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

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Paper Titles Beginning: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Titles Beginning: A

  A ‘NATURAL EXPERIMENT’ ON THE ECONOMICS OF STORKS: EVIDENCEON THE IMPACT OF DIFFERENTIAL FAMILY POLICY ON FERTILITY RATES INCANADA
  Time & Location: TAX POLICY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Merrigan, Philip

  A BOUNDED INFLUENCE ESTIMATION AND OUTLIER DETECTION FOR ARCH/GARCH MODELSWITH AN APPLICATION TO FOREIGN EXCHANGE RATES
  Time & Location: GARCH MODELS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Kao, Chihwa

  A COLLECTIVE MODEL OF CONSUMER BEHAVIOR WITH PRIVATE AND PUBLIC GOODS. SOME EMPIRICAL EVIDENCE FROM U.S. DATA
  Time & Location: INTRAHOUSEHOLD ALLOCATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Donni, Olivier P.M.G.

  A COMPARISON OF DIFFERENT ESTIMATORS FOR PANEL DATA SAMPLE SELECTION MODELS
  Time & Location: PANEL DATA AND SELECTION
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Rosholm, Michael

  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 CONSISTENT SPECIFICATION TEST FOR SEMIPARAMETRIC MODELS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Rodriguez-Poo, Juan Manuel

  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 DIAGNOSTIC M-TEST FOR DISTRIBUTIONAL SPECIFICATION OF PARAMETRIC CONDITIONAL HETEROSCEDASTICITY MODELS FOR FINANCIAL DATA
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Lejeune, Bernard

  A DISCRETE CHOICE MODEL WITH SOCIAL INTERACTIONS; AN ANALYSIS OF HIGH SCHOOL TEEN BEHAVIOR
  Time & Location: DISCRETE CHOICE MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Kooreman, Peter and Soetevent, Adriaan

  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

  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 MODEL FOR INTRA-DAILY VOLATILITYWITH MULTIPLE INDICATORS
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Gallo, Giampiero M.

  A MODEL OF EMPLOYER--EMPLOYEE EFFECTS INDUSTRY CORRELATIONS
  Time & Location: WAGES AND EMPLOYMENT I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Perez-Duarte, Sebastien

  A MULTI-STEP GDP FORECASTING MODEL FOR SOUTH AFRICA.
  Time & Location: FORECASTING I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Muellbauer, John

  A NEW APPROACH TO ESTIMATE THE WAGE RETURNS TO WORK-RELATED TRAINING
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Leuven, Edwin

  A NEW CLASS OF CHARACTERISTIC-FUNCTION-BASED DISTRIBUTION TESTS AND ITS APPLICATION TO GARCH MODELS
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Chen, Yi-Ting

  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 NONPARAMETRIC TEST FOR WEAK DEPENDENCE AND ITS BOOTSTRAP ANALOGUE
  Time & Location: BOOTSTRAP METHODS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Hidalgo, Javier

  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 PARTITIONING APPROACH TO THE SPECIFICATION OF LARGE VAR MODELS: WITH AN APPLICATION TO THE DAX30 SERIES
  Time & Location: TIME SERIES II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Hauser, Michael A.

  A REPEATED SAMPLING EXPERIMENT IN ASSESSING THE VALIDITY OF BENEFIT TRANSFER IN VALUING NON-MARKET GOODS
  Time & Location: HEDONIC PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Chattopadhyay, Sudip

  A RESIDUAL-BASED LM TEST FOR FRACTIONAL COINTEGRATION
  Time & Location: COINTEGRATION AND INFERENCE
Monday 26th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Hassler, Uwe

  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

  A SIMPLE TEST FOR NORMALITY FOR TIME SERIES
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Lobato, Ignacio

  A SIMPLE TEST FOR UNIT ROOT BILINEARITY
  Time & Location: UNIT ROOT TESTS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Makarova, Svetlana

  A STRUCTURAL ANALYSIS OF THE CORRELATED RANDOM COEFFICIENT WAGE REGRESSION MODEL
  Time & Location: HEDONIC PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Belzil, Christian

  AGGREGATION AND AGGREGATION BIASES IN PRODUCTION FUNCTIONS: A PANEL DATA ANALYSIS OF TRANSLOG MODELS
  Time & Location: PANEL DATA APPLICATIONS II
Monday 26th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Skjerpen, Terje

  AGGREGATION AND MEMORY OF MODELS OF CHANGING VOLATILITY
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Zaffaroni, Paolo

  ALTERNATIVE BOOTSTRAP PROCEDURES FOR TESTING COINTEGRATION IN FRACTIONALLY INTEGRATED PROCESSES
  Time & Location: BOOTSTRAP METHODS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Davidson, James

  AN ANALYSIS OF SAMPLE SELECTION BIAS IN CROSS-COUNTRY GROWTH REGRESSIONS
  Time & Location: PANEL DATA AND SELECTION
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Rivera-Batiz, Francisco L.

  AN ECONOMETRIC ANALYSIS OF EDUCATION EXTERNALITIES IN THE MATCHING PROCESS OF UK REGIONS (92-99).
  Time & Location: LABOUR DEMAND II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Burriel-Llombart, Pablo

  AN EMPIRICAL INVESTIGATION OF TWO NONLINEAR MODELS IN REAL EXCHANGE RATE SERIES
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Korhonen, Marko

  AN EMPIRICAL MODEL OF MAINFRAME COMPUTER INVESTMENT
  Time & Location: STRUCTURAL DYNAMIC MODELS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Cho, SungJin

  AN EMPIRICAL STUDY OF THE CONTRIBUTION OF EMPLOYER TENURE ON AN INDIVIDUAL’S EARNINGS PROFILE.
  Time & Location: WAGES AND EMPLOYMENT III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Zangelidis, Alexandros

  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

  AN EXPERIMENTAL TEST OF THE PUBLIC-GOODS-CROWDING-OUT HYPOTHESIS WHEN TAXATION IS ENDOGENOUS
  Time & Location: TAX POLICY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Sutter, Matthias

  AN EXPLORATORY ANALYSIS OF THE EFFECT OF CURRENT INCOME ON THE RELATIVE CHANGE IN AGGREGATE CONSUMPTION: A HETEROGENEOUS HOUSEHOLD APPROACH
  Time & Location: CONSUMPTION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Schmalenbach, Anke

  AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
  Time & Location: GARCH MODELS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): He, Changli

  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

  ANALYSING THE TAKE-UP OF MEANS-TESTED BENEFITS IN FRANCE
  Time & Location: HOUSEHOLD BEHAVIOUR II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Terracol, Antoine

  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

  ANOTHER LOOK AT THE REGRESSION DISCONTINUITY DESIGN
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Rettore, Enrico

  ARE CENTRAL BANK´S REACTION FUNCTION: ASYMMETRIC?: SOME EVIDENCE
  Time & Location: MONETARY POLICY: EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.4
  Category: Econometrics
  Presenter(s): María-Dolores, Ramón

  ARE TASTE AND TECHNOLOGY PARAMETERS STABLE? A TEST OF "DEEP" PARAMETER STATBILITY IN REAL BUSINESS CYCLE MODELS OF THE U.S. ECONOMY
  Time & Location: PARAMETER STABILITY
Monday 26th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Swaine, Daniel

