GHH econometrics conference

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

Conference participants

You can see more pictures of the conference on Flickr.