
    Discussant: Jun Yu (University of Auckland)

  • 1:00pm-2:00pm Lunch
  • 2:00pm-2:15pm General Meeting

    Chair: Peter C. B. Phillips

  • 2:15pm Applications II Chair: Hailong Qian (University of Victoria at Wellington)

    "Money Demand Functions: Data Span and Tests"
    Haug, Alfred (University of Canterbury)
    Discussant: Les Oxley (University of Waikato)

    "Forecasting Volatility in the New Zealand Stock Market"
    Yu, Jun (University of Auckland)
    Discussant: Pierre Siklos (Wilfrid Laurier University)

    "Measuring New Zealand’s GDP 1865-1933: A Cointegration-Based Approach"
    Oxley, Les (University of Waikato)
    Discussant: Kevin Yu (University of Victoria at Wellington)

  • 3:45pm Afternoon Tea
  • 4:00pm Theory II Chair: Alfred Haug (University of Canterbury)

    "Tricks with Discrete Fourier Transforms of Fractional Processes"
    Phillips, Peter C B (Yale University and University of Auckland)
    Discussant: Marco Reale (University of Canterbury)

    "Nonparametric Estimation of Stochastic Production Frontier"
    Functions for Panel Data
    Hailong Qian and Kevin Yu* (Victoria University of Wellington)
    Discussant: Peter Phillips (Yale University and University of Auckland)

    "Graphical Modelling Approach to Time Series Models"
    Reale, Marco (University of Canterbury)
    Discussant: Andrew Weiss (University of Victoria at Wellington)

  • 5:30pm Closing Peter C B Phillips and Jun Yu