  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

  ASSESSING UNEMPLOYMENT TRAPS IN BELGIUM USING PANEL DATA SAMPLE SELECTION MODELS
  Time & Location: PANEL DATA AND SELECTION
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): De Greef, Isabelle

  AUTOREGRESSIVE CONDITIONAL ROOT MODEL
  Time & Location: NONLINEAR TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Rahbek, Anders

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Titles Beginning: B

  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

  BAYESIAN ESTIMATION OF A STOCHASTIC VOLATILITY MODEL USING OPTION AND SPOT PRICES
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Martin, Gael

  BEAR AND BULL MARKET CONDITIONS AND CAPM-BETA INSTABILITY: A BIVARIATE DENSITY ESTIMATION APPROACH
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Silvapulle, Param

  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

  BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Nicolau, João

  BIDDING BEHAVIOR AND BIDDERS' VALUATIONS IN AUSTRIAN CATTLE AUCTIONS
  Time & Location: AUCTIONS: EMPIRICAL I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Christine, Zulehner

  BOOTSTRAPPING AND BARTLETT CORRECTIONS IN THE COINTEGRATED VAR MODEL
  Time & Location: BOOTSTRAP METHODS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Omtzigt, Pieter

  BOOTSTRAPPING THE HEGY SEASONAL UNIT ROOT TESTS
  Time & Location: BOOTSTRAP METHODS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Burridge, Peter

  BUBBLES AND LONG RANGE DEPENDENCE IN ASSET PRICES VOLATILITIES
  Time & Location: LONG MEMORY I
Monday 26th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Teyssiere, Gilles

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Titles Beginning: C

  CHANGES IN THE DISTRIBUTION OF MALE AND FEMALE WAGES ACCOUNTING FOR EMPLOYMENT COMPOSITION
  Time & Location: WAGES AND EMPLOYMENT II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Gosling, Amanda

  CHARTIST AND FUNDAMENTALIST ANALYSIS : INTERACTION OR ALTERNATIVE REFERENCE IN THE FOREIGN EXCHANGE MARKET ?
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Bessec , Marie and Robineau, François-Mathieu

  CHILD SCHOOLING IN PERU: FURTHER EVIDENCE FROM A SEQUENTIAL ANALYSIS
  Time & Location: ECONOMICS OF EDUCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Pal, Sarmistha

  COINTEGRATION AND STRUCTURAL BREAKS
  Time & Location: COINTEGRATION AND INFERENCE
Monday 26th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Carrion-i-Silvestre, Josep Lluís

  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

  COMPARING PREDICTIVE ACCURACY OF MISPECIFIED CONDITIONAL DISTRIBUTION MODELS
  Time & Location: SPECIFICATION TESTING
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Corradi, Valentina

  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

  COMPETITION FOR MULTINATIONAL ACTIVITY IN EUROPE: THE ROLE PLAYED BY WAGES AND MARKET SIZE
  Time & Location: LABOUR DEMAND I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Ekholm, Karolina

  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

  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

  CONSUMER CREDIT: EVIDENCE FROM ITALIAN MICRO DATA
  Time & Location: HOUSEHOLD BEHAVIOUR I
Monday 26th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Alessie, Rob

  CONSUMPTION PATTERNS OVER PAY PERIODS
  Time & Location: CONSUMPTION II
Monday 26th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Kelly, Clare

  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

  CONVERGENCE OF OUTPUT IN THE G-7 COUNTRIES
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Ericsson, Neil R

  CROSS-COUNTRY VARIATION IN THE LIQUIDITY EFFECT
  Time & Location: CROSS COUNTRY LINKAGES
Monday 26th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Lastrapes, William

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Titles Beginning: D

  DANCE WITH THE DOLLAR: EXCHANGE RATE EXPOSURE OF GERMAN STOCK RETURNS
  Time & Location: EMPIRICAL INTERNATIONAL TRADE
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Entorf, Horst

  DECISIONMETRICS: A DECISION-BASED APPROACH TO ECONOMETRIC MODELLING
  Time & Location: FINANCIAL ECONOMETRICS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Skouras, Spyros

  DECONVOLUTION AND GAUSSIAN LEARNING IN PANELS OF ENDOGENOUS LENGTH
  Time & Location: NON-LINEAR PANEL DATA MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Abbring, Jaap

  DEGREE OF MISPRICING WITH THE BLACK-SCHOLES MODEL AND NONPARAMETRIC CURES
  Time & Location: FINANCIAL ECONOMETRICS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Gencay, Ramo

  DEMOGRAPHIC VS EXPENDITURE FLEXIBILITY IN ENGEL CURVES
  Time & Location: DEMAND ANALYSIS
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Pashardes, Panos

  DEPOSIT INSURANCE, MORAL HAZARD AND MARKET MONITORING
  Time & Location: FINANCIAL ECONOMETRICS V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Gropp, Reint

  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

  DISENTANGLING TREATMENT EFFECTS OF POLISH ACTIVE LABOR MARKET POLICIES: EVIDENCE FROM MATCHED SAMPLES
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION III
Monday 26th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Kluve, Jochen

  DISTRIBUTION FREE GOODNESS-OF-FIT TESTS FOR LINEAR PROCESSES
  Time & Location: INFERENCE I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Velasco, Carlos

  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

  DO DEPOSITORS DISCIPLINE SWISS BANKS?
  Time & Location: COST FUNCTIONS AND PRODUCTION ANALYSIS
Monday 26th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Birchler, Urs

  DO LONG-TERM UNEMPLOYED WORKERS BENEFIT FROM ACTIVE LABOR MARKET PROGRAMS? EVIDENCE FROM FRANCE,1986-1998
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION III
Monday 26th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Brodaty, Thomas

  DOES LABOUR MARKET TRAINING MOTIVATE JOB SEARCH? A STUDY OF MOTIVATION/THREAT EFFECTS OF ACTIVATION IN THE DANISH UI SYSTEM
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION III
Monday 26th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Geerdsen, Lars Pico

  DOES SEASONALITY CHANGE OVER THE BUSINESS CYCLE? AN INVESTIGATION USING MONTHLY INDUSTRIAL PRODUCTION SERIES
  Time & Location: BUSINESS CYCLES: EMPIRICAL
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Matas-Mir, Antoni

  DOES SUBSIDISED TEMPORARY EMPLOYMENT GET THE UNEMPLOYED BACK TO WORK ?AN ECONOMETRIC ANALYSIS OF TWO DIFFERENT SCHEMES
  Time & Location: LABOUR DEMAND I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Gerfin, Michael

  DOES THE REPRESENTATION OF FAMILY DECISION PROCESS MATTER? A COLLECTIVE MODEL OF HOUSEHOLD LABOUR SUPPLY FOR THE EVALUATION OF A PERSONAL TAX REFORM IN SPAIN
  Time & Location: INTRAHOUSEHOLD ALLOCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Carrasco, Raquel

  DOMESTIC AND INTERNATIONAL INFLUENCES ON BUSINESS CYCLE REGIMES IN EUROPE
  Time & Location: CROSS COUNTRY LINKAGES
Monday 26th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Sensier, Marianne

