ESEM 2001 - Econometrics Programme
Last updated 27 July 2001

Contributed Sessions
 
  Reg- No Presenter Title of Paper Affiliation E-mail
I. Sunday 26, 09-10.30      
  EC 01 BOOTSTRAP METHODS I    
  211 Chris Orme Significance Levels of Heteroskedasticity-Robust Tests for Specification and Misspecification: Some Results on the Use of Wild Bootstraps University of Manchester chris.orme@man.ac.uk
  031 Miguel Delgado Subsampling Inference in Cube Root Asymptotics with an Application to Manski's Maximum Score Estimator Universidad Carlos III de Madrid delgado@est-econ.uc3m.es
  174 Russell Davidson Improving the Reliability of Bootstrap Tests GREQAM russell@ehess.cnrs-mrs.fr
  EC 02 GARCH MODELS    
  061 James Davidson Moment and Memory Properties of Linear Conditional Heteroscedasticity Models University of Cardiff davidsonje@cf.ac.uk
  466 Gilles Teyssière Empirical Processes for the Squared Residuals of an ARCH Sequence. Bootstrap Specification Tests for ARCH European Commission gilles@ehess.cnrs-mrs.fr
  143 Christian Hafner Fourth Moments of Multivariate GARCH Processes Electrabel christian.hafner@electrabel.com
  325 Changli He Moments and the Autocorrelation Structure of the Exponential GARCH (p,q) Process Stockholm School of Economics changli.he@hhs.se
  EC 03 SEASONAL UNIT ROOTS    
  191 Paulo M.M. Rodrigues Seasonal Unit Root Tests under Structural Breaks University of Algarve prodrig@ualg.pt
059 Peter Burridge On the Properties of Regression-Based Test for Seasonal Unit Roots in the Presence of Higher Order Serial Correlation City University P.Burridge@city.ac.uk
  146 Niels Haldrup Measurement Errors and Outliers in Seasonal Unit Root Testing University of Aarhus afnsek@econ.au.dk
  EC 04 COINTEGRATION: APPLICATIONS I    
  298 Jürgen Wolters Currency Subtitution and the Stability of the Italian Demand for Money before the Entry into the Monetary Union, 1972-1998 Freie Universität Berlin wolters@wiwiss.fu-berlin.de
  060 Carsten Trenkler The Polish Crawling Peg System: A Cointegration Analysis Humboldt University Berlin trenkler@wiwi.hu-berlin.de
  245 Oliver Holtemöller An I(2) Analysis of Money and Prices in the Euro Area Humboldt University Berlin holtem@wiwi.hu-berlin.de
  EC 05 INFERENCE: ASYMPTOTIC APPROXIMATIONS    
  490 Raffaello Seri Estimation in Discrete Parameter Models CREST-LS seri@ensae.fr
  189 Douglas J. Miller An Information Theoretic Approach to Robust Estimation Purdue University millerdj@purdue.edu
  020 Mehmet Caner Least Absolute Deviation Estimation of a Threshold Model University of Pittsburgh caner@pitt.edu
  EC 06 COUNT DATA MODELS    
  432 Rainer Winkelmann Bayesian Analysis of Count Data Models IZA Winkelmann@iza.org
  057 Joao Santos Silva A Note on the Estimation of Mixture Models under Endogenous Sampling with Applications to Count Data Universidade Tecnica de Lisboa jmcss@iseg.utl.pt
  237 Jonas Nordstrom An Allocation Model for International Guest Nights in Swedish Hotels and Cottages Umea University Jonas.Nordstrom@econ.umu.se
  EC 07 UNEMPLOYMENT DURATION/POLICY EVALUATION  
  509 Katarina Richardson The Relative Efficiency of Labor Market Programs: Swedish Experience from the 1990's Office of Labour Market Policy Evaluation Katarina.Richardson@ifau.uu.se
  502 M. Daniele Paserman Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation Hebrew University dpaserma@shum.huji.ac.il
  200 Hielke Buddelmeyer Re-employment Dynamics of Disabled Workers IZA Buddelmeyer@iza.org
