We are sorry about possible cross postings,

Dear Econometrician,

The final programme of the 2010 Netherlands Econometric Study Group (NESG) Meeting in Leuven, 
on June 11 and 12, has been published on http://www.feweb.vu.nl/econometriclinks/NESG/.

This year we are happy to have a very international list of presenters, speaking on a broad 
list of topics.

Keynote speaker is  Victor Chernozhukov, who will speak on
         High-Dimensional Sparse Econometric Models

Please register as soon as possible  using the Registration form from the web site. 
Final deadline is June 4. The number of participants is limited, but there are still
places available. 

We also advise you to book accommodation in Leuven as soon as possible.
June is a busy time, but there are still rooms available.

We are looking forward to meeting you in Leuven!

Final Programme:

Session 1: Non-Parametric Methods
Session Chair: Geert Dhaene, KU Leuven
Date: June 11, 2010
Time: 13:00 - 14:40
Location: Arenberg Castle, Auditorium
 

A Kernel Weighted Smoothed Maximum Score Estimator for the Endogenous Binary Choice Model
By Jerome M. Krief; LSU
   Presented by: jerome Krief, LSU
 
A local nonparametric analysis of transformations
By Koen Jochmans; CORE
   Presented by: Koen Jochmans, UCLouvain
 
Identification and Inference on the Correlation using Data from Two Independent Samples
By David Pacini; Toulouse School of Economics
   Presented by: David Pacini, Universite Toulouse 1
 
EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
By Karim M Abadir; Imperial College, London
Michel Lubrano; GREQAM, Marseille
   Presented by: Michel Lubrano, GREQAM-CNRS

Session 2: Coffee
Date: June 11, 2010
Time: 14:40 - 15:00
Location: Arenberg Castle, Salons

Session 3: Invited lecture Victor Chernozhukov
Session Chair: Marius Ooms, VU University Amsterdam
Date: June 11, 2010
Time: 15:00 - 16:00
Location: Arenberg Castle, Auditorium
 
High-Dimensional Sparse Econometric Models

By Alexandre Belloni; Duke University
Victor Chernozhukov; MIT
   Presented by: Victor Chernozhukov, MIT
Session 4: Short Break
Date: June 11, 2010
Time: 16:00 - 16:10
Location: Arenberg Castle, Salons

Session 5: Empirical Likelihood Methods
Session Chair: Laura Spierdijk, University of Groningen
Date: June 11, 2010
Time: 16:10 - 17:00
Location: Arenberg Castle, Auditorium
 

Z-estimators and auxiliary information under weak dependence
By Federico Crudu; University of Groningen
   Presented by: Federico Crudu, University of Groningen
 

Geometric Interpretations for Constrained Minimum Contrast Problems
By Zhengyuan Gao
University of Amsterdam and Tinbergen Institute
   Presented by: Zhengyuan Gao, University of Amsterdam and Tinbergen Institute
Session 6: Coffee
Date: June 11, 2010
Time: 17:00 - 17:20
Location: Arenberg Castle, Salons

Session 7: Time Series Econometrics
Session Chair: Peter Boswijk, University of Amsterdam
Date: June 11, 2010
Time: 17:20 - 18:10
Location: Arenberg Castle, Auditorium
 

Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
By M. Hashem Pesaran; Cambridge University and USC
Andreas Pick; Erasmus University Rotterdam, De Nederlandsche Bank and CIMF
Allan Timmermann; UC San Diego and CREATES
   Presented by: Andreas Pick, Erasmus School of Economics (ESE)
 

Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
By Charles S. Bos; VU University Amsterdam
Siem Jan Koopman; VU University Amsterdam
   Presented by: Charles Bos, Vrije Universiteit Amsterdam
Session 8: Conference Dinner
Date: June 11, 2010
Time: 18:30 - 24:00
Location: = Leuven =

Session 9: Financial Econometrics
Session Chair: Dick van Dijk, Erasmus University Rotterdam
Date: June 12, 2010
Time: 9:00 - 10:15
Location: Naamse Str 69, Room 01.85
 

Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
By Julia Schaumburg; Humboldt-Universität zu Berlin
   Presented by: Julia Schaumburg, Humboldt Universität zu Berlin
 

On the estimation of dynamic conditional correlation models
By Christian Hafner, UCL
Olga Reznikova, UCL
   Presented by: Christian Hafner, Université catholique de Louvain
 
An Improved Pre-averaging Estimator of Integrated Volatility
By Werner Ploberger; Washington University in St. Louis
Taesuk Lee; University of Rochester
   Presented by: Werner Ploberger, Washington University in St; Louis
Session 10: Coffee
Date: June 12, 2010
Time: 10:15 - 10:35
Location: Naamse Str. 69, Room 00.10

Session 11: Unit Root Econometrics
Session Chair: Charles Bos, Vrije Universiteit Amsterdam
Date: June 12, 2010
Time: 10:35 - 11:25
Location: Naamse Str 69, Room 01.85
 

Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility
By Stephan Smeekes; Maastricht University
A. M. Robert Taylor; University of Nottingham
   Presented by: Stephan Smeekes, Maastricht University
 

Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
By Matei Demetrescu; Goethe-Universität Frankfurt
Christoph Hanck; Rijksuniversiteit Groningen
   Presented by: Christoph Hanck, Rijksuniversiteit Groningen
Session 12: Short Break
Date: June 12, 2010
Time: 11:25 - 11:35
Location: Naamse Str. 69, Room 00.10

Session 13: Learning in Macro Models
Session Chair: Kees Jan van Garderen, University of Amsterdam
Date: June 12, 2010
Time: 11:35 - 12:25
Location: Naamse Str 69, Room 01.85
 

Adaptive Learning and Long Memory
By Guillaume Chevillon; ESSEC Business School & CREST-INSEE
Sophocles Mavroeidis; Brown University
   Presented by: Guillaume Chevillon, ESSEC, Paris
 

Asset Prices and Persistent Macroeconomic Uncertainty
By Michal Pakos; Department of Economics, Center for Economic Research & Graduate Education (CERGE-EI) and 
  Prague 1, Czech Republic, 

This program was last updated on 2010-05-28 9:59:49 EDT