  DONATIONS
  Time & Location: HOUSEHOLD BEHAVIOUR I
Monday 26th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Cornelli, Francesca

  DUAL JOB HOLDING: AN EMPIRICAL ANALYSIS OF WAGE DETERMINATION
  Time & Location: WAGES AND EMPLOYMENT III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Renna, Francesco

  DURATION DEPENDENCE AND TIMEVARYING VARIABLES IN DISCRETE TIME DURATION MODELS
  Time & Location: DURATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): D Addio, Anna Cristina

  DYNAMIC EXTERNALITIES, LOCAL INDUSTRIAL STRUCTURE AND ECONOMIC DEVELOPMENT: PANEL DATA EVIDENCE FOR MOROCCO
  Time & Location: DYNAMIC PANEL DATA
Monday 26th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Bun, Maurice

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Titles Beginning: E

  ECB-COUNCIL MEETINGS AND MONEY MARKET UNCERTAINTY: EVIDENCE FROM OPTION MARKETS
  Time & Location: MONETARY POLICY TRANSMISSION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Mandler, Martin

  ECONOMETRICS OF SHARE AUCTIONS WITH AN APPLICATION TO SALES OF TREASURTY SECURITIES
  Time & Location: AUCTIONS: EMPIRICAL I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Fevrier, Philippe

  ECONOMIC DEVELOPMENT AND THE RETURN TO HUMAN CAPITAL: AN APPROACH BASED ON A SMOOTH COEFFICIENT SEMIPARAMETRIC MODEL
  Time & Location: PRODUCTIVITY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Stengos, Thanasis

  ECONOMIC INTEGRATION AND THE EXCHANGE RATE REGIME: HOW DAMAGING ARE CURRENCY CRISES?
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Beck, Guenter and Weber, Axel A.

  EFFECT OF CONJUGAL BEREAVEMENT ON HEALTH STATUS AND MORTALITY AT OLD AGES
  Time & Location: HEALTH EFFECTS
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Portrait, France

  EFFECTS OF OWNERSHIP AND FINANCIAL STATUS ON CORPORATE ENVIRONMENTAL PERFORMANCE
  Time & Location: CORPORATE GOVERNANCE I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Lizal, Lubomir

  EFFICIENCY TESTS OF THE FRENCH INDEX (CAC 40) OPTIONS MARKET
  Time & Location: ASSET PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Capelle-Blancard, Gunther

  END-OF-SAMPLE INSTABILITY TESTS
  Time & Location: NONLINEAR TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Andrews , Donald W. K.

  ENDOGENEITY AND HETEROGENEITY IN LDV PANEL DATA MODELS
  Time & Location: NON-LINEAR PANEL DATA MODELS II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Arendt, Jacob

  ERRORS IN TRADE CLASSIFICATION: CONSEQUENCES AND REMEDIES
  Time & Location: MEASUREMENT ERROR
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Tanggaard, Carsten

  ESTIMATING BINARY CHOICE MODELS WITH ON-SITE SAMPLES
  Time & Location: DISCRETE CHOICE MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Catela Nunes, Luis

  ESTIMATING COINTEGRATING RELATIONS FROM A CROSS SECTION
  Time & Location: PANEL UNIT ROOT TESTS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Madsen, Edith

  ESTIMATING CONSUMPTION ECONOMIES OF SCALE, ADULT EQUIVALENCE SCALES, AND HOUSEHOLD BARGAINING POWER
  Time & Location: INTRAHOUSEHOLD ALLOCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Chiappori, Pierre-Andre

  ESTIMATING DYNAMIC PANEL DATA DISCRETE CHOICE MODELS WITH FIXED EFFECTS
  Time & Location: NON-LINEAR PANEL DATA MODELS II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Carro, Jesus M.

  ESTIMATING THE EFFECTS OF FAMILY BACKGROUND ON THE RETURN TO EDUCATION
  Time & Location: ECONOMICS OF EDUCATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Deschenes, Olivier

  ESTIMATING THE EQUILIBRIUM REAL EXCHANGE RATE: THE CASE OF VENEZUELA
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Bjørnland, Hilde

  ESTIMATION OF A DYNAMIC STRUCTURAL MODEL OF IRREVERSIBLE INVESTMENT
  Time & Location: STRUCTURAL DYNAMIC MODELS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Sanchez-Mangas, Rocio

  ESTIMATION OF SIMULTANEOUS SYSTEMS OF SPATIALLY INTERRELATED CROSS SECTIONAL EQUATIONS
  Time & Location: ESTIMATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Kelejian, Harry H. and Prucha, Ingmar R.

  ESTIMATION OF THE SAVING FUNCTION WITHOUT EXPECTED UTILITY
  Time & Location: CONSUMPTION III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Appelbaum, Elie

  EULER EQUATIONS AND DURABLE GOODS
  Time & Location: CONSUMPTION III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Padula, Mario

  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

  EVALUATING PREDICTABILITY OF STOCK AND BOND RETURNS WITH DIFFERENT DENSITY FORECASTS
  Time & Location: FINANCIAL ECONOMETRICS III
Monday 26th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Penaranda, Francisco

  EVALUATING THE EMPLOYMENT EFFECTS OF PUBLIC SECTOR SPONSORED TRAINING IN EAST GERMANY: CONDITIONAL DIFFERENCE-IN-DIFFERENCES AND ASHENFELTER'S DIP
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION IV
Monday 26th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Bergemann, Annette

  EVALUATING THE IMPACT OF SCHOOL DECENTRALIZATION ON EDUCATION QUALITY
  Time & Location: ECONOMICS OF EDUCATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Galiani, Sebastian

  EVALUATION OF A FOCALIZED EDUCATION PROGRAM: THE P900 PROGRAM
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION IV
Monday 26th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Tokman, Andrea

  EVALUATION OF CONDITIONAL VALUE-AT-RISK MODELS
  Time & Location: GARCH MODELS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Saltoglu, Burak

  EVALUATION OF THE EFFECTS OF PAYROLL TAX SUBSIDIES FOR LOW WAGE WORKER
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION IV
Monday 26th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Crepon, Bruno and Desplatz, Rozenn

  EVIDENCE ON ADDICTION EFFECTS FROM HOUSEHOLD EXPENDITURE SURVEYS: THE CASE OF POLISH CONSUMERS
  Time & Location: DEMAND ANALYSIS
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Starzec, Christophe

  EXACT SOLUTION TO NON LINEAR EULER EQUATION OF INVESTMENT WITH STOCHASTIC INTEREST RATE
  Time & Location: INVESTMENT
Monday 26th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Verschueren, Frédéric

  EXAMINATION OF SOME MORE POWERFUL MODIFICATION OF THE DICKEY-FULLER TEST
  Time & Location: UNIT ROOT TESTS III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Kim, Tae-Hwan

  EXPECTED AND UNEXPECTED COST OF TRADING IN THE XETRA AUTOMATED AUCTION MARKET
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Beltran Lopez, Helena and Giot, Pierre

  EXTERNAL BOOTSTRAP TESTS FOR PARAMETER STABILITY
  Time & Location: PARAMETER STABILITY
Monday 26th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Delgado, Miguel A.

