Friday 21st February

• 2:15pm Welcome Peter C B Phillips & John Small
• 2:30pm Applications 1 : Chair: Andy Weiss

“Education and health in an effective labour empirical growth model”
Stephen Knowles & P. Dorian Owen (University of Otago)
Discussant: Fraser Colgrave (University of Auckland)

“Simultaneous equations models with forward looking reaction functions”
Weshah Razzak (Reserve Bank of New Zealand)
Discussant: Anna Heiler (Inland Revenue Department)

“Econometric exchange rate systems”
John Small (University of Auckland)
Discussant: Dimitri Margaritis (Waikato University)

• 4:00 – 4:15pm Coffee Break
• 4:15pm Econometric Software Demo and Roundtable Discussion : Chair: Peter C B Phillips

“Econometric software comparisons”
Les Oxley (Waikato University)
Discussion Panel:
Clifford Wymer (University of Rome, University of Illinois)
Dorian Owen (University of Otago)
Andy Weiss (Victoria University of Wellington)

Saturday 22 February

• 9:00am Theory 1 : Chair: Dorian Owen

“A simple globally concave differential demand system”
Mohammed Khaled (Victoria University of Wellington)
Discussant: John Small (University of Auckland)

“Panel cointegration”
Peter C B Phillips (Yale University and University of Auckland)
Discussant: In Choi (Kookmin University)

“Simultaneity and sample selection in poisson regression models”
Andy Weiss (Victoria University of Wellington)
Discussant: Alan Rogers (University of Auckland)
10:30am Coffee Break

• 10:30am Coffee Break
• 11:00am Applications 2 : Chair: Les Oxley

“An asymmetry generator for error correction mechanisms, with application to bank mortgage rate dynamics”
Denise Frost and Roger Bowden (Waikato University) ”
Discussant: Robin Court (University of Auckland)

“Estimating the Costs of Residency Training in US Hospitals”
Dimitri Margaritis (Waikato University)
Discussant: Paul Rouse (University of Auckland)

• 12:00pm Short Break
• 12:10pm NZESG Planning and Organisational Meeting
• 12:30pm Lunch Break
• 1:30pm Theory 2 : Chair: Roger Bowden

“Regressions for partially identified, cointegrated simultaneous equations”
In Choi & Peter C B Phillips (Kookmin University, Korea & Yale University)
Discussant: Katsuto Tanaka (Hitosubashi University)

“LAD estimation under non-standard Conditions”
Alan Rogers (University of Auckland)
Discussant: Andy Weiss (Victoria University of Wellington)

“Solutions of Nonlinear Differential Equations with Econometric Applications”
Clifford Wymer (University of Rome, University of Illinois)
Discussant: Hailong Qian (Victoria University of Wellington)

• 3:00 – 3:15pm Coffee Break
• 3:15pm Theory 3 : Chair: John Small

“Unit root testing in the presence of structural breaks: a case study of New Zealand CPI components”
John Haywood and Fraser Jackson (Victoria University of Wellington)
Discussant: Matt Kerr (University of Auckland)

“Redundancy of Moment Condtions in GMM Estimation”
Hailong Qian (Victoria University of Wellington)
Discussant: Dorian Owen (University of Otago)

“The nonstationary fractional unit root”
Katsuto Tanaka (Hitotsubashi University, Japan)
Discussant: Peter C B Phillips (Yale University and University of Auckland)

• 4:45pm Closing: Peter C B Philips & John Small