INFERENCE II
Tuesday 27th August 2002,
09:30 - 11:00
Room: 4.6
Session Chair(s):
Grant Hillier, University of Southampton, UNITED KINGDOM
Category: Econometrics
OUT-OF-SAMPLE PERFORMANCE OF SPOT INTEREST RATE MODELS
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Presenter(s): |
Yongmiao Hong, Cornell University, UNITED STATES, Haitao Li, Cornell University, UNITED STATES and Feng Zhao, Cornell University, UNITED STATES |
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Co-Author(s): |
none |
GENERALIZED EMPIRICAL LIKELIHOOD PEARSON-TYPE SPECIFICATION TESTS
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Presenter(s): |
Joaquim Ramalho, Universidade de Evora, PORTUGAL |
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Co-Author(s): |
Richard Smith, University of Bristol, UNITED KINGDOM |
ON THE JOINT DENSITY OF THE SUM AND SUM OF SQUARES OF NONNEGATIVE RANDOM VARIABLES
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Presenter(s): |
Grant Hillier, University of Southampton, UNITED KINGDOM |
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Co-Author(s): |
none |
TESTING PARAMETERS IN GMM WITHOUT ASSUMING THAT THEY ARE IDENTIFIED
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Presenter(s): |
Frank Kleibergen, University of Amsterdam, NETHERLANDS |
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Co-Author(s): |
none |
Total Papers in This session: 4
Session Ref: 690
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