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

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JEL Classification: C15
Mathematical and Quantitative Methods: Econometric and Statistical Methods: - General: Statistical Simulation Methods; Monte Carlo Methods

The following papers are assigned JEL Classification C15:

  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 FORECAST COMPARISON OF VOLATILITY MODELS: DOES ANYTHING BEAT A GARCH(1,1)?
  Time & Location: FORECASTING I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Lunde, Asger

  A METHOD OF SIMULATED SCORES FOR IMPUTATION OF CONTINUOUSVARIABLES MISSING AT RANDOM
  Time & Location: SIMULATION BASED ESTIMATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Calzolari, Giorgio

  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

  ASSESSING SOCIAL COSTS DUE TO INEFFICIENT PROCUREMENT DESIGN
  Time & Location: AUCTIONS: EMPIRICAL I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Eklöf, Matias

  BAYESIAN CLUSTERING OF MANY SHORT TIME SERIES
  Time & Location: TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Kaufmann, Sylvia

  BEHAVIOR IN A DYNAMIC DECISION PROBLEM:EVIDENCE FROM THE LABORATORY
  Time & Location: STRUCTURAL DYNAMIC MODELS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Keane, Michael

  COMPARING DENSITY FORECASTS VIA WEIGHTED LIKELIHOOD RATIO TESTS. ASYMPTOTIC AND BOOTSTRAP METHODS
  Time & Location: BOOTSTRAP METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Giacomini, Raffaella

  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

  DO CORE INFLATION MEASURES MEASURE CORE INFLATION?
  Time & Location: INFLATION
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Folkertsma, Carsten

  GENERALIZED DISCREPANCIES AND GOODNESS-OF-FIT TESTS
  Time & Location: INFERENCE I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Seri, Raffaello

  MICROSIMULATION AND NON PARAMETRIC ESTIMATION: IS THEIR COMBINATION USEFUL? AN APPLICATION TO ITALIAN DATA
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Fiorio, Carlo

  MODELING CONSUMER DEMAND FOR A LARGE SET OF QUALITY DIFFERENTIATED GOODS: ESTIMATION AND WELFARE RESULTS FROM A SYSTEMS APPROACH
  Time & Location: HEDONIC PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): von Haefen, Roger

  MULTIVARIATE DIAGONAL FIGARCH: SPECIFICATION, ESTIMATION AND APPLICATION TO MODELLING EXCHANGE RATES VOLATILITY
  Time & Location: GARCH MODELS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Matyas, Laszlo

  ON THE PREDICTIVE DISTRIBUTIONS OF OUTCOME GAINS IN THE PRESENCE OF AN UNIDENTIFIED PARAMETER
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION II
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Poirier, Dale

  QUASI BAYESIAN ALTERNATIVE TO M ESTIMATION
  Time & Location: ESTIMATION III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Chernozhukov, Victor and Hong, Han

  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

  SIMULATION-BASED ESTIMATION OF PEER EFFECTS
  Time & Location: SIMULATION BASED ESTIMATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Krauth, Brian

  SUBSAMPLING INTERVALS IN (UN)STABLE AUTOREGRESSIVE MODELS WITH STATIONARY COVARIATES
  Time & Location: TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Van Giersbergen, Noud

  TESTING PEARSON'S DISTRIBUTIONS
  Time & Location: INFERENCE I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Bontemps, Christian

  TESTING THE CAPM IN POSSIBLY NON-GAUSSIAN CONTEXTS: AN EXACT SIMULATION-BASED APPROACH
  Time & Location: ASSET PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Khalaf, Lynda

  TESTS FOR A CHANGE IN PERSISTENCE AGAINST THE NULL OF DIFFERENCE-STATIONARITY
  Time & Location: STRUCTURAL BREAKS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Leybourne, Stephen

  THE ECONOMETRICS OF AIRLINE NETWORK MANAGEMENT
  Time & Location: DISCRETE CHOICE MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Grammig, Joachim

  THE INFORMATION MATRIX TEST WITH BOOTSTRAPPED COVARIANCE MATRIX
  Time & Location: BOOTSTRAP METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Hoorelbeke, Dirk

  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 RISK OF INTERBANK CREDITS: A NEW APPROACH TO THE ASSESSMENT OF SYSTEMIC RISK
  Time & Location: FINANCIAL ECONOMETRICS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Summer, Martin

  THE VALUE OF STRUCTURAL INFORMATION IN THE ERROR CORRECTION MODEL
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): van Dijk, Herman K.

Total Papers Listed: 28


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

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