Dear All,
The final programme for the July conference of the ESRC
Econometric Study Group can be found at the end of this message.
Further details can be found at the group's web-site:
http://les.man.ac.uk/sapcourses/esgc/esgc.html
A majority of the papers and posters can be downloaded from links given on the web
version of the conference programme.
We hope this will be useful for researchers who are unable to attend the conference.
As in previous years, a full set of papers will be given to conference participants.
Simon Peters
Frank Windmeijer
Ola Elerian
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2000 FINAL PROGRAMME
THURSDAY 13 JULY
2.00pm - 3.30pm
RUSSELL DAVIDSON (GREQAM, Marseille, with James MacKinnon)
Improving the Reliability of Bootstrap Tests
VALENTINA CORRADI (QMW, with Norman Swanson)
Bootstrapping Specification Tests for Diffusion Processes
JAVIER HIDALGO (LSE)
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
4.00pm - 5.00pm INVITED SESSION
JEFF WOOLDRIDGE (Michigan State University)
The Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with
Unobserved Effects
5.00pm - 6.00pm
XIAOHONG CHEN (LSE, with Timothy Conley)
A New Semiparametric Spatial Model for Panel Time Series
HUGO KRUINIGER (QMW)
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed
Effects
FRIDAY 14 JULY
9.00am - 10.30am
KEES JAN VAN GARDEREN (Bristol, with Christian Schluter)
Asymptotic Expansions for Decomposable Inequality and Poverty Measures
RAFFAELE MANCINI (Padua University, with Erich Battistin and Guglielmo Weber)
What do we Learn from Recall Consumption Data?
10.00am - 11.00am INVITED SESSION
MARTIN BROWNING (University of Copenhagen)
Income Processes with Lots of Heterogeneity
11.00am - 11.30am POSTER SESSION
11.30am - 1.00pm
PASCAL LAVERGNE (INRA-ESR, with Emmanuel Guerre)
Minimax Rates for Nonparametric Specification Testing in Regression Models
OLIVER LINTON (LSE, with Steve Berry and Ariel Pakes)
Limit Theorems for Estimating the Parameters of Differentiated Product Demand
Systems
GIOVANNI FORCHINI (York)
The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in
Normal Variables, with Application to the AR(1) Model
1.00pm - 2.00am POSTER SESSION
2.00pm - 3.00pm THE ECONOMETRICS JOURNAL INVITED LECTURE
PAUL RUUD (University of California, Berkeley)
Semi-Parametric Estimation of Multinomial Choice Models
3.00pm - 4.00pm
JAAP ABBRING (Free University, Amsterdam, with Gerard van den Berg)
The Non-Parametric Identification of the Mixed Proportional Hazard Competing
Risks Model
GARY KOOP (Edinburgh)
Parametric and Nonparametric Inference in Equilibrium Job Search Models
4.00pm - 4.30am POSTER SESSION
4.30pm - 6.00pm
ANTONIS DEMOS (Athens University of Economics and Business)
The Autocorrelation Function of Conditionally Heteroskedastic in Mean Models
BENT NIELSEN (Nuffield)
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive
Processes
ROBERT TAYLOR (Birmingham, with Richard Smith)
Recursive and Rolling Regression-Based Tests of the Seasonal Unit Root Hypothesis
SATURDAY 15 JULY
9.00am - 10.00am
JOHN HUNTER (Brunel, with Luc Bauwens)
Identifying Long-Run Behaviour with Non-Stationary Data
STEPHEN POLLOCK (QMW and GREQAM,Marseille)
Filters for Short Nonstationary Sequences
10.00am - 11.00am INVITED SESSION
BRUCE HANSEN (University of Wisconsin-Madison)
Edgeworth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions
11.30am - 1.00pm
ANDREW HARVEY (with Jared Bernstein)
Measurement and Testing of Inequality from Time Series of Deciles with an
Application to US Wages
HIDEHIKO ICHIMURA (UCL and IFS, with Richard Blundell, Amanda Gosling and Costas
Meghir)
Changes in the Distribution of Male and Female Wages Accounting for Employment
compositional Effect
COSTAS MEGHIR (UCL and IFS, with Christian Dustmann)
Wages, Experience and Seniority
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POSTERS
NOUD VAN GIERSBERGEN (University of Amsterdam)
Bias Correction in a Stable AD(1,1) Model
GORDON KEMP (Essex)
Semi-Parametric Estimation of a Logit Model
TAE-HWAN KIM (Nottingham, with Stephen Leybourne and Paul Newbold)
Unit Root Tests with a Break in Variance (Figures:1,2,3)
HANS-MARTIN KROLZIG (Nuffield, with David Hendry)
Computer Automation of General-to-Specific Model Selection Procedures
PATRICK MARSH (York)
A Measure of Discrimination for the Unit Root Hypothesis
CHRISTOPHE MULLER (Nottingham, with Tae-Hwan Kim)
Two-Stage Quantile Regression
SHAWN ULRICK (University of Iowa)
Using Semiparametric Methods in an Analysis of Earnings Mobility
Back to the main programme
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