In a couple of days' time I'll be heading off to New Zealand to participate in the 55th Annual Conference of the N.Z. Association of Economists. I'll be one of the keynote speakers, and I'm honoured to be presenting the A. W. H. Phillips Memorial Lecture.
That's "Bill" Phillips of The Phillips Curve fame - a very interesting and immensely talented New Zealander about whom I've posted previously, here and here.
My talk is titled, "The Econometrics of Temporal Aggregation: 1956-2014". The link to Bill Phillips is through his seminal work on continuous-time econometrics, and the lessons it has for econometric modelling when our data have been aggregated over time.
You can guess that I'll be posting on this topic in more detail in the near future. As soon as I've given my address, I'll make the slides available through this blog.
Interesting. I knew of Bill Phillips' work in dynamic theoretical modelling and policy rules in continuous time, but the Phillips I associate with continuous time econometrics is P.C.B. Phillips, also a New Zealander. Is this a Kiwi thing?
ReplyDeleteYes indeed - including Rex Bergstrom, and Cliff Wymer.
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