Former Students

Over the years, I've been extremely fortunate to work with a large number of really talented graduate students as they undertook research for their Ph.D., Masters, or Honours degrees. Here is a list of those students for whom I have been the principal supervisor or co-supervisor. I haven't listed those for whom I was just a committee member.

Many of these theses resulted in peer-reviewed journal publications - either co-authored or sole-authored by the students. These are flagged with an asterisk (*).  

I've added current affiliations where I have the information. It would be good to be able to update the latter.

(Last update: 12 November, 2014)

University of Victoria (1994-present)

Ph.D. Dissertations
  • Godwin, Ryan, "Econometric Modelling With Non-Standard Count Data", 2012 (Faculty member, University of Manitoba)
  • Liu, Jia, “Extreme Value Theory and Copula Theory: A Risk Management Application With Energy Futures”, 2011 (Quantitative Validation and Management Group, TD Bank, Toronto)
  • Chen, Qian*,  "Four Essays in Finite-Sample Econometrics", 2007 (Central U. of Finance & Economics, Beijing)
  • Feng, Hui (Helen)*,  "Bayesian and Non-Bayesian Contributions to Fuzzy Regression Analysis", 2006 (Faculty member, King's University College, U. Western Ontario)
  • Dong, Lauren Bin*,  "Empirical Likelihood in Econometrics", 2003. 1st Economics Ph.D. awarded at U.Vic. (Statistics Canada, Ottawa)
M.A. Theses
  • Xiao, Ling (Linda), “Bias-Adjusted Maximum Likelihood Estimation for the Generalized Rayleigh Distribution ”, 2011 (B.C. Ministry of Health)
  • Thorn, Thomas , “Testing for Heteroskedasticity in Bivariate Probit Models”, 2011 (Bank of Canada, Ottawa)
  • Tseng, Poh-Hsin (Peter), “A Meta-Regression Analysis of PPP Studies”, Sun Yat-Sen University, 2007 (Co-supervisor) (Ph.D. candidate, University of Victoria)
M.A. Extended Essays
  • Li, Jianmin (Jasmine), "An Investigation of the Dow Jones Industrial Average: Is it Possible to Detect Future Structural Breaks?", 2014
  • Zhang, Ming (Nathan), "Analysis of the Effects of Crude Oil Price on Gasoline Prices in Canadian Cities", 2014 (B.C. Ministry of Finance)
  • Tang, Jingwen, "Comparative Advantage Compared: Canada and China, 1992-2012", 2013
  • Li, Yanan, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets", 2013 (China Business Executives Academy, Dalian)
  • Jianfeng Xu (Jackie), "China's Areal Income Inequality, Economic Growth, and Education Investment", 2012
  • Chu, Fang (Fanny), "Study of Demographic Dividend and the Economic Development in Selected Asian Countries", 2012 (Co-Supervisor) 
  • Nelson, Carla, "A Comparison of Some Log-Likelihood Based Goodness of Fit Measures for Binary Choice Models”, 2011 (B.C. Ministry of Finance)
  • Wisman, Abdul, “Bias Correction in the AR(1) Model: A Survey and Some New Simulation Evidence”, 2011
  • Schwartz, Jacob*, “Bias-Reduced Maximum Likelihood Estimation of the Zero-Inflated Poisson Distribution”, 2011 (Ph.D. candidate, U.B.C.)
  • Zhao, Ting (Annie), “An Investigation of the Output Gap-Inflation Relationship in Canada”, 2011
  • Shi, Jingjing, “Incentives for, and Determinants of, Getting a University Education in Canada”, 2010 (Ph.D. candidate, U.Calgary)
  • Moe, Neal, “Cointegration and Causality Analysis of West Texas Intermediate Crude Oil and the United States Gulf Natural Gas Liquids Prices”, 2010
  • Irrcher, Toby, “Further Exploring Indicator Properties of the Yield Spread in Canada: A Threshold Approach”, 2010 (Bank of Canada, Ottawa)
  • Gong, Lili, “An Extreme Value Analysis of Daily Stock Returns”, 2010
  • Lee, Seow Chia (Grace), “Exploring the Relationship Between Prices in Developed and Emerging Stock Markets: A Panel Data Analysis, 2009 (Co-Supervisor) (Ph.D. candidate, University of Alberta)
  • Homer, Geoffrey, “Early Maternal Employment and Child Cognitive Development: Evidence From Canada”, 2009 (Co-Supervisor)  (B.C. Government - Office of the Representative for Children & Youth)
  • Stroomer, Chad, “Model Estimation in the Presence of Survey Uncertainty”, 2008 (B.C. Statistics)
  • Yu, Shuang, “Value at Risk and Expected Shortfall for Returns on the Shanghai Stock Exchange”, 2008 (Private accounting firm, Surrey, B.C.)
  • Mei, Peiyu, “Time Series Count Data: Analysis of the Number One Hit Songs at the Top of the Hot 100”, 2008
