Masters

Theses

Fisher, Mischa, “CPU Product Line Lifecycles: Econometric Duration Analysis Using Parametric and Non Parametric Estimators”, University of Victoria, 2018 (Supervisor)

Joyce, Matthew, “Bivariate Extreme Value Analysis of Commodity Prices”, University of Victoria, 2017 (Supervisor)

Cann, Benjamin, "Choosing a Data Frequency to Forecast the Quarterly Yen-Dollar Exchange Rate", University of Victoria, 2016 (Supervisor)

Duan, Jun, “Nowcasting by the BSTS-U-MIDAS Model”, University of Victoria, 2015 (Supervisor)

Xiao, L.ing (Linda) “Bias-Adjusted Maximum Likelihood Estimation for the Generalized Rayleigh Distribution”, University of Victoria, 2011 (Supervisor)

Thorn, Thomas, “Testing for Heteroskedasticity in Bivariate Probit Models”, University of Victoria, 2011 (Supervisor)

Tseng, Poh-Hsin (Peter)., “A Meta-Regression Analysis of PPP Studies”, Sun Yat-Sen University, 2007 (Co-Supervisor)

Rizzo, L., “Determinants of Municipal Government Expenditures in Alberta Using Multiple Regression Analysis”, University of Victoria, 1995 (Committee Member)

Ravindiran, T., “An Analysis of the New Zealand Exchange Rate:  Index Number Construction and Some Causality Tests”, University of Canterbury, 1989 (Co-Supervisor)

Mikolajczyk, Judith, “Some Implications of Estimating a Regression Scale Parameter After a Preliminary Test of Restrictions”, Monash University, 1986 (Co-Supervisor)

Child, Andrew, “An Econometric Analysis of the Industrial Demand for Energy in Australia”, Monash University, 1985 (Co-Supervisor)

Knight, J., “An Econometric Analysis of the Effects of Changes in the Commonwealth Employment Service”, Monash University, 1982 (Supervisor)

Piterman, Hannah, “Australian Labour Market 1972-1976: Indicators, Problems and Policies”, Monash University, 1979 (Co-Supervisor)

Rich, Michael, “New Zealand Beef and Sheep Supply Relationships: An Econometric Application of Joint Firm/Household Decision Making”, Monash University, 1978 (Supervisor)

Extended Essays

Wang, Ziming, "Bayesian Estimation of Threshold Choice in the Foreign Exchange Market", University of Victoria, 2016 (Supervisor)

Yacucha, Keith, "The Effect of Energy Shocks on Labour Flows in Canada", University of Victoria, 2016 (Co-Supervisor)

Harvey, Brett, “Dealing with Model Uncertainty Using Robust Bayesian Averaging Procedures for Exchange Rate Forecasting”, University of Victoria, 2016 (Supervisor)

Meng, Xia (Summer), “Predicting Daily Returns of Selected Stock Prices Using Bayesian Regularized Neural Networks”, University of Victoria, 2015 (Supervisor)

Xiao, Xue, “Forecasting Canadian Banks' Stock Return Volatility: Maximum Likelihood and Bayesian Analysis of a GARCH Model with Student-t Innovations”, 2015 (Supervisor)

Li, Jianmin (Jasmine), “An Investigation of the Dow Jones Industrial Average: Is it Possible to Detect Future Structural Breaks?”, 2014 (Supervisor)

Zhang, Ming (Nathan), “Analysis of the Effects of Crude Oil Price on Gasoline Prices in Canadian Cities”, 2014 (Supervisor)

Tang, Jingwen, “Comparative Advantage Compared:  Canada and China, 1992-2012”, 2013, (Co-Supervisor)

Wang, Chao (Tony), “Correlations in Price Changes Across International Stock Markets: Hong Kong, Shanghai, and New York”, 2013 (Committee Member)

Li, Yanan, “Modelling Volatility Spillover Effects Between Developed Stock Markets and Emerging Asian Stock Markets”, 2013 (Supervisor)

Xu, Jianfeng (Jackie), “China’s Areal Income Inequality, Economic Growth and Education Investment”, University of Victoria, 2012 (Supervisor)

Chu, Fang (Fanny), “Study of Demographic Dividend and the Economic Development in Selected Asian Countries”, University of Victoria, 2012 (Co-Supervisor)

