Fisher, Mischer, "CPU Product Line Lifecycles: Econometric Duration Analysis Using Parametric and Non-Parametric Estimators”, University of Victoria (Thesis; Supervisor)
2017
Joyce, Matthew, “Bivariate Extreme Value Analysis of Commodity Prices”, University of Victoria (Thesis; Supervisor)
2016
Cann, Benjamin, "Choosing a Data Frequency to Forecast the Quarterly Yen-Dollar Exchange Rate", University of Victoria (Thesis; Supervisor)
Wang, Ziming, "Bayesian Estimation of Threshold Choice in the Foreign Exchange Market", University of Victoria (Extended Essay; Supervisor)
Yacucha, Keith, "The Effect of Energy Shocks on Labour Flows in Canada", University of Victoria (Extended Essay; Co-Supervisor)
Harvey, Brett, "Dealing With Model Uncertainty Using Robust Bayesian Averaging Procedures for Exchange Rate Forecasting" (Extended Essay; Supervisor)
2015
Duan, Jun, "Nowcasting by the MSTS-U-MIDAS Model" (Thesis; Supervisor)
Meng, Xia (Summer), "Predicting Daily Returns of Selected Stock Prices Using Bayesian Regularized Neural Networks” (Extended Essay; Supervisor)
Xiao, Xue, "Forecasting Canadian Banks' Stock Return Volatility: Maximum Likelihood and Bayesian Analysis of a GARCH Model with Student-t Innovations" (Extended Esssay; Supervisor)
2014
Zhang, Ming (Nathan), "Analysis of the Effects of Crude Oil Price on Gasoline Prices in Canadian Cities" (Extended Essay; Supervisor)
Li, Jianmin (Jasmine), "An Investigation of the Dow Jones Industrial Average: Is it Possible to Detect Future Structural Breaks?" (Extended Essay; Supervisor)
2013
Li, Yanan (Extended Essay), "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets" (Supervisor)
Wang, Chao (Tony) (Extended Essay), "Correlations in Price Changes Across International Stock Markets: Hong Kong, Shanghai and New York" (Committee Member)
2012
Chu, Fang (Fanny) (Extended Essay), "Study of Demographic Dividend and the Economic Development in Selected Asian Countries" (Co-Supervisor)
Xu, Jianfeng (Jackie), "China's Areal Income Inequality, Economic Growth, and Education Investment" (Supervisor)
2011
Xiao, Ling (Linda) (Thesis), “Bias-Adjusted Maximum Likelihood Estimation for the Generalized Rayleigh Distribution” (Supervisor)
Thorn, Thomas (Thesis), "Testing for Heteroskedasticity in Bivariate Probit Models" (Supervisor)
Nelson, Carla (Extended Essay), "A Comparison of Some Log-Likelihood Based Goodness of Fit Measures for Binary Choice Models", University of Victoria, 2011 (Supervisor)
Wisman, Abdul (Extended Essay), "Bias Correction in the AR(1) Model: A Survey and Some New Simulation Evidence", University of Victoria, 2011 (Supervisor)
Schwartz, Jacob (Extended Essay), "Bias-Reduced Maximum Likelihood Estimation of the Zero-Inflated Poisson Distribution", Extended Essay, University of Victoria, 2011 (Supervisor)
Zhao, Ting (Annie) (Extended Essay), "An Investigation of the Output Gap-Inflation Relationship in Canada", Extended Essay, University of Victoria, 2011 (Supervisor)
2010
Gong, Lili, “An Extreme Value Analysis of Daily Stock Returns”, Extended Essay, University of Victoria, 2010 (Supervisor)
Irrcher, Toby (Extended Essay), “Further Exploring Indicator Properties of the Yield Spread in Canada: A Threshold Approach”, Extended Essay, University of Victoria, 2010 (Supervisor)
Moe, Neal (Extended Essay), "Cointegration and Causality Analysis of WTI Crude Oil and U.S. Gulf Coast Natural Gas Liquids Prices" (Supervisor)
Shi, Jingjing (Extended Essay), "Incentives for, and Determinants of, Getting a University Education in Canada", Extended Essay, University of Victoria, 2010 (Supervisor)
2009
Homer, Geoffrey, “Early Maternal Employment and Child Cognitive Development: Evidence From Canada”, Extended Essay, University of Victoria, 2009 (Co-Supervisor)
