Patrick W. Saart
PhD in Statistics (University of Western Australia: 2012)
Current Position: 
Lecturer in Statistics
Department of Mathematics and Statistics
University of Canterbury
Contact Details:
Room 500 Erskine Building
University of Canterbury (Ilam Campus)
New Zealand
Phone: +64 3 364 2987 ext 8371
Research Interest:
Nonparametric and Semiparametric Inferences, Time Series Analysis, Financial Econometrics, Functional Data Analysis
Semiparametric Methods in Nonlinear Time Series Analysis, To appear in Journal of Nonparametric Statistics
Semiparametric Autoregressive Conditional Duration Model: Theory and Application, To appear in Econometric Reviews
Modelling Monetary Policy in A Small Open Economy: Evidence from a New Zealand SVAR Model, Economia Internazionale.
Submissions and Working Papers
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models (submitted)
Optimal Smoothing in Semiparametric Time Series Model with Nonparametrically Generated Regressors (Submitted) 
Semiparametric Analysis of Shape-Invariant Engle Curves with Control Function Approach (submitted)
Estimation in Semiparametric Partially Linear Models with Parametric and/or Nonparametric Endogeneity 
Other Works in Progress: 
Functional Data Analysis: Theory and Applications in Finance
Varying Coefficients Multivariate Hazard Model of Recidivism and Social Pressures
The Hawkes Jump-Diffision and Other Jump-Diffusion Processes
**An electronic copy of the above papers can be found in my SSRN homepage
 Post Graduate Supervision:
Some preffered topics are listed below:
Nonparametric and Semiparametric Methods in Time Series and Financial Econometrics (Honor, Master, PhD Research)
Applications of Nonparametric and Semiparametric Methods in Empirical Studies of Economic Problems (Honor, Master, PhD Research)
Nonparametric and Semiparametric Inferences
Selective Presentations:
Computational and Financial Econometrics, London, 2013
The Asian Meeting of the Econometric Society, Seoul, 2011
The 7th International Symposium on Econometric Theory, Melbourne, 2011
The Econometric Society Australasian Meeting, Adelaide, 2011
The World Congress of the Econometric Society, Shanghai, 2010
Annual Conference of the Society for Financial Econometrics, Melbourne, 2010
SAFE Seminar Series, Edith Cowan University, 2009
The Econometric Society Australasian Meeting, Canberra, 2009
The Australian Conference of Economists, Adelaide, 2009
University of Konstanz: Department of Economics (2013)
National University of Singapore: Department of Statistics and Applied Probability (2013)
University of Newcasttle (2012)
University of Melbourne: Department of Economics (2011)
University of Queensland: School of Economics (2010)

Event Organizer:
Computational and Financial Econometrics (December 2013) A session in "Recent Developments in Nonparametric and Semiparametric Econometrics".
Canterbury Statistics Open Day (2 November 2012) (Canterbury Tails), (Maths & Stats)

Journal Refereeing:
Journal of Econometrics, Electronic Journal of Statistics, Journal of Nonparametric Statistics, Computational Statistics and Data Analysis
Grants and Fundings:
Erskine Grant (2013)
Department of Mathematics and Statistics: Start-up Fund (2012)
College of Engineering and Forestry: Grant for Strategic Research Funding (2012)