  EXTERNAL DEBT AND GROWTH
  Time & Location: GROWTH: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Ricci, Luca

  EXTRACTING, USING AND ANALYZING CYCLICAL INFORMATION
  Time & Location: BUSINESS CYCLES: EMPIRICAL
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Harding, Don

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Titles Beginning: F

  FACTOR FORECASTS FOR THE UK
  Time & Location: TIME SERIES II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Banerjee, Anindya

  FAIR TREATMENT AND INFLATION PERSISTENCE
  Time & Location: INFLATION AND UNEMPLOYMENT
Tuesday 27th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Holden, Steinar

  FAMILY TRANSFERS ON EDUCATION AND MONEY AND INCOME DISTRIBUTION: EMPIRICAL EVIDENCE
  Time & Location: ECONOMICS OF EDUCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Mora, Juan

  FIRM INVESTMENT AND MONETARY POLICY TRANSMISSION IN THE EURO AREA
  Time & Location: MONETARY POLICY TRANSMISSION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Vermeulen, Philip

  FIXED VS RANDOM COEFFICIENT IN AN UNBALANCED DATA SET
  Time & Location: PANEL DATA APPLICATIONS II
Monday 26th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Larsson, Jan

  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

  FORECAST ACCURACY AFTER PRETESTING WITH AN APPLICATION TO THE STOCK MARKET
  Time & Location: FORECASTING II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Magnus, Jan

  FORECASTING EURO AREA INFLATION:DOES AGGREGATING PRICE COMPONENT FORECASTS IMPROVE FORECASTACCURACY?
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Hubrich, Kirstin

  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

  FORECASTING US CONSUMER PRICE INDEXES THROUGH A DISAGGREGATED I(2) ANALYSIS
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Espasa, Antoni and Senra, Eva

  FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
  Time & Location: NONLINEAR TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): de Jong, Robert

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Titles Beginning: G

  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

  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 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

  GENERALIZED EMPIRICAL LIKELIHOOD PEARSON-TYPE SPECIFICATION TESTS
  Time & Location: INFERENCE II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Ramalho, Joaquim

  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

  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

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Titles Beginning: H

  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

  HEALTH AND WORK OF THE ELDERLY:SUBJECTIVE HEALTH MEASURES, REPORTING ERRORS AND THE ENDOGENOUS RELATIONSHIP BETWEEN HEALTH AND WORK
  Time & Location: HEALTH EFFECTS
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Lindeboom, Maarten

  HETEROGENEITY IN CONSUMER DEMANDS AND THE INCOME EFFECT: EVIDENCE FROM PANEL DATA
  Time & Location: CONSUMPTION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Christensen, Mette Lunde

  HETEROGENEOUS QUASI-GEOMETRIC CONSUMERS: PANEL DATA EVIDENCE
  Time & Location: CONSUMPTION IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Collado, Dolores

  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

  HOUSE PRICE SHOCKS, NEGATIVE EQUITY AND HOUSEHOLD CONSUMPTION IN THE UK IN THE 1990S
  Time & Location: CONSUMPTION IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Henley, Andrew

  HOUSEHOLD DECISIONS: TESTS OF INCOME POOLING AND EFFICIENCY
  Time & Location: INTRAHOUSEHOLD ALLOCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Lechene, Valerie

  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

  HOUSING TENURE AND LABOUR MOBILITY: A COMPARISON ACROSS EUROPEAN COUNTRIES
  Time & Location: JOB SEARCH
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Barcelo, Cristina

  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

  HOW DO FIRMS RESPOND TO CHEAPER COMPUTERS?MICROECONOMETRIC EVIDENCE FOR FRANCE BASED ON A PRODUCTION FUNCTION APPROACH
  Time & Location: COST FUNCTIONS AND PRODUCTION ANALYSIS
Monday 26th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Riedinger, Nicolas

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Titles Beginning: I

  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

  IDENTIFICATION AND ESTIMATION OF TRIANGULAR SIMULTANEOUS EQUATIONS MODELS WITHOUT ADDITIVITY
  Time & Location: ESTIMATION III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Newey, Whitney

  IDENTIFICATION OF DYNAMIC TREATMENT EFFECTS BY INSTRUMENTAL VARIABLES
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Miquel, Ruth

  IDENTIFYING A CREDIT CHANNEL OF MONETARY POLICY TRANSMISSION AND EMPIRICAL EVIDENCE FOR GERMANY
  Time & Location: MONETARY POLICY TRANSMISSION II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Holtemoeller, Oliver

  IMPACT FACTORS
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Paruolo, Paolo

  INFERRING BUYER STRATEGIES AND THEIR IMPACT ON MONOPOLIST PRICING
  Time & Location: EMPIRICAL INDUSTRIAL ORGANIZATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Engle-Warnick, Jim

  INFLATION TARGETING IN BRAZIL: AN EMPIRICAL EVALUATION
  Time & Location: INFLATION
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Portugal, Marcelo

  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

  INFORMATION DISPARITIES AS A TRIGGER OF CURRENCY CRISES: EMPIRICAL EVIDENCE
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Tillmann, Peter

  INSTRUMENTAL REGRESSION WITH DISCRETE VARIABLES
  Time & Location: ESTIMATION III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Malavolti, Laetitia

  INSTRUMENTAL VARIABLES, LOCAL INSTRUMENTAL VARIABLES AND CONTROL FUNCTIONS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Florens, Jean-Pierre

  INTER-INDUSTRY WAGE DIFFERENTIALS AND THE BARGAINING REGIME IN A CORPORATIST COUNTRY: BELGIUM
  Time & Location: WAGE DIFFERENTIALS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Rycx, François

  INTERNATIONAL CONTAGION EFFECTS FROM THE RUSSIAN CRISIS AND THE LTCM NEAR COLLAPSE
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Fry, Renee

  INTERNATIONAL TRADE AND RENT SHARING IN DEVELOPED AND DEVELOPING COUNTRIES
  Time & Location: EMPIRICAL INTERNATIONAL TRADE
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Mirza, Daniel

  INVESTMENT DECISION AND THE SPATIAL DIMENSION:EVIDENCE FROM FIRM LEVEL DATA
  Time & Location: INVESTMENT
Monday 26th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Nicolini, Rosella

  IS CANNABIS A STEPPING-STONE FOR COCAINE?
  Time & Location: HOUSEHOLD BEHAVIOUR II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): van Ours, Jan

  IS PRIVATE EDUCATION BETTER? EVIDENCE FROM CHILE
  Time & Location: ECONOMICS OF EDUCATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Tokman, Andrea

  IS THERE A RETIREMENT CONSUMPTION PUZZLE IN ITALY?
  Time & Location: CONSUMPTION IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Miniaci, Raffaele

  IS THERE JOB COMPETITION AND SKILL MISMATCH AMONG UNEMPLOYED WORKERS IN BELGIUM?
  Time & Location: WAGES AND EMPLOYMENT I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Dejemeppe, Muriel

  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

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Titles Beginning: J

  JOB SEARCH, HOURS RESTRICTIONS AND DESIRED HOURS OF WORK
  Time & Location: JOB SEARCH
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Bloemen, Hans

