The 25th New Zealand Econometrics Study Group Meeting is being hosted by the National Centre for Econometric Research (NCER), at Queensland University of Technology, Gardens Point Campus (view campus map), Brisbane, Australia, on 19 and 20 February 2015. The particular focus of the meeting this year is to connect the econometric communities in New Zealand and Australia.

We invite submissions from those wishing to present a paper, which can be in any field of econometrics, theoretical or applied, including empirical analyses of issues in economics and finance. 

There is a conference registration fee of AU$80 for the meeting. The registration fee will cover lunch, morning and afternoon tea and the workshop dinner which will be held on Thursday evening 19 February.

Although QUT does not endorse any particular hotel and delegates should determine for themselves the accommodation that suits them best, a list of hotels near to QUT can be found here. If you require additional options or have general enquiries about Brisbane's accommodation options, please do not hesitate to contact Diane McDonald.

We look forward to welcoming you to Brisbane in 2015.

Professor Stan Hurn, NCER, QUT
Dr Yin Liao, QUT
Dr Min Zhu, QUT
Workshop Conveners


The conference venue is QUT's new Science and Engineering Building, Level 4, P Block, Room P419. If you are entering QUT Garden’s Point from George Street, continue past Parliament House on Main Drive. Turn right after Old Government House and from there will see two new buildings, with P Block being the second one on the left-hand side.


About the Annual Meeting

The New Zealand Econometric Study Group Meeting serves as a forum to bring econometricians together on a regular basis to promote research in econometrics and disseminate knowledge. The particular focus this year is to connect the econometric communities in New Zealand and Australia.

More specifically, the NZESG supports the needs of the econometrics community by seeking to:

  1. Promote collegial interaction among econometricians in New Zealand and Australia.
  2. Provide a regular forum for econometricians to present their research to a peer group.
  3. Nurture young scholars by providing them with an opportunity to talk about their proposed work to a wider group beyond their immediate institution.
  4. Invite key speakers from overseas to give the younger generation of econometricians an opportunity to meet and interact with overseas visitors in a congenial setting.
  5. Promote interaction with the statistics community.
  6. Include a special thematic session at each conference that deals with a matter of general importance to researchers and teachers of econometrics and applied econometricians who are working on a variety of practical economic problems.

For information on past meetings, click here.


We will again be presenting RBNZ-NZESG Awards in Econometrics, accompanied by a cheque for NZ$500, to young econometricians on the basis of their research and presentation at the meeting. To qualify for an award, researchers should either be working toward a PhD or have completed doctoral research within the past two years. Please indicate if you are eligible and wish to be considered for these awards.

Meeting Schedule

This program is current at time of publishing and is subject to change.