Nelson, Carla, A Comparison of Some Log-Likelihood Based Goodness of Fit Measures for Binary-Choice Models”, University of Victoria, 2011 (Supervisor)

Wisman, Abdul, “Bias Correction in the AR(1) Model: A Survey and Some New Simulation Evidence”, University  of Victoria, 2011 (Supervisor)

Schwartz, Jacob, “Bias-Reduced Maximum Likelihood Estimation of the Zero-Inflated Poisson Distribution”, University of Victoria, 2011 (Supervisor)

Zhao, Ting (Annie), “An Investigation of the Output Gap-Inflation Relationship in Canada”, University of Victoria, 2011 (Supervisor)

Shi, Jingjing, “Incentives for, and Determinants of, Getting a University Education in Canada”, University of Victoria, 2010 (Supervisor)

Moe, Neal, “Cointegration and Causality Analysis of West Texas Intermediate Crude Oil and the United States Gulf Natural Gas Liquids Prices”, University of Victoria, 2010 (Supervisor)

Irrcher, Toby, “Further Exploring Indicator Properties of the Yield Spread in Canada: A Threshold Approach”, University of Victoria, 2010 (Supervisor)

Gong, Lili, “An Extreme Value Analysis of Daily Stock Returns”, University of Victoria, 2010 (Supervisor)

Lee, Seow Chia (Grace), “Exploring the Relationship Between Prices in Developed and Emerging Stock Markets: A Panel Data Analysis”, University of Victoria, 2009 (Co-Supervisor)

Homer, Geoffrey, “Early Maternal Employment and Child Cognitive Development: Evidence From Canada”, University of Victoria, 2009 (Co-Supervisor)

Stroomer, Chad, “Model Estimation in the Presence of Survey Uncertainty, University of Victoria, 2008 (Supervisor)

Yu, Shuang, “Value at Risk and Expected Shortfall for Returns on the Shanghai Stock Exchange”, University of Victoria, 2008 (Supervisor)

Mei, Peiyu, “Time Series Count Data: Analysis of the Number One Hit Songs at the Top of the Hot 100”, University of Victoria, 2008 (Supervisor)

Guo, Shasha, “Who Will Make an SEO in the Near Future? A Duration Analysis of the Chinese Equity Market”, University of Victoria, 2007 (Supervisor)

Ren, Feng, “Extreme Value Analysis of Daily Crude Oil Prices”, University of Victoria, 2007 (Supervisor)

Bi, Guang, “An Application of Extreme Value Theory for Measuring Weekend Box Office Returns in the U.S.A.”, University of Victoria, 2007 (Supervisor)

Leng, Jiali, “Alcohol Consumption and Determinants in Canada: An Econometric Analysis”, University of Victoria, 2007 (Supervisor)

Diles, Demitri, “The Effects of Past and Current Monetary Policy in Greece: Lessons from the EMU”, University of Victoria, 2006 (Committee Member)

Xu, Jing, “Technical Trading Rules and Stock Returns: An Econometric Analysis”, University of Victoria, 2006 (Supervisor)

Ni, Yang, “A Duration Analysis of the Initial Public Offering Effect”, University of Victoria, 2006 (Supervisor)

Wang, Miao, “An Econometric Analysis of Canadian Imports from the U.S.A.: Transition Function Analysis of Free Trade Agreements”, University of Victoria, 2006 (Supervisor)

Xie, Ying (Janice), “Duration Analysis of U.S. Patent Approvals”, University of Victoria, 2006 (Supervisor)

Voggenreiter, Christine, “Cost-Effectiveness Analysis of Statins: A Review of Modelling Techniques Over Time”, University of Victoria, 2006 (Committee Member)

Lu, Fan (Ocean), “Benford's Law, and Psychological Barriers in eBay Auctions”, University of Victoria, 2005 (Supervisor)

Shih, Li-Han (Ruby), “Modelling the Duration of Bank Rate Spells Under Inflation Targeting”, University of Victoria, 2005 (Supervisor)

Yu, Anna “Modelling Exchange Rate Regime Durations”, University of Victoria, 2005 (Supervisor)

Charron, Lucie, “Do Government Policies Undermine the Motivation to Move? A Look at the Intra-Provincial Determinants of Rural-Urban Migration in the Maritime Provinces”, University of Victoria, 2005 (Committee Member)