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Titles Beginning: L

  LABOUR MARKET REFORM AND THE EVOLUTION OF THE RACIAL WAGE HIERARCHY IN POST-APARTHEID SOUTH AFRICA
  Time & Location: WAGE FORMATION, EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Allanson, Paul

  LEARNING ABOUT UNOBSERVED HETEROGENEITY IN RETURNS TO SCHOOLING
  Time & Location: ECONOMICS OF EDUCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Koop, Gary

  LEARNING FROM JOINT VENTURES: EMPIRICAL EVIDENCE FROM JAPANESE MANUFACUTRERING INDUSTRIES
  Time & Location: EMPIRICAL INTERNATIONAL TRADE
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Nakamura, Masao

  LEAST SQUARES ESTIMATION AND TESTS OF BREAKS IN MEAN AND VARIANCE UNDER MISSPECIFICATION
  Time & Location: STRUCTURAL BREAKS I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Pitarakis, Jean-Yves

  LINKING INDIVIDUAL AND AGGREGATE PRICE CHANGES
  Time & Location: SIMULATION BASED ESTIMATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Ratfai, Attila

  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

  LONG RANGE DEPENDENCE IN DAILY STOCK RETURNS
  Time & Location: LONG MEMORY I
Monday 26th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Caporale, Guglielmo Maria

  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

  LONG-TERM EFFECTS OF UNPAID OVERTIME.EVIDENCE FOR WEST GERMANY
  Time & Location: WAGES AND EMPLOYMENT II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Pannenberg, Markus

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  MARK-UPS, ECONOMIES OF SCALE AND THE ROLE OF KNOWLEDGE SPILLOVERS IN OECD INDUSTRIES
  Time & Location: EMPIRICAL INDUSTRIAL ORGANIZATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Brandt, Nicola

  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

  MAXIMUM LIKELIHOOD ESTIMATION OF STAR AND STAR-GARCH MODELS: A MONTE CARLO ANALYSIS
  Time & Location: GARCH MODELS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Chan, Felix

  MEASURING COST EFFICIENCY IN EUROPEAN BANKING: A COMPARISON OF FRONTIER TECHNIQUES
  Time & Location: COST FUNCTIONS AND PRODUCTION ANALYSIS
Monday 26th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Weill, Laurent

  MEASURING THE EFFECT OF GLOBALISATION ON LABOUR DEMAND ELASTICITY: AN EMPIRICAL APPLICATION TO OECD COUNTRIES
  Time & Location: LABOUR DEMAND I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Helg, Rodolfo

  MEASURING THE IMPACT OF THE ITALIAN CFL PROGRAMME ON THE JOB OPPORTUNITIES FOR THE YOUTHS
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Cornaglia, Francesca

  MICRO EVIDENCE ON HOUSEHOLD ENERGY CONSUMPTION
  Time & Location: DEMAND ANALYSIS
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Leth-Petersen, Soren

  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

  MIGRATION OF PRICE DISCOVERY WITH CONSTRAINED FUTURES MARKETS
  Time & Location: FINANCIAL ECONOMETRICS III
Monday 26th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Kofman, Paul

  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

  MODEL RISK AND REGULATORY CAPITAL
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Melenberg, Bertrand

  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

  MODELING COMOVEMENTS IN TRADING INTENSITIES
  Time & Location: FINANCIAL ECONOMETRICS V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Spierdijk, Laura

  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

  MODELING CORNER SOLUTIONS WITH PANEL DATA :APPLICATION TO INDUSTRIAL ENERGY DEMAND IN FRANCE
  Time & Location: NON-LINEAR PANEL DATA MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Chakir, Raja

  MODELING DYNAMIC EFFECTS OF PROMOTION ON INTERPURCHASE TIMES
  Time & Location: DURATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Fok, Dennis

  MODELING TIME SERIES COUNT DATA: AN AUTOREGRESSIVE CONDITIONAL POISSON MODEL
  Time & Location: COUNT DATA MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Heinen, Andreas

  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 LOW INCOME TRANSITIONS
  Time & Location: INEQUALITY AND POVERTY
Monday 26th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Cappellari, Lorenzo

  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

  MODELLING OPTIMAL INSTRUMENTS FOR DYNAMIC PANEL DATA
  Time & Location: Invited Session (Econometrics) III
Tuesday 27th August 2002, 11:30 - 13:00, Room: 3.1
  Category: Econometrics
  Presenter(s): Arellano, Manuel

  MODELS OF GROWTH AND INEQUALITY: AN EVALUATION
  Time & Location: GROWTH: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Jeong, Hyeok

  MONETARY POLICIES, THE OIL CRISIS AND THE FISHER EFFECT HYPOTHESIS
  Time & Location: UNIT ROOT TESTS II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Million, Nicolas

  MONETARY POLICY IN SMALL OPEN ECONOMIES: THE CHILEAN EXPERIENCE
  Time & Location: MONETARY POLICY: EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Caputo, Rodrigo

  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

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  NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
  Time & Location: GARCH MODELS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Poetscher, Benedikt M

  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

  NONPARAMETRIC ESTIMATION OF SUPPLY AND DEMAND FACTORS WITH APPLICATIONS TO LABOR AND MACRO ECONOMICS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Okumura, Tsunao

  NONPARAMETRIC MULTI-STEP AHEAD PREDICTION IN TIME SERIES ANALYSIS
  Time & Location: TIME SERIES III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Hafner, Christian Matthias

  NONPARAMETRIC SPECIFICATION TESTING FOR CONTINUOUS-TIME MODELS WITH APPLICATION TO SPOT INTEREST RATES
  Time & Location: FINANCIAL ECONOMETRICS V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Li, Haitao

  NONPARAMETRIC TESTS OF STOCHASTIC DOMINANCE IN MULTIVARIATE DISTRIBUTIONS, WITH AN APPLICATION TO UK DATA
  Time & Location: INEQUALITY AND POVERTY
Monday 26th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Crawford, Ian

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Titles Beginning: O

  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 ESTIMATION OF PANEL REGRESSION MODELS WITH FIXED EFFECTS
  Time & Location: DYNAMIC PANEL DATA
Monday 26th August 2002, 14:30 - 16:00, Room: 5.9
  Category: Econometrics
  Presenter(s): Kruiniger, Hugo

  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 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

  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

  ON THE SIMULTANEITY OF COMPONENTS OF THE TRANSACTION PROCESS
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Gerhard, Frank

  OPTIMAL RATE MULTIVARIATE LOCAL POLYNOMIAL REGRESSION
  Time & Location: ESTIMATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Tschernig, Rolf

  OPTIMAL TESTING FOR UNIT ROOTS IN PANELS
  Time & Location: PANEL UNIT ROOT TESTS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Ploberger, Werner

  OUT-OF-SAMPLE PERFORMANCE OF SPOT INTEREST RATE MODELS
  Time & Location: INFERENCE II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Hong, Yongmiao, Li, Haitao and Zhao, Feng

  OUTLIER DETECTION IN GARCH MODELS
  Time & Location: GARCH MODELS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Doornik, Jurgen