  EC 08 HOUSEHOLD BEHAVIOUR I    
  229 Sandrine Dufour-Kippelen Leaving Parents' Home and Finding a Permanent Contract: A Bivariate Duration Model Analysis for French Young People Université de Paris IX - Dauphine sandrine.dufour@free.fr
  268 Mauro Mastrogiacomo Retirement of Dutch Elderly Households Vrije Universiteit Amsterdam mastrogiacomo@tinbergen.nl
  264 Annette Bergemann Job Stability Trends, Layoffs and Quits - An Empirical Analysis for West Germany University of Mannheim bergema@rhein.vwl.uni-mannheim.de
  EC 09 PRODUCTIVITY    
  003 Johannes Van Biesebroeck Measuring Productivity Dynamics with Endogenous Choice of Technology and Capacity Utilization: An Application to Automobile Assembly Stanford University jovb@stanford.edu
  130 Scott Atkinson Measuring Productivity Growth in the Presence of Undesirable Outputs: A Gibbs Sampling Approach University of Georgia atknsn@terry.uga.edu
  345 Sébastien Pérez-Duarte Wages, Productivity, and Worker Characteristics: A French Perspective CREST sebastien.perez-duarte@ensae.fr
  EC 10 SPATIAL DEPENDENCE    
  318 Cem Ertur The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter? Université de Bourgogne cem.ertur@u-bourgogne.fr
  129 Axel Weber How Wide Are European Borders? New Evidence on the Integration Effects of Monetary Unions University of Frankfurt weber@wiwi.uni-frankfurt.de
  168 Klaus Desmet The Changing Spatial Distribution of Economic Activity across U.S. Counties Universidad Carlos III de Madrid desmet@eco.uc3m.es
  EC 11 JOB STABILITY AND EMPLOYMENT PROTECTION  
  071 Pauline Givord Changes in Job Stability and their Causes: An Empirical Analysis Method Applied to France, 1982-2000 CREST INSEE pauline.givord@insee.fr
  339 Eric Maurin Labor Market Institutions and Job Stability. A Firm-Level Analysis of Layoff Risk for High- and Low-Seniority Workers CREST INSEE maurin@ensae.fr
  153 Enrico Rettore Are Judges Biased by Labor Market Conditions? The Selection of Firing Litigations for Trial in an Italian Firm State University Padova enrico.rettore@stat.unipd.it
  II. Sunday 26, 14-15.30      
  EC 12 GMM-BASED INFERENCE    
  088 Frank Kleibergen Testing Parameters in GMM without Assuming that they Are Identified University of Amsterdam kleiberg@fee.uva.nl
  250 Joaquim J.S. Ramalho Alternative Estimation Methods for Moment Condition Models: Small Sample Evidence University of Bristol J.J.Ramalho@bris.ac.uk
  449 Frank Windmeijer Finite Sample Inference for GMM Estimators in Linear Panel Data Models Institute for Fiscal Studies f.windmeijer@ifs.org.uk
  EC 13 LONG MEMORY I    
  370 Francesc Marmol Some Asymptotic Inference Results for Multivariate Long-Memory Processes Universidad Carlos III de Madrid fmarmol@est-econ.uc3m.es
  198 Walter Krämer Testing for Structural Change in the Presence of Long Memory Universität Dortmund walterk@amadeus.statistik.uni-dortmund.de
  063 Jörg Breitung Inference on the Cointegration Rank in Fractionally Integrated Processes Humboldt University Berlin breitung@wiwi.hu-berlin.de
  EC 14 ASSET PRICING TESTS    
  084 Jean-Marie Dufour Exact Simulation-Based Tests in Multivariate Regressions: Applications to Asset Pricing Models Universitè de Montrèal jean.marie.dufour@umontreal.ca
  521 Francisco Peñaranda Spanning Tests in Portfolio and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach CEMFI francisco.pt@cemfi.es
  182 Lorenzo Cappiello A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk New York University lcappiel@stern.nyu.edu
