2023 Workshop in honour of Professors Donald Poskitt and Gael Martin

11/29/2023 09:00 am 11/30/2023 06:00 pm Australia/Melbourne 2023 Workshop in honour of Professors Donald Poskitt and Gael Martin

This two-day workshop will celebrate the contributions made to the field of econometrics and statistics by Professor Donald S. Poskitt and Professor Gael M. Martin, who are both retiring at the end of 2023.

The program will feature talks from prominent Australian academics, with stories detailing the impact (and other adventures) Prof Poskitt and Prof Martin have had in the local and global econometric and statistical communities.

Emeritus Professor Donald S. Poskitt, Department of Econometrics and Business Statistics, Monash Business School

Prof Poskitt held the position of chair of Econometrics and Statistics at Monash Business School for more than 20 years. He has also held an affiliation as chair of Economics at the University of York (UK) and as a member of the Department of Statistics and Econometrics at the Australian National University.

A Fellow of the Royal Statistical Society, he was awarded the 2002 American Statistical Association Award for Outstanding Statistical Application (with Peter Hall and Bruce Presnell), as well as an Econometric Theory Multa Scripsit Award.

Prof Poskitt has made seminal contributions to several areas of econometrics and statistics, such as time series analysis, functional data, weak/partial identification, and has published widely in top outlets in the field. He is an active member of several research societies, including the Econometrics Society, the Institute of Mathematical Statistics and the Australian and New-Zealand Statistical Society, and Associate Editor of the Journal of Time Series Analysis. He has received seven ARC Discovery Grants and one ARC Linkage Grant.

Professor Gael M Martin, Department of Econometrics and Business Statistics, Monash Business School

Prof Martin is Fellow of the Academy of Social Sciences in Australia (FASSA) and Associate Investigator in the former Australian Research Council (ARC) Centre of Excellence in Mathematical and Statistical Frontiers (ACEMS).

Her research expertise includes Bayesian inference, computational statistics, probabilistic forecasting, financial econometrics, and time series analysis of non-Gaussian data, and count data. She has been awarded ten ARC Discovery (or Large) grants and a prestigious ARC Future Fellowship Award.

Prof Martin is an Associate Editor for the Journal of Applied Econometrics and the International Journal of Forecasting (IJF), and was Guest Co-Editor for the IJF Special Issue on Bayesian Forecasting in Economics and for the Review of Economic Analysis: "Debate: 'The 21st Century Belongs to Bayes'".

A person of tremendous commitment and charisma, Prof Martin has made many substantive contributions to the Department of Econometrics and Business Statistics, most notably during various periods as Director of Research, Director of the Honours and PhD programs, and through the development of several Honours and core third-year undergraduate level econometrics units.

The workshop will feature a keynote presentation from a distinguished international speaker:

Professor Christian P. Robert, Université Paris Dauphine, PSL and University of Warwick

Prof Robert is a professor at CEREMADE, Université Paris-Dauphine (France) and a part-time professor at the University of Warwick’s Department of Statistics. He was a senior member of the Institut Universitaire de France (IUF) until 2021, and a member of the Statistics Laboratory at Centre de Recherche en Économie et Statistique (CREST) in Paris-Saclay. He also holds a prAIrie chair dating back to 2019.

He is a former member of the Research Section of the Royal Statistical Society and Editor of the Journal of the Royal Statistical Society (Series B, Statistical Methodology). He is now Deputy-Editor of the journal Biometrika.

Prof Robert was President of the International Society for Bayesian Analysis (ISBA) in 2008 and is a Fellow of the RSS, the IMS, the ISBA and the ASA. His research interests cover Bayesian statistics (decision theory, model choice, foundations, objective Bayesian methodology), computational statistics (Monte Carlo methodology, MCMC methods, sequential importance sampling, approximate Bayesian computation (ABC) and convergence diagnoses) and latent variable models (mixtures and hidden Markov models). He has written a dozen books and more than 200 articles in these domains.

The workshop will also feature several talks from prominent Australian researchers working in various areas of Econometrics and Statistics.

The event is hosted by the Monash Business School Department of Econometrics and Business Statistics, and co-sponsored by Monash Business School. All are welcome, though registration is essential as space is limited.