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  PANEL DATA TESTS FOR A COMMON BREAK POINT IN A COINTEGRATED REGRESSION: ASYMPTOTIC AND SMALL SAMPLE RESULTS
  Time & Location: PANEL UNIT ROOT TESTS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Chiang, Min-Hsien

  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

  PARTIAL INSURANCE, INFORMATION, AND CONSUMPTION DYNAMICS
  Time & Location: CONSUMPTION II
Monday 26th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Pistaferri, Luigi

  PENSIONER FINANCIAL WELL-BEING, EQUIVALENCE SCALES AND ORDERED RESPONSE MODELS
  Time & Location: INEQUALITY AND POVERTY
Monday 26th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Stewart, Mark

  PERIODIC UNOBSERVED COMPONENT TIME SERIES MODELS:ESTIMATION AND FORECASTING WITH APPLICATIONS
  Time & Location: TIME SERIES III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Ooms, Marius

  POLITICIAN CONTROL, AGENCY PROBLEMS, AND FIRM PERFORMANCE:EVIDENCE FROM CHINA
  Time & Location: CORPORATE GOVERNANCE I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Zhu, Tian

  POOLING OF FORECASTS
  Time & Location: FORECASTING III
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Clements, Michael

  POSITIVE AND NORMATIVE ANALYSIS OF TAX POLICY : DOES THE REPRESENTATION OF THE HOUSEHOLD DECISION PROCESS MATTER ? EVIDENCE FOR FRANCE
  Time & Location: TAX POLICY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Bargain, Olivier and Moreau, Nicolas

  PREVALENCE AND SUBSTITUTION EFFECTS IN TOBACCO CONSUMPTION: A DISCRETE CHOICE ANALYSIS OF PANEL DATA
  Time & Location: DISCRETE CHOICE PANEL DATA ANALYSIS
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Wangen, Knut Reidar

  PRIORS FROM GENERAL EQUILIBRIUM MODELS FOR VARS: FORECASTING AND IDENTIFICATION
  Time & Location: VAR MODELS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Schorfheide, Frank

  PRIVATE INFORMATION AND THE STOCK MARKETS'S REACTION TO EARNINGS ANNOUNCEMENTS
  Time & Location: FINANCIAL ECONOMETRICS V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Vega, Clara

  PRIVATIZATION REVISITED: THE EFFECTS OF FOREIGN AND DOMESTIC OWNERS ON CORPORATE PERFORMANCE
  Time & Location: CORPORATE GOVERNANCE I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Svejnar, Jan

  PRIVATIZATION, YARDSTICK COMPETITION AND EMPLOYMENT DYNAMICS:EVIDENCE FROM BANGLADESH
  Time & Location: WAGES AND EMPLOYMENT I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Gupta, Bishnupriya

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  QUALIFICATIONS, DISCRIMINATION, OR ASSIMILATION ? AN EXTENDED FRAMEWORK FOR ANALYSING IMMIGRANT WAGE GAPS
  Time & Location: WAGE DIFFERENTIALS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Skyt Nielsen, Helena

  QUANTILE BASED IDENTIFICATION OF STRUCTURAL DERIVATIVES
  Time & Location: Invited Session (Econometrics) IV
Wednesday 28th August 2002, 11:30 - 13:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Chesher, Andrew

  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.

  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

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Titles Beginning: R

  R&D, WAGES AND PERFORMANCE: EVIDENCE FROM A PANEL OF UK COMPANIES
  Time & Location: PRODUCTIVITY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Menezes-Filho, Naercio

  RATE-OPTIMAL DATA-DRIVEN SPECIFICATION TESTING IN REGRESSION MODELS
  Time & Location: SPECIFICATION TESTING
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Lavergne, Pascal

  REALISED POWER VARIATION, COVARIATION AND FINANCIAL ECONOMETRICS
  Time & Location: Invited Session (Econometrics) I
Sunday 25th August 2002, 11:30 - 13:00, Room: 3.1
  Category: Econometrics
  Presenter(s): Shephard, Neil

  REDUCING ATTRITION BIAS USING TARGETED REFRESHMENT SAMPLING AND MATCHING.
  Time & Location: PANEL DATA APPLICATIONS II
Monday 26th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Dolton, Peter

  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

  REVISITING OKUN'S LAW: A PIECEWISE-LINEAR APPROACH
  Time & Location: PARAMETER STABILITY
Monday 26th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Crespo-Cuaresma, Jesus

  RISK SHARING WITH FORMAL AND INFORMAL CONTRACTS: THEORY, SEMI-PARAMETRIC IDENTIFICATION AND ESTIMATION
  Time & Location: CONSUMPTION II
Monday 26th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Dubois, Pierre

  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

  ROOT-N-CONSISTENT ESTIMATION OF WEAK FRACTIONAL COINTEGRATION
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Hualde, Javier

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  SELECTION BIAS CORRECTION BASED ON THE MULTINOMIAL LOGIT MODEL
  Time & Location: ESTIMATION II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Gurgand, Marc

  SELECTION CORRECTION AND SENSITIVITY ANALYSIS FOR ORDERED TREATMENT EFFECT ON COUNT RESPONSE
  Time & Location: COUNT DATA MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Lee, Myoung-jae

  SEMI-PARAMETRIC MODELS FOR SATISFACTION WITH INCOME
  Time & Location: INEQUALITY AND POVERTY
Monday 26th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Bellemare, Charles

  SEMIPARAMETRIC ESTIMATION OF FIRST-PRICE AUCTIONS WITH RISK ADVERSE BIDDERS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Guerre, Emmanuel

  SEMIPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS UNDER SHAPE INVARIANCE RESTRICTIONS.
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Wilke, Ralf

  SEMIPARAMETRIC TIME SERIES MODELS WITH NON-IID ERRORS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Drost, Feike C.

  SHORT-RUN ATTRACTOR REGIMES AND THE CYCLICAL BEHAVIOR OF OUPUT AND PRICES
  Time & Location: STRUCTURAL BREAKS I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Hecq, Alain

  SIMILARITY OF SUPPLY AND DEMAND SHOCKS BETWEEN THE EURO AREA AND THE CEECS
  Time & Location: VAR MODELS
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Fidrmuc, Jarko and Korhonen, Iikka

  SIMULATED NONPARAMETRIC ESTIMATION OF CONTINUOUS TIME MODELS OF ASSET PRICES AND RETURNS
  Time & Location: FINANCIAL ECONOMETRICS III
Monday 26th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Altissimo, Filippo

  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

  SOLVING DIFFERENTIAL EQUATIONS WITH ENDOGENEOUS EFFECTS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Vanhems, Anne

  SPLITTING ORDERS IN FRAGMENTED MARKETS: EVIDENCE FROM CROSS-LISTED DUTCH STOCKS
  Time & Location: FINANCIAL ECONOMETRICS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Menkveld, Albert

  STABILITY RESULTS FOR NONLINEAR VECTOR AUTOREGRESSIONS WITH AN APPLICATION TO A NONLINEAR ERROR CORRECTION MODEL
  Time & Location: NONLINEAR TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Saikkonen, Pentti