  EC 15 NONLINEAR TIME SERIES AND THE BUSINESS CYCLE  
  013 Michael P. Clements Can Oil Shocks Explain Asymmetrics in the US Business Cycle? University of Warwick M.P.Clements@warwick.ac.uk
  348 Rob Luginbuhl Seasonality and Markov Switching in an Unobserved Component Model of US GDP Vrije Universiteit Amsterdam eluginbuhl@econ.vu.nl 
  253 Marianne Sensier Asymmetric Interest Rate Effects for the UK Real Economy University of Manchester Marianne.Sensier@man.ac.uk
  EC 16 COINTEGRATION: EXCHANGE RATES    
  049 Mustapha Baghli Modelling the FF/DM Rate by Threshold Cointegration Analysis GREQAM baghli@ehess.cnrs-mrs.fr
  082 Georgios Kouretas Expectations and the Black Market Premium: Evidence from the Pacific Basin Countries University of Crete kouretas@econ.soc.uoc.gr
  393 Emanuele Bacchiocchi Testing the PPP through I(2) Cointegration Techniques Università di Bologna e.bacchi@stat.unibo.it
  EC 17 AUCTIONS      
  493 Matias Eklöf Hunting for Collusions in Procurement Auctions Uppsala University matias.eklof@nek.uu.se
  439 Erwann Sbaï Econometrics for Auctions of Shares: Constrained Strategic Equilibrium and Treasury Auctions GREMAQ gremaq@univ-tlse1.fr
  455 Raphaële Préget Characterizing and Forecasting Market Bid Functions in Treasury Bill Auctions CREST LEI preget@ensae.fr
  EC 18 JOB SEARCH      
  112 Mareva Sabatier Job Search Model with Endogenous Search Methods: An Application on Young Unemployment Spells in France Universite d'Auvergne M.Sabatier@uadmin.u-clermont1.fr
  496 Bas van der Klauuw Job Search with Nonparticipation Vrije Universiteit Amsterdam klaauw@tinbergen.nl
  385 Aico van Vuuren The Asymptotic Distribution of the Semiparametric Estimation of a Search Model Using Acceptance Probabilities Vrije Universiteit Amsterdam vuuren@tinbergen.nl
  EC 19 EXPECTATIONS AND EXPERIMENTAL ECONOMICS  
  351 Joachim Winter Time Preference and Heuristics in a Price Search Experiment University of Mannheim winter@uni-mannheim.de
  283 Herman Bierens Are Property-Casualty Insurance Reserves Biased? Pennsylvania State University hbierens@psu.edu
  160 Peter G. Moffatt D-Optimal Design of Experiments in Economics University of East Anglia p.moffatt@uea.ac.uk
  EC 20 CONSUMPTION/DEMAND ANALYSIS    
  504 Kris Jacobs Estimating Nonseparable Preference Specifications for Asset Market Participants McGill University jacobs@management.mcgill.ca
  190 Katsushi Imai How Well Do Households Cope with Risk through Savings and Portfolio Adjustment? Evidence from Rural India University of Oxford imai@kmimai.sonnet.co.uk
  116 Marc-Arthur Diaye The World According to GARP: Non-parametric Tests of Demand Theory and Rational Behavior Universite d'Evry Val D'essone marc-arthur.diaye@eco.univ-evry.fr
  EC 21 DISCRETE CHOICE PANEL DATA ANALYSIS    
  114 Xiaodong Gong Wage Differentials and Mobility in the Urban Labor Market: A Panel Data Analysis for Mexico IZA gong@iza.org
  317 Rob Alessie Ownership of Stocks and Mutual Funds: A Panel Data Analysis Vrije Universiteit Amsterdam ralessie@econ.vu.nl
  379 Anna Giraldo The Persistence of Poverty: True State Dependence or Unobserved Heterogeneity? Some Evidence from the Italian Survey on Household Income and Wealth Università di Padova agiraldo@stat.unipd.it
  EC 22 WAGE DIFFERENTIALS/TRADE UNIONS    
  175 Markus Pannenberg Overtime Work, Overtime Compensation and the Distribution of Economic Well-Being. Evidence for West Germany and Great Britain DIW Berlin mpannenberg@diw.de
