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: EMPIRICALWednesday 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 IIMonday 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 ISunday 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 SELECTIONTuesday 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 IIMonday 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 DATAMonday 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 ISunday 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 IVTuesday 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 IISunday 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 ISunday 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 IIWednesday 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 ISunday 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 ESTIMATIONMonday 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 IWednesday 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 ISunday 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 ISunday 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 ISunday 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 ISunday 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 ISunday 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 ESTIMATIONMonday 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 TESTSTuesday 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 IIMonday 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 PRICINGWednesday 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 INFERENCEMonday 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 IWednesday 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 ISunday 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 ISunday 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 PRICINGWednesday 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 IIMonday 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 IWednesday 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 SELECTIONTuesday 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 IITuesday 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:EMPIRICALWednesday 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 MODELSMonday 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 IIITuesday 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 PRICINGWednesday 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: EMPIRICALWednesday 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 ISunday 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 IIMonday 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 ISunday 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 IITuesday 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 IITuesday 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 ISunday 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 ITuesday 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 STABILITYMonday 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 IMonday 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 SELECTIONTuesday 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 ISunday 25th August 2002, 14:30 - 16:00, Room: 1.3 Category: Econometrics Presenter(s): Rahbek, Anders Top of Page Titles Beginning: B BAYESIAN CLUSTERING OF MANY SHORT TIME SERIES Time & Location: TIME SERIES ISunday 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 IWednesday 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 IVTuesday 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 MODELSMonday 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 IIMonday 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 IMonday 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 ISunday 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 IMonday 26th August 2002, 14:30 - 16:00, Room: 1.14 Category: Econometrics Presenter(s): Teyssiere, Gilles Top of Page Titles Beginning: C CHANGES IN THE DISTRIBUTION OF MALE AND FEMALE WAGES ACCOUNTING FOR EMPLOYMENT COMPOSITION Time & Location: WAGES AND EMPLOYMENT IIMonday 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:EMPIRICALWednesday 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 IITuesday 27th August 2002, 14:30 - 16:00, Room: 4.3 Category: Econometrics Presenter(s): Pal, Sarmistha COINTEGRATION AND STRUCTURAL BREAKS Time & Location: COINTEGRATION AND INFERENCEMonday 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 ISunday 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 TESTINGSunday 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: APPLICATIONSSunday 25th August 2002, 09:30 - 11:00, Room: 2.1 Category: Econometrics Presenter(s): Wallis, Kenneth COMPARISON OF MODEL SPECIFICATION METHODS Time & Location: SPECIFICATION TESTINGSunday 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 IMonday 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 IIITuesday 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 ANALYSISWednesday 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 IITuesday 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 IMonday 26th August 2002, 09:30 - 11:00, Room: 1.3 Category: Econometrics Presenter(s): Alessie, Rob CONSUMPTION PATTERNS OVER PAY PERIODS Time & Location: CONSUMPTION IIMonday 26th August 2002, 14:30 - 16:00, Room: 2.2
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