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

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JEL Classification: C51
Mathematical and Quantitative Methods: Econometric Modeling: Model Construction and Estimation

The following papers are assigned JEL Classification C51:

  A CORE INFLATION INDEX FOR THE EURO AREA
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Cristadoro , Riccardo and Veronese, Giovanni

  A FLEXIBLE COEFFICIENT SMOOTH TRANSITION TIME SERIES MODEL
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Medeiros, Marcelo C

  AN IV MODEL OF QUANTILE TREATMENT EFFECTS
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Chernozhukov, Victor

  ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Kongsted, Hans Christian

  COMPARING SVARS AND SEMS: MORE SHOCKING STORIES
  Time & Location: COINTEGRATION: APPLICATIONS
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Wallis, Kenneth

  COMPARISON OF MODEL SPECIFICATION METHODS
  Time & Location: SPECIFICATION TESTING
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Brüggemann, Ralf

  CONDITIONAL HETEROSCEDASTICITY MODEL FOR DISCRETE HIGH-FREQUENCY PRICECHANGES. WITH APPLICATION TO IBM TRADES DATA.
  Time & Location: GARCH MODELS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Koulikov, Dmitri

  DISCRETE CHOICE MODELS WITH NONIGNORABLE MISSING DATA
  Time & Location: DISCRETE CHOICE MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Ramalho, Esmeralda

  EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
  Time & Location: CROSS COUNTRY LINKAGES
Monday 26th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Altissimo, Filippo and Veronese, Giovanni

  EVALUATING NONLINEAR MODELS ON POINT AND INTERVAL FORECASTS: AN APPLICATION WITH EXCHANGE RATE RETURNS
  Time & Location: FORECASTING II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Boero, Gianna

  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

  FORECASTING THE SPOT PRICES OF VARIOUS COFFEE TYPES USING LINEAR AND NON-LINEAR ERROR CORRECTION MODELS
  Time & Location: FORECASTING II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Otero, Jesus

  GENERAL-TO-SPECIFIC MODEL SELECTION PROCEDURES FOR STRUCTURAL VECTOR AUTOREGRESSIONS
  Time & Location: VAR MODELS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Krolzig, Hans-Martin

  GENERALIZED ORTHOGONAL GARCH - A MULTIVARIATE GARCH MODEL
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): van der Weide, Roy

  HOUSEHOLD GASOLINE DEMAND IN THE U.S.: AN ESTIMATION OF A MULTIPLE-DISCRETE/CONTINUOUS CHOICE MODEL
  Time & Location: DEMAND ANALYSIS
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Aydemir, Zava

  HOW AND WHY DO FIRMS DIFFER?
  Time & Location: FIRM BEHAVIOUR: PANEL DATA ESTIMATES
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Raknerud, Arvid

  INFLATION IN THE TRANSITION ECONOMY OF POLAND:AN APPLICATION OF SVEQCM
  Time & Location: TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Welfe, Aleksander

  LONG-RUN MACROECONOMIC EFFECTS OFECONOMIC CRISES AND ECONOMIC INTEGRATION IN MEXICO FROM 1945 TO 2000
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Garces-Diaz, Daniel

  MARKOV-SWTCHING MODELS OF BUSINESS CYCLE: CAN THE ECONOMETRIC MODEL DETECT THE GROWTH REGIME?
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): GUERRERO, Guillaume

  MODEL SPECIFICATION AND INFLATION FORECAST UNCERTAINTY
  Time & Location: FORECASTING I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Bårdsen, Gunnar

  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

  MODELLING MONETARY POLICY: INFLATION TARGETING IN PRACTICE
  Time & Location: MONETARY POLICY: EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Milas, Costas

  OIL PRICES AND EXCHANGE RATES: NORWEGIAN EVIDENCE
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Akram, Qaisar Farooq

  ON THE IMPORTANCE OF SKEWNESS AND ASYMMETRIC DEPENDENCE IN STOCK RETURNS FOR ASSET ALLOCATION
  Time & Location: ASSET PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Patton, Andrew

  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

  RESTRICTING GROWTH RATES IN COINTEGRATED VAR MODELS
  Time & Location: COINTEGRATION: APPLICATIONS
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Hungnes, Håvard

  THE SEMI-NONSTATIONARY PROCESS: MODEL AND EMPIRICAL EVIDENCE
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Kuan, Chung-Ming

Total Papers Listed: 27


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

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