  118 Bernd Fitzenberger Gender Wage Differences in West Germany: A Cohort Analysis University of Mannheim Bernd.Fitzenberger@vwl.uni-mannheim.de
  086 S. Madheswaran Econometric Analysis of Trade Unions and Wages: Evidence from India Gokhale Institute of Politics and Economics smadhes@hotmail.com
  314 Fabienne Tournadre Union's Heterogeneity & Information Spillover Effects: Econometric Analysis on French Strikes GATE, CNRS tournadre@gate.cnrs.fr
  III. Sunday 26, 16-17.30    
  EC 23 CONTINUOUS TIME MODELS    
  427 John Knight Efficient Estimation of Markov Models Where the Transition Density is Unknown University of Western Ontario jknight@uwo.ca
  447 Anders Rahbek Identification and Inference for Cointegrated and Ergodic Gaussian Diffusions Nuffield College Anders.Rahbek@nuffield.ox.ac.uk
  270 Fabio Fornari A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate Banca d'Italia fornari.fabio@insedia.interbusiness.it
  EC 24 COINTEGRATION: ESTIMATION AND TESTING    
  171 Frank Schorfheide Minimum Distance Estimation of Nonstationary Time Series Models University of Pennsylvania schorf@ssc.upenn.edu
  338 Marc K. Francke Marginal Likelihood and Unit Roots Vrije Universiteit Amsterdam avos@econ.vu.nl
  151 Martin Wagner Unit Root Analysis in the State Space Framework: Canonical Form and Maximum Likelihood Estimation University of Bern Martin.Wagner@vwi.unibe.ch
  EC 25 MONETARY POLICY RULES    
  058 Francisco J. Ruge-Murcia Inflation Targeting under Asymmetric Preferences Université de Montréal rugemurf@crde.umontreal.ca
  505 Jesper Lindé What Type of Models Should We Use in Monetary Policy Analysis? A Quantitative Investigation Sveriges Riksbank jesper.linde@riksbank.se
  199 Ramón María-Dolores Evaluating Changes in the Bank of Spain's Intervention: An Alternative Approach Using Marked Point Processes Universidad de Murcia ramonmar@um.es
  524 Eric Schaling Interest Rate Stepping Revisited: Inflation Forecast Targeting in a Discrete Time Menu Cost Model with Regime Switching Rand Afrikaans University esc@eb.rau.ac.za
  EC 26 TREATMENT EFFECTS AND PROGRAM EVALUATION  
  163 Michael Lechner A Note on the Common Support Problem in Applied Evaluation Studies SIAW, University of St. Gallen michael.lechner@unisg.ch
  546 Jeff Smith Does Matching Overcome Lalonde's Critique of Nonexperimental Estimators? University of Western Ontario jsmith@uwo.ca
  522 Ruth Miquel A Potential Outcome Approach to Dynamic Programme Evaluation - Part I: Identification SIAW, University of St. Gallen ruth.miquel@unisg.ch
  EC 27 DYNAMIC PANEL DATA    
  098 Guido Kuersteiner Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects MIT gkuerste@mit.edu
  382 Jan F. Kiviet Weak Exogeneity in Dynamic Panel Data Models University of Amsterdam jfk@fee.uva.nl
  196 Hugo Kruiniger GMM Estimation of Dynamic Panel Data Models with Persistent Data University of London h.kruiniger@qmw.ac.uk
  EC 28 BUSINESS CYCLES I    
  474 Don Harding Some Econometric Problems Arising from Regressions with Cyclical State Variables University of Melbourne allandh@unimelb.edu.au
  302 Stephen Pollock Sharp Filters for Business-Cycle Analysis University of London d.s.g.pollock@qmw.ac.uk
  372 Gianluca Cubadda The Role of Common Cyclical Features for Composite Leading Indicator Building Università del Molise gianluca.cubadda@uniroma1.it
  EC 29 EMPIRICAL TRADE MODELS    
  092 Daniel Garces-Diaz Was NAFTA behind the Mexican Export Boom (1994-2000)? Banco de México dgarces@banxico.org.mx