Lee, Seow Chia (Grace), “Exploring the Relationship Between Prices in Developed and Emerging Stock Markets: A Panel Data Analysis”, Extended Essay, University of Victoria, 2009 (Supervisor)
2008
Mei, Peiyu, “Time Series Count Data: Analysis of the Number One Hit Songs at the Top of the Hot 100”, Extended Essay, University of Victoria, 2008 (Supervisor)
Stroomer, Chad, “Model Estimation in the Presence of Survey Uncertainty", Extended Essay, University of Victoria, 2008 (Supervisor)
Yu, Shuang, “Value at Risk and Expected Shortfall for Returns on the Shanghai Stock Exchange”, Extended Essay, University of Victoria, 2008 (Supervisor)
2007
Bi, Guang, “An Application of Extreme Value Theory for Measuring Weekend Box Office Returns in the U.S.A.”, Extended Essay, University of Victoria, 2007 (Supervisor)
Guo, Shasha, “Who Will Make an SEO in the Near Future? A Duration Analysis of the Chinese Equity Market”, Extended Essay, University of Victoria, 2007 (Supervisor)
Leng, Jiali, “Alcohol Consumption and Determinants in Canada: An Econometric Analysis”, Extended Essay, University of Victoria, 2007 (Supervisor)
Ren, Feng, “Extreme Value Analysis of Daily Crude Oil Prices”, Extended Essay, University of Victoria, 2007 (Supervisor)
Tseng, Poh-Hsin (Peter), “A Meta-Regression Analysis of PPP Studies”, Thesis, Sun Yat-Sen University, 2007 (Co-Supervisor)
2006
Diles, Demitri, “The Effects of Past and Current Monetary Policy in Greece: Lessons from the EMU”, Extended Essay, University of Victoria, 2006 (Committee Member)
Ni, Yang, “A Duration Analysis of the Initial Public Offering Effect”, Extended Essay, University of Victoria, 2006 (Supervisor)
Voggenreiter, Christine, “Cost-Effectiveness Analysis of Statins: A Review of Modelling Techniques Over Time”, Extended Essay, University of Victoria, 2006 (Committee Member)
Wang, Miao, “An Econometric Analysis of Canadian Imports From the U.S.A.: Transitions Function Analysis of Free Trade Agreements”, Extended Essay, University of Victoria, 2006 (Supervisor)
Xie, Ying (Janice), “Duration Analysis of U.S. Patent Approvals”, Extended Essay, University of Victoria, 2006 (Supervisor)
Xu, Jing, “Technical Trading Rules and Stock Returns: An Econometric Analysis”, Extended Essay, University of Victoria, 2006 (Supervisor)
2005
Lu, Fan (Ocean) , “Benford's Law, and Psychological Barriers in eBay Auctions”, Extended Essay, University of Victoria, 2005 (Supervisor)
Shih, Li-Han (Ruby), “Modelling the Duration of Bank Rate Spells Under Inflation Targeting”, Extended Essay, University of Victoria, 2005 (Supervisor)
Yu, Anna, “Modelling Exchange Rate Regime Durations”, Extended Essay, University of Victoria, 2005 (Supervisor)
Charron, Lucie, “Do Government Policies Undermine the Motivation to Move? A Look at the Intra-Provincial Determinants of Rural-Urban Migration in the Maritime Provinces”, Extended Essay, University of Victoria, 2005 (Committee Member)
Li, Jinhu (Daisy), “Small Sample Properties of Discrete Choice Model Estimators Based on Symmetric and Asymmetric Cumulative Distribution Functions”, Extended Essay, University of Victoria, 2005 (Supervisor)
Lam, Matthew “The Impact of Infrastructure Development on Agglomeration and Trade Openness: Evidence From the G7 Experience”, Extended Essay, University of Victoria, 2005 (Committee Member)
Shen, Kaili, “Some Empirical Tests of the Rational Addiction Model”, Extended Essay, University of Victoria, 2005 (Supervisor)
Lin, Lin, “Convergence of Economic Freedom and Convergence of Output: An Empirical Study”, Extended Essay, University of Victoria, 2005 (Supervisor)
2004
Yuen, Sylvania, “Convergence in Output and Convergence in Well-Being: A Study of Far East Asian Developing Countries for the Period 1960-2002”, Extended Essay, University of Victoria, 2004 (Supervisor)