  STRENGTHS OF THE ``WEAKEST LINK''?
  Time & Location: HOUSEHOLD BEHAVIOUR II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.11
  Category: Econometrics
  Presenter(s): Linnemer, Laurent

  STRUCTURAL ESTIMATION OF MARRIAGE MODELS
  Time & Location: STRUCTURAL DYNAMIC MODELS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Wong, Linda

  SUBSAMPLING INFERENCE IN THRESHOLD AUTOREGRESSIVE MODELS
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Gonzalo, Jesus

  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

  SUPPLEMENTING FORMAL SECTOR EARNINGS THROUGH PARTICIPATION IN INFORMAL PRODUCTION: THE TANZANIAN CASE
  Time & Location: WAGES AND EMPLOYMENT II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Theisen, Theis

  SWITCHING EQUILIBRIA. THE PRESENT VALUE MODEL FOR STOCK PRICES REVISITED
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Vazquez, Jesus

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Titles Beginning: T

  TESTING FOR A FORWARD-LOOKING PHILLIPS CURVE. ADDITIONAL EVIDENCE FROM EUROPEAN AND US DATA
  Time & Location: INFLATION AND UNEMPLOYMENT
Tuesday 27th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Le Bihan , Hervé

  TESTING FOR INDETERMINACY IN LINEAR RATIONAL EXPECTATIONS MODELS
  Time & Location: BUSINESS CYCLES: EMPIRICAL
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.5
  Category: Econometrics
  Presenter(s): Lubik, Thomas

  TESTING FOR STRUCTURAL BREAKS IN NONLINEAR DYNAMIC MODELS
  Time & Location: STRUCTURAL BREAKS I
Monday 26th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Kapetanios, George

  TESTING FOR THE OPTION VALUE OF MIGRATION
  Time & Location: HOUSEHOLD BEHAVIOUR I
Monday 26th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Locher, Lilo

  TESTING PARAMETERS IN GMM WITHOUT ASSUMING THAT THEY ARE IDENTIFIED
  Time & Location: INFERENCE II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.6
  Category: Econometrics
  Presenter(s): Kleibergen, Frank

  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

  TESTING THE CONDITIONAL MEAN FUNCTION OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS
  Time & Location: DURATION I
Monday 26th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Hautsch, Nikolaus

  TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS
  Time & Location: TIME SERIES III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.2
  Category: Econometrics
  Presenter(s): Galvao, Ana Beatriz C.

  TESTING THE FRACTIONAL COINTEGRATION HYPOTHESIS
  Time & Location: COINTEGRATION AND INFERENCE
Monday 26th August 2002, 14:30 - 16:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Fernández-Macho, F Javier

  TESTING THE NEW KEYNESIAN PHILLIPS CURVE
  Time & Location: INFLATION AND UNEMPLOYMENT
Tuesday 27th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Jansen, Eilev S.

  TESTING UNDECLARED CENTRAL BANK INTERVENTION IN FOREIGN EXCHANGE MARKETS
  Time & Location: UNIT ROOT TESTS III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Cavaliere, Giuseppe

  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

  TESTS FOR COVARIANCE STATIONARITY AND WHITE NOISE, WITH AN APPLICATION TO EURO/US DOLLAR EXCHANGE RATE: AN APPROACH BASED ON TIME-FREQUENCY DOMAIN
  Time & Location: STRUCTURAL BREAKS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Ahamada, Ibrahim

  TESTS FOR STATIONARITY IN SERIES WITH ENDOGENOUSLY DETERMINED STRUCTURAL CHANGE
  Time & Location: STRUCTURAL BREAKS II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Harvey, David

  TESTS FOR UNIT ROOT AND THE INITIAL OBSERVATION
  Time & Location: UNIT ROOT TESTS III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Mueller, Ulrich

  THE ASYMMETRIC EFFECTS OF MONETARY POLICY SHOCKS: A NONLINEAR STRUCTURAL VAR APPROACH
  Time & Location: MONETARY POLICY TRANSMISSION II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Olmedo, Alexandra

  THE CHANGING GENDER GAP ACROSS THE WAGE DISTRIBUTION IN THE UK
  Time & Location: WAGE DIFFERENTIALS
Monday 26th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Fitzenberger, Bernd

  THE DEMAND FOR LABOUR AND THE LUCAS CRITIQUE: EVIDENCE FROM NORWEGIAN MANUFACTURING
  Time & Location: LABOUR DEMAND II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): boug, pål

  THE DEMAND FOR PHYSICIAN SERVICES. EVIDENCE FROM A NATURAL EXPERIMENT
  Time & Location: LABOUR DEMAND II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Cockx, Bart

  THE DETERMINANTS OF TECHNOLOGICAL SPECIALIZATION AND ITS DYNAMICS
  Time & Location: PRODUCTIVITY: EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Mancusi, Maria Luisa

  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 ECONOMETRICS OF EQUILIBRIUM SEARCH MODELS
  Time & Location: Invited Session (Econometrics) II
Monday 26th August 2002, 11:30 - 13:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Robin, Jean Marc

  THE ECONOMETRICS OF INCOME DYNAMICS AND ROTATING PANELS, WITH AN APPLICATIONTO PRECAUTIONARY SAVING
  Time & Location: CONSUMPTION III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Albarran, Pedro

  THE EFFECT OF NEW TECHNOLOGY IN PAYMENT SERVICES ON BANKS' INTERMEDIATION
  Time & Location: PANEL DATA APPLICATIONS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Lindquist, Kjersti-Gro

  THE EFFECT OF SEARCH FRICTIONS ON WAGES
  Time & Location: JOB SEARCH
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): van Vuuren, Aico

  THE EFFECT OF VOCATIONAL EMPLOYMENT TRAINING ON THE INDIVIDUAL TRANSITION RATE FROM UNEMPLOYMENT TO WORK
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION II
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Richardson, Katarina

  THE EMPIRICAL PERFORMANCE OF OPTION BASED DENSITIES OF FOREIGN EXCHANGE
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Keller, Joachim

  THE IMPACT OF MEASUREMENT ERROR IN PROBIT MODELS OF BENEFIT TAKE-UP
  Time & Location: MEASUREMENT ERROR
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Pudney, Steve

  THE IMPACT OF SEPARATE TAXATION ON THE INTRA-HOUSEHOLD ALLOCATION OF ASSETS: EVIDENCE FROM THE UK
  Time & Location: INTRAHOUSEHOLD ALLOCATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Ward-Batts, Jennifer

  THE IMPACT OF UPSTREAM MERGERS ON RETAIL GASOLINE MARKETS
  Time & Location: EMPIRICAL INDUSTRIAL ORGANIZATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Manuszak, Mark

  THE IMPORTANCE OF THE LOSS FUNCTION IN OPTION PRICING
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Jacobs, Kris

  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 INTEREST RATE AND CREDIT CHANNELS IN BELGIUM: AN INVESTIGATION WITH MICRO-LEVEL FIRM DATA
  Time & Location: FIRM BEHAVIOUR: PANEL DATA ESTIMATES
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Fuss, Catherine

  THE INTERPRETATION OF COINTEGRATING COEFFICIENTS IN THE COINTEGRATED VECTOR AUTOREGRESSIVE MODEL
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Johansen, Soren

