NEW ZEALAND ECONOMETRIC STUDY GROUP

 

INAUGURAL MEETING
February 21–23, 1997

9:00 am THEORY 1
     Chair: Dorian Owen
Mohammed Khaled (Victoria University of Wellington) "A Simple Globally Concave Differential Demand System"
Discussant: John Small (University of Auckland)
Peter C.B. Phillips (Yale University and University of Auckland) "Panel Cointegration"
Discussant: In Choi (Kookmin University)
Andy Weiss (Victoria University of Wellington) "Simultaneity and Sample Selection in Poisson Regression Models"
Discussant: Alan Rogers (University of Auckland)
10:30 am Coffee Break
11:00 am APPLICATIONS 2
     Chair: Les Oxley
Denise Frost and Roger Bowden (Waikato University) "An Asymmetry Generator for Error Correction Mechanisms, with Application to Bank Mortgage Rate Dynamics"
Discussant: Robin Court (University of Auckland)
Dimitri Margaritis (Waikato University) "Estimating the Costs of Residency Training in US Hospitals"
Discussant: Paul Rouse (University of Auckland)
12:00 pm Short Break
12:10 pm NZESG Planning and Organisational Meeting
12:30 pm Lunch Break
1:30 pm THEORY 2
     Chair: Roger Bowden
In Choi & Peter C.B. Phillips (Kookmin University, Korea & Yale University) "Regressions for Partially Identified, Cointegrated Simultaneous Equations"
Discussant: Katsuto Tanaka (Hitosubashi University)
Alan Rogers (University of Auckland) "LAD Estimation under Non-standard Conditions"
Discussant: Andy Weiss (Victoria University of Wellington)
Clifford Wymer (University of Rome, University of Illinois) "Solutions of Nonlinear Differential Equations with Econometric Applications"
Discussant: Hailong Qian (Victoria University of Wellington)
3:00 pm Coffee Break
3:15 pm THEORY 3
     Chair: John Small
John Haywood and Fraser Jackson (Victoria University of Wellington) "Unit Root Testing in the Presence of Structural Breaks: A Case Study of New Zealand CPI Components"
Discussant: Matt Kerr (University of Auckland)
Hailong Qian (Victoria University of Wellington) "Redundancy of Moment Condtions in GMM Estimation"
Discussant: Dorian Owen (University of Otago)
Katsuto Tanaka (Hitotsubashi University, Japan) "The Nonstationary Fractional Unit Root"
Discussant: Peter C.B. Phillips (Yale University and University of Auckland)
4:45 pm Closing: Peter C B Philips & John Small
 

List of Participants

Andy Weiss: Andrew.Weiss@vuw.ac.nz
Anna Heiler: ALH@frynov.ird.govt.nz
Clifford Wymer: 6 Muritai Rod, Milford, Auckland
Dimitri Margaritis: DIMITRI@mngtgate.mngt.waikato.ac.nz
Dorian Owen: DOWEN@commerce.otago.ac.nz
Fraser Jackson: Fraser.Jackson@vuw.ac.nz
In Choi: ichoi@kmu.kookmin.ac.kr
John Haywood: John.Haywood@vuw.ac.nz
Julian Peters: Julian@nzier.org.nz
Katsuto Tanaka: tanaka@stat2.stat.hit-u.ac.jp
Les Oxley: loxley@mngtgate.mngt.waikato.ac.nz
Mohammed Khaled: Mohammed.Khaled@vuw.ac.nz
Hailong Qian: Hailong.Qian@vuw.ac.nz
Paul Rouse: p.rouse@auckland.ac.nz
Roger Bowden: rbowden@mngtgate.mngt.waikato.ac.nz
Weshah Razzak: RAZZAKW@rbnz.govt.nz
Peter Phillips: pcb.phillips@auckland.ac.nz
John Small: jp.small@auckland.ac.nz
Alan Rogers: a.rogers@auckland.ac.nz
Robin Court: r.court@auckland.ac.nz
Matthew Kerr: mker002@abs-student.auckland.ac.nz
Fraser Colgrave: sungrow@ihug.co.nz