Liu, Jia, “SETAR Modelling of Long-Term GDP Data: An International Comparison”, Extended Essay, University of Victoria, 2004 (Supervisor)
Li, Laura, “Lingusitic Distance & Economic Integration”, Extended Essay, University of Victoria, 2004 (Committee Member)
Yuk, Wing, “Government Size & Economic Growth: Evidence From a Time-Series Analysis of the United Kingdom for the Period 1830 – 1993”, Extended Essay, University of Victoria, 2004 (Supervisor)
2002
Woodbridge, Cameron, “The Vancouver Log Market: A Time Series Analysis of Price Determination”, Extended Essay, University of Victoria, 2002 (Supervisor)
2001
Werkneh, Gugsa “The Impact of High Government Consumption on the Export-Led Economic Growth of Ethiopia”, Extended Essay, University of Victoria, 2001 (Supervisor)
Fisher, Tony “The Application of Jackknife Resampling to Stochastic Frontier Model Estimation: A Monte Carlo Simulation”, Extended Essay, University of Victoria, 2001 (Supervisor)
2000
Draeseke, Robert “Hedonic Price Study: The Colquitz River and Rithets Bog Greenspaces”, Extended Essay, University of Victoria, 2000 (Committee Member)
1999
McCandless, Linda “Bootstrap Analysis of a Nonparametric Panel Estimator”, Extended Essay, University of Victoria, 1999 (Committee Member)
Juraczko, Kasha, “Testing for Asymmetry in Central European Business Cycles”, Extended Essay, University of Victoria, 1999 (Supervisor)
Feltham, Sandra, “Stochastic Seasonality and Semi-Annual Data”, Extended Essay, Extended Essay, University of Victoria, 1999 (Supervisor)
Reid, Christopher, “Real Interest Rate Linkages: A Study of the G7 Countries”, Extended Essay, University of Victoria, 1999 (Supervisor)
1998
Tedds, Lindsay, “Measuring the Size of the Hidden Economy in Canada: A Latent Variable/MIMIC Model Approach”, Extended Essay, University of Victoria, 1998 (Supervisor)
Johnson, Betty, “Money-Income Causality and the New Zealand Underground Economy”, Extended Essay, University of Victoria, 1998 (Supervisor)
Raic, Gordon, “Futures Market Volatility and the Samuelson Hypothesis”, Extended Essay, University of Victoria, 1998 (Supervisor)
1997
Hatton, Terry, “Forest-based Recreation Behaviour”, Extended Essay, University of Victoria, 1997 (Committee Member)
Stuchbury, Neil, “Forecasting the Hourly Demand For Electricity in British Columbia”, Extended Essay, University of Victoria, 1997 (Supervisor)
Williams, Cara, “Alternative methods of Testing for Granger Noncausality Applied to the Export-Led Growth Hypothesis”, Extended Essay, University of Victoria, 1997 (Committee Member)
Quinn, David, “Testing for Asymmetry in the Pricing of Gasoline”, Extended Essay, University of Victoria, 1997 (Supervisor)
Whiteley, Took, “Willingness-to-Pay for Doubling the Amount of Designated Wilderness in British Columbia”,Extended Essay, University of Victoria, 1997 (Committee Member)
1996
Ryan, Kevin, “Testing for Unit Roots in Economic Time-Series With Missing Observations”, Extended Essay, University of Victoria, 1996 (Supervisor)
1995
DeBenedictis, Linda F., “A Regional VAR Model for the B.C. Economy”, Extended Essay, University of Victoria, 1995 (Supervisor)
Jacobsen, Peter W.F., “The Implications of Testing Kuznets' Inverted-U Hypothesis in the Presence of Unit Roots”, Extended Essay, University of Victoria, 1995 (Supervisor)
Swetlishoff, Daryl J., “Canadian Softwood Lumber Exports to the United States: A Time Series Analysis”, Extended Essay, University of Victoria, 1995 (Supervisor)
Li, Victor W.K., “Canadian Monetary Time Series: Vector Autoregressive Modelling and Causality Testing”, Extended Essay, University of Victoria, 1995 (Committee Member)