Divided workshop unites econometricians

Over the three-day programme, 23 papers were presented at the two venues. Highlights included presentations by Professor Yacine Aït-Sahalia from Princeton University on stochastic volatility implied models, Professor Jun Yu from Singapore Management University on bubble testing,  Professor Xu Zheng from Shanghai Jiaotong University on Copula models, and Professor Sebastien Laurent from Aix Maseille University on the estimation of Beta.

The split event was a first for the Frontiers in Econometrics workshop, but resulted in useful informal interaction between participants as they travelled together, along with the chance for international guests on their first visit to Australia to appreciate two cities. Views of the Sydney skyline from Macquarie’s City Campus and dinner at Pyrmont were matched with breakfast on a bridge over the Brisbane River and Queensland’s University of Technology’s adjoining Gardens Point Campus, giving participants and opportunity to make the most of the host cities while enjoying the rigorous program.

The Frontiers in Econometrics workshop was hosted jointly between Department of Economics and The Centre for Financial Risk at Macquarie University, and Queensland University of Technology.

Researchers from Princeton University, Singapore Management University, Shanghai Jiao Tong University and Queensland University of Technology have previously hosted the event, and this year is the first time that Macquarie has played a key role in the joint conference between the five institutions.

The 2018 conference program is available at the National Centre for Econometric Research website:

http://www.ncer.edu.au/events/20180719-frontiers-in-econometrics.php