Honours

Chen, Q., “The Volatility of the Price of Gold: An Application of Extreme Value Theory”, University of Victoria, 2014

Zhang, H., “An Introduction to Copula Functions and Their Application in Studying the Dependence of the International Equity Markets”, University of Victoria, 2009

Agopsowicz, A., “Model Space Priors with Dependencies Among the Regressors”, University of Victoria, 2008

Dods, J. L., “Alternative Strategies for Augmenting the Dickey-Fuller Test: Some Size Robustness Results”, University of Canterbury, 1993

Mandeno, R. J., “A Cointegration/Causality Analysis of Short-Term and Long-Term U.S. Interest Rates”, University of Canterbury, 1993

Sullivan, M. J., “The Robustness of ARCH/GARCH Tests to First-Order Autocorrelation”, University of Canterbury, 1993

Carrodus, M. “The Exact Distribution of R-Squared When the Regression Disturbances are Autocorrelated”, University of Canterbury, 1991

Scott, M. “The Exact Size of the Chow Test When the Errors are Autocorrelated”, University of Canterbury, 1991

Lieberman, O., “How Does Model Misspecification Affect the Optimal Size of a Preliminary Test?”, University of Canterbury, 1990

Saxton, G., “The Power of the Goldfeld-Quandt Test When Regressors are Omitted”, University of Canterbury, 1990

Small, J. P. “The Exact Power of the Durbin-Watson Test When the Disturbances Are Heteroscedastic”, University of Canterbury, 1990

Albertson, K. V., “A Regression Based Business Leading Indicator”, University of Canterbury, 1989

Wignall, K., “A Vector Autoregressive Model of the Canterbury Economy”, University of Canterbury, 1989

Wan, A., “A VAR Model for Predicting Housing Price in Selected N.Z. Centres”, University of Canterbury, 1988

Browning, K., “How Reliable are the 'Provisional' Releases of Official New Zealand Economic Data?”, University of Canterbury, 1988

Young, A., “An Examination of the Statistical Distribution of Share Prices on the New Zealand Stock Exchange”, University of Canterbury, 1987

Harland, S., “Consumers' Expenditure on Alcoholic Beverages in New Zealand”, University of Canterbury, 1987

Coleman, A., “Vector Autoregressive Modelling of the New Zealand Exchange Rate”, University of Canterbury, 1986

Dissanayake, M., “An Engel Curve Analysis of Sri Lankan Household Expenditure Data”, University of Canterbury, 1986