  • Guo, Shasha*, “Who Will Make an SEO in the Near Future? A Duration Analysis of the Chinese Equity Market”, 2007 (Director of International Trade Company, Shanghai))
  • Ren, Feng*, “Extreme Value Analysis of Daily Crude Oil Prices”, 2007
  • Bi, Guang*, “An Application of Extreme Value Theory for Measuring Weekend Box Office Returns in the U.S.A.”, 2007 (B.C. Ministry of Forests, Lands and Natural Resource Operations)
  • Leng, Jiali, “Alcohol Consumption and Determinants in Canada: An Econometric Analysis”, 2007
  • Xu, Jing, “Technical Trading Rules and Stock Returns: An Econometric Analysis”, 2006
  • Ni, Yang, “A Duration Analysis of the Initial Public Offering Effect”, 2006 (Faculty member, Shanghai Jiaotong University)
  • Wang, Miao, “An Econometric Analysis of Canadian Imports From the U.S.A.: Transitions Function Analysis of Free Trade Agreements”, 2006 (Standard Chartered Bank)
  • Xie, Ying (Janice)*, “Duration Analysis of U.S. Patent Approvals”, 2006
  • Lu, Fan (Ocean)* , “Benford's Law, and Psychological Barriers in eBay Auctions”, 2005 (Camosun College, Victoria
  • Shih, Li-Han (Ruby)*, “Modelling the Duration of Bank Rate Spells Under Inflation Targeting”, 2005
  • Yu, Anna* “Modelling Exchange Rate Regime Durations”, 2005
  • Li, Jinhu (Daisy), “Small Sample Properties of Discrete Choice Model Estimators Based on Symmetric and Asymmetric Cumulative Distribution Functions”, 2005 (Ph.D. candidate, Queen's U.)
  • Shen, Kaili*, “Some Empirical Tests of the Rational Addiction Model”, 2005
  • Lin, Lin, “Convergence of Economic Freedom and Convergence of Output: An Empirical Study”, 2005
  • Yuen, Sylvania, “Convergence in Output and Convergence in Well-Being: A Study of Far East Asian Developing Countries for the Period 1960-2002”, 2004
  • Liu, Jia*, “SETAR Modelling of Long-Term GDP Data: An International Comparison”, 2004 (TD Energy Trading, Calgary
  • Yuk, Wing, “Government Size & Economic Growth: Evidence From a Time-Series Analysis of the United Kingdom for the Period 1830 – 1993”, 2004
  • Woodbridge, Cameron, “The Vancouver Log Market: A Time Series Analysis of Price Determination”, 2002 (B.C. Ministry of Forests, Lands and Natural Resource Operations; Winemaker, Stormy Weather Wines)
  • Werkneh, Gugsa “The Impact of High Government Consumption on the Export-Led Economic Growth of Ethiopia”, 2001
  • Fisher, Tony “The Application of Jackknife Resampling to Stochastic Frontier Model Estimation: A Monte Carlo Simulation”, 2001 (Paradigm Consulting Group, Ottawa
  • Juraczko, Kasha, “Testing for Asymmetry in Central European Business Cycles”, 1999
  • Feltham, Sandra*, “Stochastic Seasonality and Semi-Annual Data”, 1999 (B.C. Ministry of Health
  • Reid, Christopher, “Real Interest Rate Linkages: A Study of the G7 Countries”, 1999
  • Tedds, Lindsay, M.*, “Measuring the Size of the Hidden Economy in Canada: A Latent Variable/MIMIC Model Approach”, 1998 (Faculty member,School of Public Admin., UVic)
  • Johnson, Betty J.*, “Money-Income Causality and the New Zealand Underground Economy”, 1998 (Sessional faculty, UVic)
  • Raic, Gordon, “Futures Market Volatility and the Samuelson Hypothesis”, 1998 (Scotia Capital, Toronto)
  • Stuchbury, Neil, “Forecasting the Hourly Demand For Electricity in British Columbia”, 1997
  • Quinn, David, “Testing for Asymmetry in the Pricing of Gasoline”, 1997
  • Ryan, Kevin*, “Testing for Unit Roots in Economic Time-Series With Missing Observations”, 1996
  • DeBenedictis, Linda F.*, “A Regional VAR Model for the B.C. Economy”, 1995 (B.C. Ministry of Social Development)
  • Jacobsen, Peter W. F.*, “The Implications of Testing Kuznets' Inverted-U Hypothesis in the Presence of Unit Roots”, 1995 (B.C. Ministry of Forests, Lands and Natural Resource Operations
  • Swetlishoff, Daryl J., “Canadian Softwood Lumber Exports to the United States: A Time Series Analysis”, 1995
Honours Projects
  • Chen, L., "The Volatility of the Price of Gold: An Application of Extreme Value Theory", 2014 (Masters Student, U. British Columbia)
  • Zhang, H., “An Introduction to Copula Functions and Their Application in Studying the Dependence of the International Equity Markets”, 2009 (Ph.D. candidate, U. Toronto)
  • Agopsowicz, Andrew, “Model Space Priors With Dependencies Among the Regressors”, 2008 (Ph.D. candidate, U. Western Ontario)
University of Canterbury (1986-1993)

