• 9:30am Welcome Peter C B Phillips and Jun Yu
• 9:40am Applications I Chair: Alan Rogers(University of Auckland)

“Wages and Alcohol Consumption, Smoking, Weight Gain and Exercising: Evidence on Australian Men and Women”
Lye, Jenny* and Joe Hirschberg (University of Melbourne)
Discussant: Sholeh Maani (University of Auckland)

“Interindustry Income Differentials in New Zealand: A Puzzle and An Explanation”
Bandyopadhyay, Debasis (University of Auckland)
Discussant: Qian, Hailong (University of Victoria at Wellington)

“Cointegrationand Threshold Adjustment”
Siklos, Pierre (Wilfrid Laurier University)
Discussant: John Knight (University of Western Ontario)

• 11:10am Morning Tea
• 11:30am Theory I Chair: Les Oxley (University of Waikato)

“Partial Efficiency of OLS and 2SLS estimations”
Qian, Hailong (University of Victoria at Wellington)
Discussant: Alan Rogers (University of Auckland)

“Efficient Estimation of the Continuous Time Stochastic Volatility Model Via the Empirical Characteristic Function”
Jiang, G. and John Knight* (University of Western Ontario)
Discussant: Jun Yu (University of Auckland)

• 1:00pm-2:00pm Lunch
• 2:00pm-2:15pm General Meeting

Chair: Peter C. B. Phillips

• 2:15pm Applications II Chair: Hailong Qian (University of Victoria at Wellington)

“Money Demand Functions: Data Span and Tests”
Haug, Alfred (University of Canterbury)
Discussant: Les Oxley (University of Waikato)

“Forecasting Volatility in the New Zealand Stock Market”
Yu, Jun (University of Auckland)
Discussant: Pierre Siklos (Wilfrid Laurier University)

“Measuring New Zealand’s GDP 1865-1933: A Cointegration-Based Approach”
Oxley, Les (University of Waikato)
Discussant: Kevin Yu (University of Victoria at Wellington)

• 3:45pm Afternoon Tea
• 4:00pm Theory II Chair: Alfred Haug (University of Canterbury)

“Tricks with Discrete Fourier Transforms of Fractional Processes”
Phillips, Peter C B (Yale University and University of Auckland)
Discussant: Marco Reale (University of Canterbury)

“Nonparametric Estimation of Stochastic Production Frontier”
Functions for Panel Data
Hailong Qian and Kevin Yu* (Victoria University of Wellington)
Discussant: Peter Phillips (Yale University and University of Auckland)

“Graphical Modelling Approach to Time Series Models”
Reale, Marco (University of Canterbury)
Discussant: Andrew Weiss (University of Victoria at Wellington)

• 5:30pm Closing Peter C B Phillips and Jun Yu