Monday 14 July

• 1:50pm Welcome Peter C B Phillips & John Small
• 2:00pm Applications 1 : Chair: Andy Weiss

“The Forward Rate Hypothesis in Inflation Targeting Regimes”
Weshah Razzak, Reserve Bank of New Zealand
Discussant: TBA

“Endogenous versus exogenous growth: Some theoretical and empirical results for an extended Romer model”
Les Oxley & Shengxiu Zhu, Waikato University
Discussant: Aaron Schiff (University of Auckland)

“Empirical Tests for Cross-Subsidies.”
John Small, University of Auckland
Discussant: Dimitri Margaritis (Waikato University)

• 3:30 – 3:45pm Coffee Break
• 3:45pm “Econometrics & the Net — Quo Vadunt” Computing Roundtable Discussion”

(everyone come prepared to talk about their own experience, needs, thoughtlets and suggestions)
Chair: Peter C B Phillips

Introductory Speaker: David Giles, University of Victoria
“Econometrics Teaching and Research via the Net: Current Practice and Prospects”

Discussion Panel:
Gerald Austin (University of Auckland)
Alfred Haug (University of Canterbury)
Clifford Wymer (University of Otago)

Tuesday 14 July

• 8:30am Theory 1 Chair: Alan Rogers

“Testing for Unit Roots in Economic Time-Series With Missing Observations”
Kevin F. Ryan and David E.A. Giles, University of Victoria, BC, Canada
Discussant: David McKenzie (Yale University & University of Auckland)

“Testing linear restrictions on cointegrating vectors: Sizes and powers of Wald tests in finite samples”
Alfred A. Haug, University of Canterbury and York University
Discussant: John Small, University of Auckland

“Segmented Cointegration and Reconsideration of Fisher Relation”
Jae-Young Kim, Hong Kong University of Science and Technology.
Discussant: Peter C B Phillips, Yale University & University of Auckland

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

“Price stability: some costs and benefits in New Zealand”
Leo Bonato, Reserve Bank of New Zealand
Discussant: Rochelle Ladd (University of Auckland)

“Modelling Panel Count Data: Some New Developments”
Rainer Winkelmann, University of Canterbury
Discussant: John Haywood (Victoria University of Wellington)

“Regulation and Competition Policy in the UK Competitive Gas Market”
Joshy Easaw, Middlesex University & Oxford Regulatory Policy Institute
Discussant: Alex Hedger (University of Auckland)

• 12:00pm Lunch Break
• 1:00pm Theory 2 Chair: Alfred Haug

“Edgeworth Approximations for Semiparametric Instrumental Variable Estimators”
Oliver Linton, Yale University
Discussant: Jae Young Kim (Hong Kong University of Science and Technology)

“Super-consistent minimum Lp norm estimates of location”
Alan Rogers, University of Auckland
Discussant: Weshah Razzak (Reserve Bank of New Zealand)

“Simulation estimation of dynamic discrete choice models with accelerated importance samplers.”
Lee Lung Fei & Wei Zhang, Hong Kong University of Science and Technology
Discussant: Rainer Winkleman (University of Canterbury)

“Some Further Results on Redundancy of Moment Conditions”
Hailong Qian, Victoria University of Wellington
Discussant: Oliver Linton (Yale University)

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

“Simulation estimation of dynamic discrete choice models with accelerated importance samplers.”
Lee Lung Fei & Wei Zhang, Hong Kong University of Science and Technology
Discussant: Rainer Winkleman (University of Canterbury)

“Selection and Estimation of Evolving Trigonometric Component Models for Seasonal Time Series”
John Haywood, Victoria University of Wellington
Discussant: Oliver Linton (Yale University)

“Gaussian Semiparametric Estimation of Fractional Integration”
PCB Phillips, Yale University and University of Auckland
Discussant: Hailong Qian (Victoria University)

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