Ph.D. Dissertations
  • Small, John P.*, "Sampling Properties of Some Econometric Tests in the Presence of Model Mis-Specification", 1993 (Founding Director, Covec, New Zealand)
  • Wan, Alan T. K*. , "Inequality Restricted and Pre-Test Estimation in a Mis-Specified Econometric Model", 1993 (Faculty member, City U. Hong Kong)
    (Co-supervisor)
  • Albertson, Kevin V.* , "Pre-Test Estimation in a Regression Model With a Mis-Specified Error Covariance Matrix", 1993 (Faculty member, Manchester Metropolitan U., U.K.)
  • Giles, Judith A.* , "Preliminary-Test Estimation of a Mis-Specified Linear Model With Spherically Symmetric Disturbances", 1990 (Co-supervisor) (Faculty member, U. Victoria, Canada)
  • Lye, Jennifer N.*,  "Some Contributions to Finite-Sample Analysis in Three Econometric Models", 1990 (Faculty member, U. Melbourne, Australia)
M.Comm./B.Sc.(Hons.) Research Projects
  • Dods, Johannah L.*, “Alternative Strategies for Augmenting the Dickey-Fuller Test: Some Size Robustness Results”, 1993 (N.Z. Superannuation Fund)
  • Mandeno, Robert J.*, “A Cointegration/Causality Analysis of Short-Term and Long-Term U.S. Interest Rates”, 1993 (Deutschebank, U.K.)
  • Sullivan, Michael J.,* “The Robustness of ARCH/GARCH Tests to First-Order Autocorrelation”, 1993 (Banking professional, London, U.K.)
  • Carrodus, Michael*, “The Exact Distribution of R-Squared When the Regression Disturbances are Autocorrelated”, 1991
  • Scott, Murray*, “The Exact Size of the Chow Test When the Errors are Autocorrelated”, 1991
  • Lieberman, Offer*, “How Does Model Misspecification Affect the Optimal Size of Preliminary Test?”, 1990 (Faculty member, Technion U., Israel)
  • Saxton, Guy*, “The Power of the Goldfeld-Quandt Test When Regressors are Omitted”, 1990
  • Small, John  P.*, “The Exact Power of the Durbin-Watson Test When the Disturbances Are Heteroscedastic”, 1990 (Founding Director, Covec, New Zealand)
  • Albertson, K. V., “A Regression Based Business Leading Indicator”, 1989 (Faculty member, Manchester Metropolitan U., U.K.)
  • Wignall, Kevin, “A Vector Autoregressive Model of the Canterbury Economy”, 1989
  • Wan, Alan, “A VAR Model for Predicting Housing Price in Selected N.Z. Centres”, 1988 (Faculty member, City U., Hong Kong)
  • Browning, Karen*, “How Reliable are the 'Provisional' Releases of Official New Zealand Economic Data?”, 1988
  • Young, Alan, “An Examination of the Statistical Distribution of Share Prices on the New Zealand Stock Exchange”, 1987
  • Harland, Susan, “Consumers' Expenditure on Alcoholic Beverages in New Zealand”, 1987
  • Coleman, Andrew, “Vector Autoregressive Modelling of the New Zealand Exchange Rate”, 1986 (Motu, New Zealand)
  • Dissanayake, M., “An Engel Curve Analysis of Sri Lankan Household Expenditure Data”, 1986
Monash University (1977-1985)

Ph.D. Dissertations
  • Perkins, John L., "A Cross-Section/Time Series Analysis of Consumer Demand in Australia With Demographic Effects", 1984
  • Evans, Merran A.*,  "Inference and Non-Ideal Conditions in the Linear Regression Model", 1983 (Co-Supervisor) (Pro Vice-Chancellor, Planning  & Quality, Monash U., Australia
  • Low, Chan Kee*,  "Seemingly Unrelated Regressions With Heteroskedastic Disturbances: Some Finite Sample Results", 1982 (Faculty member, Nanyang Technical U., Singapore)
M.Ec. Theses
  • Clarke, Judith A.*, “Some Implications of Estimating a Regression Scale Parameter After a Preliminary Test of Restrictions”, 1987 (Co-Supervisor) (Faculty member, University of Victoria, Canada)
  • Child, Andrew W., “An Econometric Analysis of the Industrial Demand for Energy in Australia”, 1985 (Co-Supervisor)
  • Knight, Jennifer., “An Econometric Analysis of the Effects of Changes in the Commonwealth Employment Service”, 1982
  • Piterman, Hannah  E., “Australian Labour Market 1972-1976: Indicators, Problems and Policies”, 1979 (Co-Supervisor)
  • Rich, Michael M.*, “New Zealand Beef and Sheep Supply Relationships: An Econometric Application of Joint Firm/Household Decision Making”, 1978