A special conference in May 2015 to honour Grant Hillier’s contributions to econometrics entitled GHH-Econometrics Conference.
It was organised by his former Monash and Cambridge PhD student Kees Jan van Garderen in Amsterdam. It was organised and financed by the University of Amsterdam with financial support from the University of Southampton.
Presentations from the conference
Kees Jan van Garderen, University of Amsterdam, Laudation
Richard Smith, University of Cambridge (with Andrew Chesher and Simon Peters), Approximations to the Distribution of Conditional Moment Test Statistics
Andrew Chesher, UCL and IFS (with Adam Rosen), Yet more on the scope of application of IV models
Offer Lieberman, Bar-Ilan University (with Peter C. B. Phillips), A multivariate stochastic unit root model with an application to derivative pricing
You can see more pictures of the conference on Flickr.