Thursday 19 February 8:30 - 9:00 Coffee
  9:00 - 10:30 Adrian Pagan, University of Sydney - Analysing Two Agnostic Techniques for Recovering Impulse Response Functions from Structural Vector Autoregressions
Leo Krippner, Reserve Bank of New Zealand - Measuring the stance of monetary policy in conventional and unconventional environments
Michelle Lewis, Reserve Bank of New Zealand - Forecasting with macro-finance models: Applications for the United States and New Zealand
Ngoc Pham, The University of Adelaide - Trade cost and economic development: evidence from landlocked developing countries
10:30 - 11:00 Morning Tea
11:00 - 12:30 Gael Martin, Monash University - Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
David Gunawan, Monash University - Bayesian Assessment of Lorenz and Stochastic Dominance using a Mixture of Gamma Densitie
David Frazier, Monash University - Indirect Inference with Endogenously Missing Exogenous Variables
Bin Peng, University of Technology Sydney - A Varying Coefficient Panel Data Model with Fixed Effects
12:30 - 2:00 Lunch
2:00 - 3:30 Jenny Lye, University of Melbourne - A Semiparametric Approach to the identification of Critical Values in Dose Response and Willingness to Pay Analysis
Huanjun Zhu, Monash University - Detection Of Structural Breaks In Linear Dynamic Panel Data Models With a Multi-Factor Structure
Andrew Adrian Yu Pua, University of Amsterdam - Simultaneous Equation Models With Discrete Outcomes: Coherence And Completeness Using Panel Data
Jose Da Fonseca, Auckland University of Technology - Correlation And Lead-Lag Relationships In A Hawkes Microstructure Model
3:30 - 4:00 Afternoon tea
4:00 - 5:30 Ayesha Scott, Queensland University of Technology -Volatility Dependent Dynamic Equicorrelation
Peter Exterkate, University of Sydney - Distribution Forecasting in Nonlinear Models with Stochastic Volatility
Marius Matei, University of Tasmania - Bivariate Volatility Modeling with High Frequency Data
Wenying Yao, University of Tasmania - The Role Of Intra-Day Volatility Pattern In Jump Detection
Friday 20 February 8:30 - 9:00 Coffee
9:00 - 10:30 Robert Reed, University of Canterbury - On The Practical Importance of Hurwicz Bias in Models with Lagged Dependent Variables
Richard Smith, Cambridge University - Additional Moment Condition Tests
Valentin Zelenyuk, University of Queensland - Nonparametric Discrete Choice Models for Time Series: Theory and Application to predicting Recessions
Shuping Shi, Macquarie University - Change Detection in Granger Causality
10:30 - 11:00 Morning tea
11:00 - 12:30 Romain Gauriot, Queensland University of Technology - Does success breed success? A quasi-experiment to identify strategic momentum in dynamic contests.
Ambroise Descamps, Queensland University of Technology - Do Consumers Care about their Health? A Dynamic Approach to Fat Accumulation
Ryan Greenaway-McGrevy, University of Auckland - Worker migration or job creation? Persistent shocks and regional recoveries
Rami Victor Tabri, University of Sydney - Empirical Likelihood For Robust Poverty Comparisons
12:30 - 2:00 Lunch
2:00 - 3:30 Chrismin Tang, University of Melbourne - The Count of Monte Carlo: Analysing Global Banking and Currency Crises, 1800-2010.
Firmin Doko Tchatoka, University of Adelaide - On Bootstrap Validity For Subset Anderson-Rubin Test In IV Regressions
Jin Seo Cho, Yonsei University - Testing Distributional Hypotheses Using the Empirical Least squares Estimator and Measuring Top Income Shares
Alfred Haug, University of Otago - A New Test of Richardian Equivalence Using the Narrative Record on Tax Changes
3:30 - 4:00 Afternoon tea
4:00 - 5:30 Jiti Gao, Monash University - Semiparametric Localized Bandwidth Selection For Kernel Density Estimation
Thi Hai Yen Tran, University of Queensland - Estimating Economic Relationships under Measurement Error: An Application to the Productivity of US Manufacturing
Benjamin Wong, Reserve Bank of New Zealand - Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks? Evidence from the Michigan Survey
David Ubilava, University of Sydney - Rises and Falls in Primary Commodity Prices: Blame it on ENSO or Leave Them Kids Alone?


Oaks 212 Margaret (4 1/2 stars)

212 Margaret Street
Brisbane, Qld, 4000
Ph (07) 3012 8020

Oaks 212 Margaret offers a range of luxurious 1 & 2 bedroom self contained apartments all with air-conditioning and state of the art room facilities. Oaks 212 Margaret is approximately 700 metres from QUT, Gardens Point Campus.

M on Mary

70 Mary Street
Brisbane, QLD, 4000
Ph. 61 7 3503 8000

M on Mary is a boutique, apartment style hotel in the heart of Brisbane’s CBD. The hotel offers one and three bedroom spacious, well-appointed apartments with contemporary style and modern amenities with many boasting stunning city or river views. M on Mary is approximately 800 metres from QUT, Gardens Point Campus.

Royal on the Park (4 1/2 stars)

Cnr Alice & Albert Streets
Brisbane, QLD, 4000
Ph. 07 3221 3411

The Royal on the Park Hotel Brisbane CBD  is an iconic hotel offering a rich history full of tradition, elegance and service. The unique outlook over the City Botanic Gardens provides a view like no other and offers guests a tranquil retreat in the heart of the Brisbane CBD. The Royal on the Park is about 250 metres from QUT, Gardens Point campus.

Quay West Brisbane (5 stars)

132 Alice Street
Brisbane Qld 4000
Ph. 07 3853 6000

A garden-inspired oasis nestled alongside Brisbane’s Botanic Gardens, Quay West Brisbane is the only 5 star hotel offering unrivalled, attentive service and stylish, self-contained apartment accommodation in Brisbane. Quay West Brisbane is only 150 metres from QUT, Gardens Point campus.

You may find other accommodation options at these sites:


For further information, please contact:

Diane McDonald
Queensland University of Technology
Email: diane.mcdonald@qut.edu.au