  THE LAW OF AGGREGATE DEMAND : EMPIRICAL EVIDENCE FROM INDIA USING NONPARAMETRIC DIRECT AVERAGE DERIVATIVE ESTIMATION PROCEDURE
  Time & Location: CONSUMPTION II
Monday 26th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Chakrabarty, Manisha

  THE LONG-RUN RELATIONSHIPS AMONG RELATIVE PRICE VARIABILITY, INFLATION AND THE MARKUP
  Time & Location: INFLATION
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Russell, Bill

  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 MONEY SUPPLY PROCESS IN ADVANCED TRANSITION ECONOMIES: THE CASE OF SLOVENIA
  Time & Location: MONETARY POLICY TRANSMISSION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Schmitz, Birgit

  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 PERSONAL DISCOUNT RATE: EVIDENCE FROM SWISS PENSION FUNDS
  Time & Location: CONSUMPTION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Teppa, Federica

  THE PROMISE OF WORKPLACE TRAINING FOR NON-COLLEGE-BOUND YOUTH: THEORY AND EVIDENCE FROM GERMAN APPRENTICESHIP
  Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION II
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Fahr, René

  THE PURCHASING POWER PARITY PUZZLE : DOES THE LSTAR OUTPERFORM THE RANDOM WALK ?
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Ben Salem, Melika and Carrasco, Marine

  THE RATE OF RISK AVERSION MAY BE LOWER THAN YOU THINK
  Time & Location: CONSUMPTION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Jacobs, Kris

  THE REPEATED SCHOOL-TO-WORK TRANSITION: EVIDENCE FROM A DYNAMIC PROGRAMMING MODEL
  Time & Location: DISCRETE CHOICE PANEL DATA ANALYSIS
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.6
  Category: Econometrics
  Presenter(s): Skyt Nielsen, Helena

  THE REVENUE-EFFECT OF THE BUYER'S OPTIONIN MULTI-UNIT ASCENDING AUCTIONS: SALES OF WINE AT RICHELIEU-DROUOT
  Time & Location: AUCTIONS: EMPIRICAL I
Monday 26th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Roos, William

  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 ROLE OF DETERMINISTIC COMPONENTS IN THE FRACTIONAL DICKEY_FULLER TEST FOR UNIT ROOTS
  Time & Location: UNIT ROOT TESTS II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Dolado, Juan José and Mayoral, Laura

  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

  THE SHAPE OF HIRING AND SEPARATION COSTS: CONCAVE BUT NOT FIXED
  Time & Location: FIRM BEHAVIOUR: PANEL DATA ESTIMATES
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.3
  Category: Econometrics
  Presenter(s): Marie-Laure, Michaud

  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

  THE TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD
  Time & Location: MONETARY POLICY TRANSMISSION II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Lütkepohl, Helmut

  THE VALUE OF INTERFIRM COOPERATION: AN EVENT STUDY OF NEW PARTNERSHIP ANNOUNCEMENTS IN THE PHARMACEUTICAL INDUSTRY
  Time & Location: EMPIRICAL INDUSTRIAL ORGANIZATION
Monday 26th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Etienne , PFISTER

  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.

  TRACKING GREENSPAN: SYSTEMATIC AND UNSYSTEMATIC MONETARY POLICY REVISITED
  Time & Location: MONETARY POLICY: EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.4
  Category: Econometrics
  Presenter(s): Giannone, Domenico, Reichlin, Lucrezia and Sala, Luca

  TWIN PEAKS: DISTRIBUTION DYNAMICS OF ECONOMIC GROWTH ACROSS INDIAN STATES
  Time & Location: PANEL DATA APPLICATIONS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Bandyopadhyay, Sanghamitra

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Titles Beginning: U

  UNEMPLOYMENT AND HEALTH CONDITIONS - A COUNT DATA APPROACH
  Time & Location: HEALTH EFFECTS
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Dano, Anne Moller

  UNIT ROOT TESTS AND THRESHOLD ADJUSTMENT: THE YIELD SPREAD DYNAMICS REVISITED
  Time & Location: UNIT ROOT TESTS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Bec, Frederique

  UNIT ROOT TESTS IN THREE REGIME SETAR MODELS
  Time & Location: UNIT ROOT TESTS II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Shin, Yongcheol

  UNIT ROOTS AND IDENTIFICATION IN AUTOREGRESSIVE MODELS: A COMPARISON OF ALTERNATIVE TESTS
  Time & Location: UNIT ROOT TESTS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 5.7
  Category: Econometrics
  Presenter(s): Windmeijer, Frank

  UNOBSERVED BILATERAL SEARCH ON THE LABOR MARKET: EMPIRICAL MATCHING FUNCTIONS RECONSIDERED
  Time & Location: JOB SEARCH
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Sunde, Uwe

  USING HETEROSCEDASTICITY TO ESTIMATE THE RETURNS TO SCHOOLING
  Time & Location: ECONOMICS OF EDUCATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 4.3
  Category: Econometrics
  Presenter(s): Hogan, Vincent

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Titles Beginning: V

  VENTURE CAPITAL INVESTMENT AND LABOR MARKET PERFORMANCE: A PANEL DATA ANALYSIS
  Time & Location: INVESTMENT
Monday 26th August 2002, 14:30 - 16:00, Room: 4.8
  Category: Econometrics
  Presenter(s): Belke, Ansgar

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Titles Beginning: W

  WAGE DIPS AND DROPS AROUND FIRST BIRTH
  Time & Location: WAGE FORMATION, EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Kunze, Astrid

  WAGE MODERATION IN FRANCE
  Time & Location: WAGE FORMATION, EMPIRICAL I
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Estevao, Marcello

  WAGE, PRICE, AND UNEMPLOYMENT DYNAMICS AND THE CONVERGENCE TO PURCHASING POWER PARITY IN THE EURO AREA
  Time & Location: COINTEGRATION: APPLICATIONS
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Juselius, Katarina

  WHAT'S WRONG WITH THE (GERMAN) NAIRU?
  Time & Location: INFLATION AND UNEMPLOYMENT
Tuesday 27th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Schreiber, Sven

  WHERE DOES THE UNITARY MODEL GO WRONG ? SIMULATING TAX REFORMS BY MEANS OF UNITARY AND COLLECTIVE LABOUR SUPPLY MODELS. THE CASE FOR BELGIUM.
  Time & Location: INTRAHOUSEHOLD ALLOCATION I
Sunday 25th August 2002, 09:30 - 11:00, Room: 4.13
  Category: Econometrics
  Presenter(s): Vermeulen, Frederic

  WHY ARE WELL-EDUCATED WOMEN NOT FULL-TIMERS?
  Time & Location: NON-LINEAR PANEL DATA MODELS II
Tuesday 27th August 2002, 09:30 - 11:00, Room: 1.13
  Category: Econometrics
  Presenter(s): Verner, Mette

  WILL INCREASED WAGES REDUCE SHORTAGE OF NURSES? A PANEL DATA ANALYSIS OF NURSES' LABOUR SUPPLY.
  Time & Location: WAGES AND EMPLOYMENT III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Askildsen, Jan Erik

Total Papers Listed: 347


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

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