Li, Jinhu (Daisy), “Small Sample Properties of Discrete Choice Model Estimators Based on Symmetric and Asymmetric Cumulative Distribution Functions”, University of Victoria, 2005 (Supervisor)

Lam, Matthew “The Impact of Infrastructure Development on Agglomeration and Trade Openness: Evidence From the G7 Experience”, University of Victoria, 2005 (Committee Member)

Shen, Kaili, “Some Empirical Tests of the Rational Addiction Model”, University of Victoria, 2005 (Supervisor)

Lin, Lin, “Convergence of Economic Freedom and Convergence of Output: An Empirical Study”, University of Victoria, 2005 (Supervisor)

Yuen, Sylvania, “Convergence in Output and Convergence in Well-Being: A Study of Far East Asian Developing Countries for the Period 1960-2002”, University of Victoria, 2004 (Supervisor)

Liu, Jia, “SETAR Modelling of Long-Term GDP Data: An International Comparison”, University of Victoria, (Supervisor)

Li, Laura, “Linguistic Distance & Economic Integration”, University of Victoria, 2004 (Committee Member)

Yuk, Wing, “Government Size & Economic Growth: Evidence from a Time-Series Analysis of the United Kingdom for the Period 1830 – 1993”, University of Victoria, 2004 (Supervisor)

Woodbridge, Cameron, “The Vancouver Log Market: A Time Series Analysis of Price Determination”, University of Victoria, 2002 (Supervisor)

Werkneh, Gugsa “The Impact of High Government Consumption on the Export-Led Economic Growth of Ethiopia”, University of Victoria, 2001 (Supervisor)

Fisher, Tony “The Application of Jackknife Resampling to Stochastic Frontier Model Estimation: A Monte Carlo Simulation”, University of Victoria, 2001 (Supervisor)

Draeseke, Robert “Hedonic Price Study: The Colquitz River and Rithets Bog Greenspaces”, University of Victoria, 2000 (Committee Member)

McCandless, Linda “Bootstrap Analysis of a Nonparametric Panel Estimator”, University of Victoria, 1999 (Committee Member)

Juraczko, Kasha, “Testing for Asymmetry in Central European Business Cycles”, University of Victoria, 1999 (Supervisor)

Feltham, Sandra, “Stochastic Seasonality and Semi-Annual Data”, University of Victoria, 1999 (Supervisor)

Reid, Christopher, “Real Interest Rate Linkages: A Study of the G7 Countries”, University of Victoria, 1999 (Supervisor)

Tedds, Lindsay M. “Measuring the Size of the Hidden Economy in Canada: A Latent Variable/MIMIC Model Approach”, University of Victoria, 1998 (Supervisor)

Johnson, Betty, “Money-Income Causality and the New Zealand Underground Economy”, University of Victoria, 1998 (Supervisor)

Raic, Gordon, “Futures Market Volatility and the Samuelson Hypothesis”, University of Victoria, 1998 (Supervisor)

Hatton, Terry, “Forest-based Recreation Behaviour”, University of Victoria, 1997 (Committee Member)

Stuchbury, Neil, “Forecasting the Hourly Demand for Electricity in British Columbia”, University of Victoria, 1997 (Supervisor)

Williams, Cara, “Alternative methods of Testing for Granger Noncausality Applied to the Export-Led Growth Hypothesis”, University of Victoria, 1997 (Committee Member)

Quinn, David, “Testing for Asymmetry in the Pricing of Gasoline”, University of Victoria, 1997 (Supervisor)

Whiteley, Took, “Willingness-to-Pay for Doubling the Amount of Designated Wilderness in British Columbia”, University of Victoria, 1997 (Committee Member)

Ryan, Kevin, “Testing for Unit Roots in Economic Time-Series with Missing Observations”, University of Victoria, 1996 (Supervisor)            

DeBenedictis, Linda F., “A Regional VAR Model for the B.C. Economy”, University of Victoria, 1995 (Supervisor)

Jacobsen, Peter W.F., “The Implications of Testing Kuznets' Inverted-U Hypothesis in the Presence of Unit Roots”, University of Victoria, 1995 (Supervisor)

Swetlishoff, Daryl J., “Canadian Softwood Lumber Exports to the United States: A Time Series Analysis”, University of Victoria, 1995 (Supervisor)

Li, Victor W. K., “Canadian Monetary Time Series: Vector Autoregressive Modelling and Causality Testing”, University of Victoria, 1995 (Committee Member)