- 8:50 - 9:00 am Welcome: Peter Phillips
Session I: 9:00 AM - 10:30 AM (Chair: Peter C.B. Phillips)
Andreas Berg, Renate Meyer and Jun
Yu, "Deviance Information Criterion as a Model Comparison Criterion
for Stochastic Volatility Models".
Peter C.B. Phillips, "Laws
and Limits of Econometrics"
Y.K. Tse, "A Small Sample
Overlapping Variance-Ratio Test"
Chirok Han and Robert de Jong, "Closest
Moment Estimation under General Conditions"
- Break: 10:30 - 10:50 AM
Session II: 10:50 AM - 12:20 PM (Chair: Debasis Bandyopadhyay)
Bob Buckle, David Haugh, and Peter
Thomson, "On Business Cycle and Volatility Regime Switching Models for
New Zealand GDP Data"
L. Christopher Plantier and Dean
Scrimgeour, "A Taylor Rule for New Zealand and the Fall in the Neutral
Paul Williamson "Betting
on the Stock Market: Return Predictability of UK Listed Soccer Clubs"
Debasis Bandyopadhyay, "Economic
Reforms and Endogenous Movements in TFP: The Case of New Zealand"
- Lunch: 12:20 PM - 1:30 PM
Session III. 1:30 PM-3:20 PM (Chair: Basil Sharp)
Jen-Je Su "Spurious Regression
and the Kiefer-Vogelsang-Bunzel test"
John Gibson and Scott Rozelle, "Demand
Systems With Unit Values: Comparisons With Elasticities from Market Prices"
Michael A. Boozer and Tim Maloney,
"The Effects of Class Size on the Long-Run Growth in Reading Abilities
in the Christchurch Health and Development Study"
P. Dorian Owen and Clayton Weatherston,
"Uncertainty of outcome and Super 12 attendance: application of a general-to-specific
Basil Sharp, "Stochastic Cost Frontier for New Zealand Rock Lobster Fishery"
- Break: 3:20 PM - 3:40 PM
- Panel Session: Gauss and Matlab: 3:40 PM - 5:20 PM (Paul Williamson, Les Oxley, Peter C.B. Phillips, Donggyu Sul)