The National Centre for Econometric Research (NCER) will hold a 1/2 day workshop on Econometric Methods on June 15 at UTS Haymarket Campus in Room 5D2.19.
Presenters
Frank Diebold (Pennsylvania), Paul F. and Warren S. Miller Professor of Economics, Professor of Finance and Statistics, and Co-Director of the Financial Institutions Center at the University of Pennsylvania and its Wharton School, as well as Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Mass.
Mike Keane (UTS), ARC Federation Fellow and Distinguished Research Professor, Faculty of Business.
Don Harding (La Trobe), Professor of Economics, Economics and Finance Department and Director of Research, Faculty of Law and Managment.
Professor Yacine Aït-Sahalia (Princeton), the Otto A. Hack '03 Professor of Finance and Economics and the Director of the Bendheim Center for Finance.
Program
| Time | Activity |
|---|---|
| 11.30 am -12.00 pm | Registration |
| 12.00 pm - 1.00 pm | Frank Diebold (U. Penn): Modeling and Forecasting Government Bond Yields |
| 1.00 pm - 1.45 pm | Lunch |
| 1.45 pm - 2.45 pm | Mike Keane (UTS): Income Taxation in a Life Cycle Model with Human Capital |
| 2.45 pm - 3.30 pm | Don Harding (La Trobe): Imposing and Testing Monotonicity in Generalized Dynamic Categorical Models of the Business Cycle |
| 3.30 pm - 4.00 pm | Afternoon tea |
| 4.00 pm - 5.00 pm | Yacine Aït-Sahalia (Princeton): Option Pricing and the Markov Hypothesis |
Registration and Enquiries
Those interested in attending should contact Angela Fletcher (a.fletcher@qut.edu.au) or Adrian Pagan (adrian.pagan@uts.edu.au) to ascertain numbers for catering and any possible room changes.