National leader John Key, in his praise for Sir Keith, hinted that he might be holding out hope to be a four-term Prime Minister like him.
"He won four terms," Mr Key said when pressed on why he chose Sir Keith. "But he was also a moderate Prime Minister of New Zealand, and I think was respected."
Conservative leader Colin Craig chose Sir Keith because of his tight hold on the country's purse strings.
MORE FAST FIRE
- Legalising cannabis
- Taxpayer and the America's Cup
- Solving inequality
David Cunliffe selected one of his predecessors as Labour leader, Michael Joseph Savage.
"He turned around New Zealand out of the Great Depression and embarked on the greatest home-building programme New Zealand's ever seen, as well as social security from the cradle to the grave."
Mana leader Hone Harawira opted for his Te Tai Tokerau predecessor Hone Heke Ngapua, who was born in 1869 and was MP for Northern Maori for 15 years. Mr Ngapua was a strong advocate for Maori independence at a time when many thought Maori would become extinct.
New Zealand First leader Winston Peters declined to take part.
Leaders were also asked Fast Fire questions about decriminalisation of cannabis.
Messrs Key, Cunliffe, Craig and United Future's Peter Dunne were all opposed, though Mr Cunliffe added that it would be a conscience issue and Mr Dunne said he could foresee a regulatory regime similar to the one for psychoactive substances.
Mrs Turei said the Green Party favoured decriminalisation, while Mr Harawira supported cannabis for medicinal purposes.
