MEG East Lansing - MSU Travel info: Air, Car, Train
Additional Hotels: Kellogg Center and Residence Inn
Justin Tobias (Chicago) and ARNOLD ZELLNER (Chicago), "Further
Results on Bayesian Method of Moments Analysis of the Multiple Regression
Model"
LUNG-FEI LEE (Hong Kong), "Some Common Structures of
Simulated Specification Tests in Multinormal Discrete and Limited Dependent
Variable Models"
JOHN GEWEKE (Minnesota) and Michael Keane (Minnesota), "Mixture
of Normals Probit Models"
3:30-5:30 PARALLEL SESSIONS
A. TESTING
Chair: David Mandy
Ian Domowitz (Northwestern) and MAHMOUD A. EL-GAMAL (Wisconsin),
"A Consistent Nonparametric Test of Ergodicity for Time Series with Occasional Shocks"
KYUNG SO IM (IUPUI), "Robustifying Glejser's Test of
Heteroskedasticity"
ANIL K. BERA (Illinois) and Yannis Bilias (Iowa State), "Rao's
Score Test, Neyman's C(à) and Silvey's LM Tests: An Essay on
Historical Developments and Some New Results"
YUICHI KITAMURA (Minnesota), "GNP-Optimal Tests for
Moment Restrictions"
LUTZ KILIAN (Michigan), "Exchange Rates and Fundamentals:
What Do We Learn From Long-Horizon Regressions"
ROBERT J. ROSSANA (Wayne State), "On the Adjustment Matrix in Error Correction Models"
Eric Ghysels (Penn State), Clive W.J. Granger (UCSD), and
PIERRE L. SIKLOS (Wilfrid Laurier), "Seasonal Adjustment and Volatility
Dynamics"
ANDREW J. FILARDO (FRB of Kansas City) and Paul N. Cooper
(FRB of Kansas City), "Cyclically-Adjusted Measures of Structural Trend
Breaks: An Application to Productivity Trends in the 1990s"
A. ESTIMATING TREATMENT EFFECTS
Chair: Pravin Trivedi
Cheryl A. Nesluan (Social Security Administration) and JOSEPH
V. TERZA (Penn State), "Exponential Regression with Endogenous Polychotomous Treatment Effects: GMM vs. Two-Stage Estimation"
Hide Ichimura (Pittsburgh) and CHRISTOPHER TABER (Northwestern), "Estimation of Treatment Counter Factuals Under Limited Support Conditions"
Jinyong Hahn (Penn), PETRA TODD (Penn), and Wilbert Van der
Klaauw (NYU), "Estimation of Treatment Effects with a Quasi-Experimental
Regression-Discontinuity Design"
MARK J. JENSEN (Southern Illinois), "An Alternative
Maximum Likelihood Estimator of Long-Memory Processes Using Compactly Supported Wavelets"
DAVID TUFTE (University of New Orleans), "Nearly Nonparametric Pattern Recognition, Estimation and Inference in Markov Switching Models"
MARINE CARRASCO (Ohio State), "Misspecified Structural
Change, Threshold and Markov Switching Models"
10:30-12:00 ASYMPTOTIC THEORY
Chair: Jeffrey Wooldridge
DAVID M. MANDY (Missouri) and Carlos Martins-Filho (Oregon
State), "Relative Efficiency with Equivalence Classes of Asymptotic
Covariances"
SHINICHI SAKATA (Michigan), "L1 Instrumental Variable
Type Estimator"
ROBERT DE JONG (Michigan State), "The Functional Central
Limit Theorem and Convergence to Stochastic Integrals"
1:30-3:00 PARALLEL SESSIONS:
A. SEMIPARAMETRICS
Chair: Mahmoud El-Gamal
Adrian Fleissig (Saint Louis), Terry Kastens (Kansas State),
and DEK TERRELL (Louisiana State, "Evaluating the Performance of
the Fourier Flexible Form, Asymptotically Ideal Model, and Neural Net: A Guide to
Semi-Nonparametric Forms"
LAWRENCE MARSH (Notre Dame), " Chow's Lagrangian Dynamic Optimization Procedure"
PARTHA DEB (IUPUI), Xing Ming (Indiana), and Pravin K. Trivedi
(Indiana), "Semiparametric Estimation of Finite Mixture Models
of Event Counts, With an Application to Demand for Medical Care by the
Elderly"
Jose Canals (Virginia) and SHIFERAW GURMU (Virginia), "Nonparametric
Estimation of Competing Risks Models with Applications"
SHAOWEN WU (Ohio State), "Purchasing Power Parity Under
the Current Float: New Evidence from Panel Data Unit Root Tests"
QI LI (Guelph) and Cheng Hsiao (Southern California), "Testing
Serial Correlation in Semiparametric Panel Data Models"
3:30-5:00 PARALLEL SESSIONS:
A. NONPARAMETRIC ESTIMATION AND DATA PROBLEMS
Chair: Qi Li
CHRISTOPHER R. BOLLINGER (Georgia State), "The Relative
Measurement Error Bias in Nonparametric and OLS Regressions: Implications
for Specification Tests"
BYUNG-JOO LEE (Notre Dame) and Lawrence C. Marsh (Notre Dame),
"Nested Logit Analysis of Missing Response Observations"
GAUTAM TRIPATHI (Wisconsin), "Nonparametric Estimation
and Testing of Homogeneous Functional Forms"
MATTHEW L. HIGGINS (Western Michigan), "Computing GLS
Estimators by Multiple-Length Regression"
JOHN. W. KEATING (Washington University), "Structural
Inference with VAR Models that are Identified by Long-run Recursive Orderings"
HEEJOON KANG (Indiana), "Two Types of Cointegration:
Simultaneous Common Factors versus Latent Common Factors"
MEG Hotel Reservations and Local Arrangements info and original call-for-papers document
MEG East Lansing - MSU Travel info: Air, Car, Train
Additional Hotels: Kellogg Center and Residence Inn