  139 Ingvild Svendsen Rational Expectations in Export Price Setting? An Empirical Study Norges Bank ingvild.svendsen@norges-bank.no
  109 Jarko Fidrmuc Disintegration and Trade Oesterreichsische Nationalbank jarko.fidrmuc@oenb.co.at
  EC 30 OCCUPATIONAL CHOICE: SELF EMPLOYMENT    
  089 Alice Mesnard Is Inequality Bad for Business? A Nonlinear Micro Model of Wealth Effects on Self-Employment University of Toulouse 1 alice.mesnard@univ-tlse1.fr
  445 Thierry Kamionka Risk Aversion, Ethnicity and Entrepreneurship in Côte d'Ivoire CREST kamionka@ensae.fr
  030 Simon Parker The Retirement Behaviour of the Self-Employed in Britain University of Durham S.C.Parker@durham.ac.uk
  EC 31 LIMITED DEPENDENT VARIABLES    
  230 Bas Donkers Modeling Sample Selection Resulting from Target Selection Erasmus University Rotterdam donkers@few.eur.nl
  157 Bertrand Melenberg Testing Predictive Performance of Binary Choice Models Tilburg University B.Melenberg@kub.nl
  344 Frank Gerhard Simple Dynamic for Limited Dependent Variables Nuffield College frank.gerhard@nuffield.oxford.ac.uk
  462 Xavier de Luna Graphical Diagnostics of Endogeneity Umea University xavier.deluna@econ.umu.se
  EC 32 INCOME DISTRIBUTION AND MOBILITY    
  234 Peter Steiner Improving Models of Income Dynamics Using Cross-section Information University of Bern peter.steiner@vwi.unibe.ch
  038 Klaus Neusser A Large Deviation Approach to the Measurement of Mobility University of Bern klaus.neusser@vwi.unibe.ch
  072 Gordon Anderson Toward an Empirical Analysis of Polarization University of Toronto anderson@chass.utoronto.ca
  EC 33 INVESTMENT      
  547 Stephen Bond Noisy Share Prices and the Q Model of Investment Oxford University steve.bond@nuffield.ox.ac.uk
  087 Philip Vermeulen Investment and Monetary Policy in the Euro Area European Central Bank Philip.vermeulen@ecb.int
  217 Bart Hobijn Embodiment in US Manufacturing Federal Reserve Bank of New York bart.hobijn@ny.frb.org
  IV. Monday 27, 09-10.30    
  EC 34 VOLATILITY MODELS I    
  541 Catherine Doz Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation Université Cergy-Pontoise doz@u-cergy.fr
  452 Giorgio Calzolari Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models Università di Firenze calzolar@ds.unifi.it
  221 Woocheol Kim A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models Humboldt University Berlin woocheol@wiwi.hu-berlin.de
  EC 35 COMMON BUSINESS CYCLES    
  048 Alain Hecq On Non-Contemporaneous Short-Run Comovements Maastricht University a.hecq@ke.unimaas.nl
  263 Bertrand Candelon Common Cycles: A Frequency Domain Approach Maastricht University b.candelon@algec.unimaas.nl
  368 Salvador Barrios A Tale of Two Cycles: Co-fluctuations between UK Regions and the Euro Zone University of Manchester salvador.barrios@man.ac.uk
  EC 36 SEMI- AND NON-PARAMETRIC METHODS I  
  483 Richard Blundell Engel Curves with Endogenous Expenditure University College London r.blundell@ucl.ac.uk
  028 Anne Vanhems Nonparametric Study of Differential Equations and Inverse Problems University of Toulouse 1 anne.vanhems@univ-tlse1.fr
  357 Arthur Lewbel Two Stage Least Squares Estimation of Endogenous Sample Selection Models Boston College lewbel@bc.edu
  EC 37 UNEMPLOYMENT DURATION    
  396 Denis Fougère The Effect of the Time Profile of Unemployment Insurance Benefits on the Exit Rate from Unemployment CREST fougere@ensae.fr