Program

Event Details

Date:
29 November 2023 at 9:00 am – 30 November 2023 at 6:00 pm
Venue:
Monash Conference Centre, Level 7, 30 Collins St Melbourne 3000
Categories:
Economics; Econometrics and Business Statistics; General

Description

This two-day workshop will celebrate the contributions made to the field of econometrics and statistics by Professor Donald S. Poskitt and Professor Gael M. Martin, who are both retiring at the end of 2023.

The program will feature talks from prominent Australian academics, with stories detailing the impact (and other adventures) Prof Poskitt and Prof Martin have had in the local and global econometric and statistical communities.

Emeritus Professor Donald S. Poskitt, Department of Econometrics and Business Statistics, Monash Business School

Prof Poskitt held the position of chair of Econometrics and Statistics at Monash Business School for more than 20 years. He has also held an affiliation as chair of Economics at the University of York (UK) and as a member of the Department of Statistics and Econometrics at the Australian National University.

A Fellow of the Royal Statistical Society, he was awarded the 2002 American Statistical Association Award for Outstanding Statistical Application (with Peter Hall and Bruce Presnell), as well as an Econometric Theory Multa Scripsit Award.

Prof Poskitt has made seminal contributions to several areas of econometrics and statistics, such as time series analysis, functional data, weak/partial identification, and has published widely in top outlets in the field. He is an active member of several research societies, including the Econometrics Society, the Institute of Mathematical Statistics and the Australian and New-Zealand Statistical Society, and Associate Editor of the Journal of Time Series Analysis. He has received seven ARC Discovery Grants and one ARC Linkage Grant.

Professor Gael M Martin, Department of Econometrics and Business Statistics, Monash Business School

Prof Martin is Fellow of the Academy of Social Sciences in Australia (FASSA) and Associate Investigator in the former Australian Research Council (ARC) Centre of Excellence in Mathematical and Statistical Frontiers (ACEMS).

Her research expertise includes Bayesian inference, computational statistics, probabilistic forecasting, financial econometrics, and time series analysis of non-Gaussian data, and count data. She has been awarded ten ARC Discovery (or Large) grants and a prestigious ARC Future Fellowship Award.

Prof Martin is an Associate Editor for the Journal of Applied Econometrics and the International Journal of Forecasting (IJF), and was Guest Co-Editor for the IJF Special Issue on Bayesian Forecasting in Economics and for the Review of Economic Analysis: "Debate: 'The 21st Century Belongs to Bayes'".

A person of tremendous commitment and charisma, Prof Martin has made many substantive contributions to the Department of Econometrics and Business Statistics, most notably during various periods as Director of Research, Director of the Honours and PhD programs, and through the development of several Honours and core third-year undergraduate level econometrics units.

The workshop will feature a keynote presentation from a distinguished international speaker:

Professor Christian P. Robert, Université Paris Dauphine, PSL and University of Warwick

Prof Robert is a professor at CEREMADE, Université Paris-Dauphine (France) and a part-time professor at the University of Warwick’s Department of Statistics. He was a senior member of the Institut Universitaire de France (IUF) until 2021, and a member of the Statistics Laboratory at Centre de Recherche en Économie et Statistique (CREST) in Paris-Saclay. He also holds a prAIrie chair dating back to 2019.

He is a former member of the Research Section of the Royal Statistical Society and Editor of the Journal of the Royal Statistical Society (Series B, Statistical Methodology). He is now Deputy-Editor of the journal Biometrika.

Prof Robert was President of the International Society for Bayesian Analysis (ISBA) in 2008 and is a Fellow of the RSS, the IMS, the ISBA and the ASA. His research interests cover Bayesian statistics (decision theory, model choice, foundations, objective Bayesian methodology), computational statistics (Monte Carlo methodology, MCMC methods, sequential importance sampling, approximate Bayesian computation (ABC) and convergence diagnoses) and latent variable models (mixtures and hidden Markov models). He has written a dozen books and more than 200 articles in these domains.

The workshop will also feature several talks from prominent Australian researchers working in various areas of Econometrics and Statistics.

The event is hosted by the Monash Business School Department of Econometrics and Business Statistics, and co-sponsored by Monash Business School. All are welcome, though registration is essential as space is limited.

Program