NZESG - New Zealand Economic Study Group

The 9th New Zealand Econometrics Study Group Meeting
University of Auckland, Auckland
Saturday 9 March, 2002

Program Chairs: Peter C. B. Phillips and Donggyu Sul

All sessions will be held in the Women's Federation Room on the 2nd floor of the Old Government House.

  • 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 Real Rate"

    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 modelling strategy"

    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)