  386 Anna Cristina D'Addio Left-Censoring in Duration Data: Theory and Application of Some Empirical Solutions to Schooling and Unemployment Durations of French Young People Université Catholique de Louvain daddio@ires.ucl.ac.be
  113 Muriel Dejemeppe Duration and Calendar Time Dependence of the Exit Rate Out of Unemployment in Belgium. Is it True or Spurious? Université Catholique de Louvain dejemeppe@ires.ucl.ac.be
  EC 38 PANEL UNIT ROOT TESTS    
  375 Pierre-Yves Henin Testing for Unit Roots on Heterogeneous Panels: A Sequential Approach CEPREMAP pierre-yves.henin@cepremap.cnrs.fr
  292 Josep Lluís Carrion i Silvestre Level Shifts in a Panel Data Based Unit Root Test. An Application to the Rate of Unemployment Universitat de Barcelona carrion@eco.ub.es
  133 Junsoo Lee Panel LM Unit Root Test: A Test Robust to Structural Breaks University of Central Florida Junsoo.Lee@bus.ucf.edu
  EC 39 COINTEGRATION: TERM STRUCTURE AND PPP    
  417 Katarina Juselius International Parity Relationships between Germany and the United States: A Joint Modelling Approach European University Institute juselius@iue.it
  138 Ana Beatriz Galvao An Evaluation of Non-Linear Cointegrated System of the US Term-Structure of Interest Rates University of Warwick ana.galvao@warwick.ac.uk
  262 Kai Carstensen Interpreting Cointegration in a Model of the Term Structure with Nonstationary Term Premia Christian-Albrechts-University at Kiel carstensen@stat-econ.uni-kiel.de
  EC 40 ECONOMICS OF CRIME    
  494 Horst Entorf The Economics of Crime: Investigating the Drugs-Crime Channel University of Wuerzburg horst.entorf@mail.uni-wuerzburg.de
  194 Thiess Buettner Spatial Segregation, Neighborhood Effects, and Criminal Mobility: An Empirical Study of the Determinants of Crime University of Kentucky buettner@zew.de
  356 Kelly Bedard Does Single Parenthood Increase the Probability of Teenage Promiscuity, Drug Use, and Crime? Evidence from Divorce Law Changes University of California, Santa Barbara kelly@econ.ucsb.edu
  EC 41 CONSUMPTION AND SAVING    
  405 Pedro Albarrán Income Uncertainty and Precautionary Saving: Evidence from Household Rotating Panel Data CEMFI albarran@cemfi.es
  311 Luca Fanelli Testing Long Run and Short Run Consumption Risk Sharing among the United States 1963-1990 Università di Bologna fanelli@ecosta.unibo.it
  220 Hans Bloemen Consumption Smoothing, Unemployment Benefits, and Income Shocks Due to Job Loss Vrije Universiteit Amsterdam hbloemen@econ.vu.nl
  EC 42 PUBLIC POLICY/VOTING    
  078 Christophe Hurlin How to Estimate the Productivity of Public Capital CEPREMAP christophe.hurlin@cepremap.cnrs.fr
  435 Sugata Ghosh On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the US Cardiff Business School ghosh@cardiff.ac.uk
  418 Carlos Maravall Education Expenditures and the Median Voter: A Happy Marriage New York University cm344@nyu.edu
  346 Henrik Jordahl An Economic Analysis of Voting in Sweden Uppsala University Henrik.Jordahl@nek.uu.se
  EC 43 MICRO PANEL DATA AND FIRM BEHAVIOUR    
  406 Olympia Bover Are There Economies of Scale in the Demand for Money by Firms? Some Panel Data Estimates Banco de España bover@bde.es
  491 Pierre Biscourp Substitution and Complementarity between Capital, Skilled and Less Skilled Workers: An Analysis at the Firm Level in the French Manufacturing Sector INSEE-CREST pierre.biscourp@insee.fr
  527 Tomas Lindström Is Rising Return to Scale a Figment of Aggregation Bias? Sveriges Riksbank tomas.lindstrom@riksbank.se
  EC 44 ECONOMICS OF EDUCATION    
