Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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JEL Classification: C13
Mathematical and Quantitative Methods: Econometric and Statistical Methods: - General: Estimation

The following papers are assigned JEL Classification C13:

  A COMPARISON OF DIFFERENT NONPARAMETRIC METHODS FOR INFERENCE ON ADDITIVE MODELS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Sperlich, Stefan

  A COMPUTATIONALLY PRACTICAL SIMULATION ESTIMATOR FOR DYNAMIC PANEL DATA MODELS WITH UNOBSERVED ENDOGENOUS STATE VARIABLES
  Time & Location: DYNAMIC PANEL DATA
Monday 26th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Sauer, Robert

  A NEW CLASS OF MULTIVARIATE SKEW DENSITIES, WITH APPLICATION TO GARCH MODELS
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Bauwens, Luc

  A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
  Time & Location: SIMULATION BASED ESTIMATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Salanie, Bernard

  A PARAMETRIC APPROACH TO THE ESTIMATION OF COINTEGRATION VECTORS IN PANEL DATA
  Time & Location: PANEL UNIT ROOT TESTS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Breitung, Joerg

  A SIMPLE ESTIMATION METHOD AND FINITE-SAMPLE INFERENCE FOR A STOCHASTIC VOLATILITY MODEL.
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Pascale, Valery

  AN EX-ANTE EXAMINATION OF THE EQUITY PREMIUM
  Time & Location: ASSET PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): kamstra, mark

  CONSISTENT ESTIMATION OF DISCRETE-CHOICE MODELS FOR PANEL DATA WITH MULTIPLICATIVE EFFECTS
  Time & Location: DISCRETE CHOICE PANEL DATA ANALYSIS
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Thomas, Alban

  CONSISTENT TESTING OF COINTEGRATING RELATIONSHIPS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Marmol, Francesc

  CONVERGENCE IN PER-CAPITA GDP ACROSS EUROPEAN REGIONS: A REAPPRAISAL
  Time & Location: PANEL DATA APPLICATIONS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Meliciani, Valentina

  FLEXIBLE MULTIVARIATE GARCH MODELING WITH AN APPLICATION TO INTERNATIONAL STOCK MARKETS
  Time & Location: GARCH MODELS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Wolf, Michael

  GAUSSIAN SEMIPARAMETRIC INFERENCE ON LONG MEMORY IN STOCHASTIC VOLATILITY MODELS
  Time & Location: LONG MEMORY I
Monday 26th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Arteche, Josu

  GENERALIZED REDUCED RANK REGRESSION
  Time & Location: ESTIMATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Hansen, Peter Reinhard

  HANDLING THE MEASUREMENT ERROR PROBLEM BY MEANS OF PANEL DATA: MOMENT METHODS APPLIED ON FIRM DATA
  Time & Location: MEASUREMENT ERROR
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Biorn, Erik

  HIGHER ORDER PROPERTIES OF GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS
  Time & Location: ESTIMATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Smith, Richard

  IDENTIFICATION AND ESTIMATION OF CAUSAL FACTOR MODELS OF STATIONARY TIME SERIES
  Time & Location: TIME SERIES II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Heaton, Chris

  ITERATIVE AND RECURSIVE ESTIMATION IN STRUCTURAL NON-ADAPTIVE MODELS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Patilea, Valentin

  LOCAL WHITTLE ANALYSIS OF STATIONARY FRACTIONAL COINTEGRATION
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Nielsen, Morten

  MINIMAL CHI-SQUARE ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS
  Time & Location: ESTIMATION II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Bonnal, Helene

  MODELLING INTER-REGIONAL MMIGRATION IN WESTERN GERMANY
  Time & Location: NON-LINEAR PANEL DATA MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Bierens, Herman

  NONPARAMETRIC COVARIATE ADJUSTMENT: PAIR-MATCHING VERSUS LOCAL POLYNOMIAL MATCHING
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Frölich, Markus

  ON THE JOINT DENSITY OF THE SUM AND SUM OF SQUARES OF NONNEGATIVE RANDOM VARIABLES
  Time & Location: INFERENCE II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Hillier, Grant

  PARAMETRIC PRICING OF HIGHER ORDER MOMENTS IN S&P500 OPTIONS
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Martin, Vance

  QUANTILES FOR COUNTS
  Time & Location: COUNT DATA MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Santos Silva, Joao M. C.

  ROBUST INFERENCE ON AVERAGE ECONOMIC GROWTH
  Time & Location: GROWTH: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Boswijk, Peter

  THE MEAN SQUARED ERROR OF THE INSTRUMENTAL VARIABLES ESTIMATOR WHEN THE DISTURBANCE HAS AN ELLIPTICAL DISTRIBUTION
  Time & Location: ESTIMATION II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Peixe, Fernanda

  THE PERFORMANCE OF SUBSPACE ALGORITHM COINTEGRATION ANALYSIS: A SIMULATION STUDY WITH NEW TESTS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Wagner, Martin

  THE SIGN OF A MEAN REGRESSION: CHARACTERISATION, ESTIMATION AND APPLICATIONS
  Time & Location: ESTIMATION II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Skouras, Spyros

  THE SINGULARITY OF THE EFFICIENCY BOUND OF THE MIXED PROPORTIONAL HAZARD MODEL
  Time & Location: DURATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Woutersen, Tiemen

Total Papers Listed: 29


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25th August 2002 - 28th August 2002, Venice, Italy

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