New Zealand Statistical Association
2004 Conference

Invited Speaker

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The invited speaker is Andrew Harvey (Professor of Econometrics, University of Cambridge). Andrew is a well-known critic of the Box-Jenkins methodology and has been the leading advocate of structural time series models as the appropriate foundation for economic time series analysis and forecasting. His 1989 book, 'Forecasting, structural time series models and the Kalman filter', is a classic reference for such models and their application. One of his many studies was influential in the retention of compulsory seat-belt legislation in the UK.

Invited Plenary Talk

Andrew Harvey: Signal Extraction

Related Event

The NZSA invited speaker, Andrew Harvey, will be giving a keynote address on Forecasting with Unobserved Components Time Series Models on Friday 2 July, as part of the New Zealand Association of Economists (NZAE) Conference, which will be held from 30 June to 2 July at the James Cook Grand Chancellor Hotel, Wellington. Professor Harvey's address will be followed by a round table discussion involving Professors David Dickey and Patrick Minford. See www.nzae.org.nz/conferences/ for details, including registration for that Friday morning only.