  476 Arild Aakvik Measuring the Effect of a School Reform on Educational Attainment and Earnings University of Bergen arild.aakvik@econ.uib.no
  206 Pierre Dubois Effects on School Enrollment and Performance of a Conditional Transfers Program in Mexico University of Toulouse 1 dubois@toulouse.inra.fr
  320 Bjarne Strom Teacher Quality and Student Composition Norwegian University of Science and Technology bjarne.strom@sv.ntnu.no
  V. Monday 27, 16-17.30    
  EC 45 NON-LINEAR PANEL DATA MODELS    
  545 Luojia Hu Estimating a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics Northwestern University lhu781@merle.acns.nwu.edu
  315 Thierry Magnac Binary Variables and Fixed Effects: Generalising Conditional Logit Using Global Cuts LEA - INRA Thierry.Magnac@ens.fr
  286 Tiemen M. Woutersen Robustness against Priors and Mixing Distributions University of Western Ontario twouters@uwo.ca
  EC 46 AUTOREGRESSIVE CONDITIONAL DURATION MODELS  
  276 Luc Bauwens The Moments of First-order LOG-ACD Models CORE bauwens@core.ucl.ac.be
  008 Simone Manganelli Time, Volume and Price Impact of Trades European Central Bank simone.manganelli@ecb.int
  442 Nikolaus Hautsch Analyzing Liquidity Dynamics Using ACD Models Universität Konstanz nikolaus.hautsch@uni-konstanz.de
  EC 47 SEASONALITY      
  231 Fabio Busetti Testing against Stochastic Seasonality Banca d'Italia busetti.fabio@insedia.interbusiness.it
  400 Stéphane Gregoir Fully Modified Estimation of Seasonally Cointegrated Processes CREST INSEE stephane.gregoir@insee.fr
  358 Svend Hylleberg Seasonality in Economic Models University of Aarhus shylleberg@econ.au.dk
  EC 48 MONETARY POLICY TRANSMISSION  
  414 Soren Johansen Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data European University Institute soren.johansen@iue.it
  428 Jean Boivin The Monetary Transmission Mechanism: Has It Changed? Columbia Business School jb903@columbia.edu
  350 Janine Aron Inflation and Output Forecasting for South Africa: Monetary Transmission Implications University of Oxford janine.aron@economics.ox.ac.uk
  EC 49 HYPOTHESIS TESTS I    
  070 Robert M. de Jong A Robust Version of the KPSS Test, Based on Indicators Michigan State University dejongr@msu.edu
  341 Herman van Dijk Comparison of the Anderson-Rubin Test for Overidentification and the Johansen Test for Cointegration Erasmus University Rotterdam hkvandijk@few.eur.nl
  451 Rolf Larsson Testing for Common Cointegrating Rank in Dynamic Panels University of Stockholm rolf.larsson@stat.su.se
  EC 50 EQUILIBRIUM SEARCH MODELS    
  309 Tomi Kyyrä Estimating Equilibrium Search Models from Finnish Data Government Institute for Economic Research tomi.kyyra@vatt.fi
  150 Gary Koop Parametric and Nonparametric Inference in Equilibrium Job Search Models University of Glasgow G.Koop@socsci.gla.ac.uk
  304 Shannon N. Seitz Employment and the Sex Ratio in a Two-Sided Model of Marriage Queen's University seitz@post.queensu.ca
  EC 51 HOUSEHOLD LABOUR SUPPLY    
  539 Frederic Vermeulen And The Winner Is... An Empirical Evaluation of Two Competing Approaches to Household Labour Supply Catholic University Leuven frederic.vermeulen@econ.kuleuven.ac.be
  412 Denis Beninger Comparison between Unitary and Collective Models of Household Labour Supply with Taxation ZEW beninger@zew.de
  404 Philippe Choné Labor Force Participation among Two-adult Households: The Role of Financial Incentives CREST INSEE Philippe.chone@insee.fr
  EC 52 REGIME SWITCHING IN FINANCE    
