Leading academics present advances in empirical and theoretical econometrics

23 Dec 2015
University of Queensland Campus
University of Queensland Campus

The University of Queensland School of Economics held an ‘Advances in Empirical and Theoretical Econometrics' Workshop from 25 November to 26 November 2015.

The workshop brought together leading economic scholars, early career researchers and PhD Students who are interested in learning new methods and techniques in areas such as time-series analysis and statistical methods.

Below is the list of workshop presenters, which includes prominent academics from both Australian and international Universities. Here is a link to view their abstracts.

Much ado about nothing: dynamic models with too many zeroes (with Ryoko Ito)
Andrew Harvey, Cambridge University

Reducing dimensions in large time-varying parameter VAR models
Rodney Strachan, University of Queensland

Direct Nonparametric Conditional Quantile Estimation
Jeffrey Racine, McMaster University

Testing and modelling the unconditional variance component in multiplicative time-varying GARCH models
Timo Teräsvirta, Aarhus University

Local Least Squares Approach to Stochastic Frontier and Efficiency in Cross Section: Can We make it Fully Non-Parametric?
Valentin Zelenyuk, University of Queensland

Testing for Speculative Bubbles: Revisiting the Rolling Window (with Yang Chong)
Stan Hurn, Queensland University of Technology

On Copulas and Mixtures
Mohamad Khaled, University of Queensland

How to Estimate Lorenz Curves
Reza Hajargasht, University of Melbourne

High Dimensional Dependence Modelling with Heavy Tailed, Asymmetric Factor Models
Steve Thiele, Queensland University of Technology

Estimating Economic Relationships under Measurement Error (with Rambaldi and Tran)
Antonio Peyrache, University of Queensland

The projection approach for multi-way error components models with unbalanced panel data
Do Won Kwak, University of Queensland

Bounded time-varying technical efficiencies
Kelly Trinh, University of Queensland

Measurement Error in International Comparable Incomes (with Rambaldi)
Linh Huynh, University of Queensland