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2013 NZESG abstract 01-session1: Does Co-authorship Lead to Higher Academic Productivity? (329.5KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Author: Lorenzo Ductory (Universidad de Alicante). (2013)
2013 NZESG abstract 02-session 1: Which Bad is Worst? An Application of Leif Johansen’s Capacity Model (323.6KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Rolf Fāre, Shawna Grosskopf, Tommy Lundgren, Per-Olov Marklundc and Wenchao Zhou. (2013)
2013 NZESG abstract 03-session 1: The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress (562.7KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: David G Mayes (The University of Auckland) and Hanno Stremmel (Otto Beisheim School of Management). (2013)
2013 NZESG abstract 04-session 2: Testing the Linearity Hypothesis Using Power Transformations (206KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Yae In Baek and Jin Seo Cho (Yonsei University). (2013)
2013 NZESG abstract 05-session 2: Asymptotically Efficient Forecast Selection for Panel Data Vector Autoregressions (296.9KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Author: Ryan Greenaway-McGrevy (The Bureau of Economic Analysis). (2013)
2013 NZESG abstract 06-session 2: Fisher Effect, Structural Breaks and Outliers Detection in ECOWAS Countries (1308.2KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Omorogbe Joseph Asemota and Dahiru Abdullahi Bala (Kyushu University). (2013)
2013 NZESG abstract 07-session 2: Advantages of Non-normality in Testing Cointegration Rank (987.8KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Author: Felix Chan (Curtin University). (2013)
2013 NZESG abstract 08-session 3: Exchange rates and interest arbitrage (1202.1KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Author: Anella Munro (Reserve Bank of New Zealand). (2013)
2013 NZESG abstract 10-session 3: Identifying Terms of Trade Shocks and Their Transmission to the New Zealand Economy (718.3KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Ozer Karagedikli and Gael Price. (2013)
2013 NZESG abstract 11-session 3: The Interest Rate Conditioning Assumption: Investigating the Effects of Central Bank Communication in New Zealand (264.1KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Katy Bergstrom and Ozer Karagedikli. (2013)
2013 NZESG abstract 12: Volatility patterns in global financial markets (424.4KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: A.E. Clements, A.S. Hurn and V.V. Volkov (Queensland University of Technology). (2013)
2013 NZESG abstract 13-session 4: Credit spreads, recovery rates and bond portfolio risk measures in a hybrid credit risk model (353KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Mathieu Boudreault, Genevieve Gauthieryz and Tommy Thomassinx. (2013)
2013 NZESG abstract 14-session 4: On the Style Switching Behavior of Mutual Fund Managers (653KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Bart Frijns, Aaron Gilbert (Auckland University of Technology) and Remco C. J. Zwinkels (Erasmus University Rotterdam). (2013)
2013 NZESG abstract 15-session 5: On Confi…dence Intervals for Autoregressive Roots and Predictive Regression (297.7KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Author: Peter C. B. Phillips (Yale University, The University of Auckland,Singapore Management University and University of Southampton). (2013)
2013 NZESG abstract 16-session 5: Directionally Differentiable Econometric Models (553.7KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Jin Seo Cho (Yonsei University) and Halbert White (University of California). (2013)
2013 NZESG abstract 17-session 5: Simulating distributions of competitive balance measures in sports leagues: The effects of variation in season length (432.1KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Nicholas King and P. Dorian Owen (University of Otago). (2013)
2013 NZESG abstract 18-session 6: Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures (321.1KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Worapree Maneesoonthorn (Melbourne Business School), Catherine S. Forbes and Gael M. Martin (Monash University). (2013)
2013 NZESG abstract 19-session 6: Estimating the Parameters of Stochastic Volatility Models using Option Price Data (566.4KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: A. S. Hurn, K. A. Lindsay and A. J. McClelland (Queensland University of Technology). (2013)
2013 NZESG abstract 20-session 6: Maize Supply Response to prices in Nigeria: Application of ARDL and Co-integration Analyses (1233.3KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Ogundari. K and T. Nanseki (Kyushu University). (2013)
2013 NZESG abstract 21-session 6: Global Financial Crisis, Competition and Loan Pricing in Australia (204.8KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Ming-Hua Liua (Auckland University of Technology), Dimitris Margaritisb (The University of Auckland) and Zhuo Qiaoc (University of Macau). (2013)
2013 NZESG abstract 22-session 7: To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions (1207.3KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Leopold Simar and Valentin Zelenyuk. (2013)
2013 NZESG abstract 23-session 7: Family of Generalized Gamma Kernels: A Uni…ed Approach to the Asymptotics on Asymmetric Kernels (343.8KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Masayuki Hirukaway (Setsunan University) and Mari Sakudo (Development Bank of Japan). (2013)
2013 NZESG abstract 24-session 7: Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution (210.5KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: David E. Giles (University of Victoria), Hui Feng (University of Western Ontario) and Ryan T. Godwin (University of Manitoba). (2013)
2013 NZESG abstract 25-session 7: Regularized non parametric estimation of game theoretic models (250.7KB) New Zealand Econometric Study Group (NZESG) Meeting held on 21 February 2013 to 22 February 2013. Authors: Jean-Pierre Florens (Toulouse School of Economics) and Erwann Sbai (The University of Auckland). (2013)


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