  040 Franc Klaassen Have East Asian Stock Markets Calmed Down? Evidence from a Regime-Switching Model University of Amsterdam klaassen@fee.uva.nl
  421 Andreas Graflund Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon Lund University andreas.graflund@nek.lu.se
  278 Markku Lanne Modeling the US Short-term Interest Rate by Mixture Autoregressive Processes University of Helsinki markku.lanne@helsinki.fi
  EC 53 BUSINESS CYCLE FEATURES    
  525 Dick van Dijk Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series Erasmus University Rotterdam djvandijk@few.eur.nl
  201 Luis A. Gil-Alana Fractional Integration and Business Cycle Features Humboldt University Berlin alana@wiwi.hu-berlin.de
  389 Barbara Cresti US Domestic Barter: An Empirical Investigation Université Catholique de Louvain cresti@ires.ucl.ac.be
  EC 54 EMPIRICAL INDUSTRIAL ORGANIZATION I    
  301 Christine Zulehner Testing for Asymmetric Dynamic Ologopoly Models University of Vienna christine.zulehner@univie.ac.at
  363 Philippe Gagnepain Risk Sharing in the French Urban Transport Industry: An Empirical Investigation Universidad Carlos III de Madrid philippe@eco.uc3m.es
  529 Lisbeth la Cour Test of (Abuse of) Domination: The Danish Cement Industry Copenhagen Business School llc.eco@cbs.dk
  EC 55 WAGES AND EMPLOYMENT    
  209 Francis Kramarz Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the US CREST kramarz@ensae.fr
  141 Thomas Bauer Organizational Change and Wages: Evidence from Matched Employer-Employee Data IZA Bauer@iza.org
  402 Sébastien Roux Wage and Job Mobility: An Analysis of the Dynamics of Employment Durations and Wages Using Matched Employer-Employee Data CREST INSEE roux@ensae.fr
  VI. Tuesday 28, 09-10.30      
  EC 56 BOOTSTRAP METHODS II    
  374 Silvia Gonçalves Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models Université de Montréal silvia.goncalves@umontreal.ca
  164 Stefan Sperlich Bootstrap Inference in Semiparametric Generalized Additive Models Universidad Carlos III de Madrid stefan@est-econ.uc3m.es
  261 Helmut Herwartz Bootstrap Inference in Single Equation Error Correction Models Humboldt University Berlin helmut@wiwi.hu-berlin.de
  EC 57 FORECASTING      
  214 Kenneth F. Wallis Chi-squared Tests of Interval and Density Forecasts University of Warwick K.F.Wallis@warwick.ac.uk
  487 Kevin Lee Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy University of Leicester kcl2@le.ac.uk
  544 Jonathan Hill "Mean-Squared-Error" Prediction of Infinite Variance Processes University of Colorado at Boulder jonathan.hill@colorado.edu
  EC 58 FINANCIAL ECONOMETRICS: DERIVATIVE PRICING  
  131 Paul Kofman Regulatory Tools and Price Changes in Futures Markets University of Technology, Sydney paul.kofman@uts.edu.au
  218 Martin Mandler Comparing Risk-Neutral Probability Density Functions Implied by Option Prices - How Do Market Expectations React to ECB-Council Meetings? Justus-Liebig-Universität Giessen Martin.Mandler@wirtschaft.uni-giessen.de
  204 Jeroen Kerkhof Hedge Performance Measurement: Testing Daily Market Risk Evaluation Models Tilburg University F.L.J.Kerkhof@kub.nl
  EC 59 EXCHANGE RATES I    
  010 Lutz Kilian Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? University of Michigan lkilian@umich.edu
  340 Richard Kleijn A Bayesian Analysis of Purchasing Power Parity Using an Unobserved Components Model Erasmus University Rotterdam rkleijn@few.eur.nl
  327 Frédérique Bec Test for Unit-root versus Threshold Specification with an Application to the PPP CREST-ENSAE bec@ensae.fr
  EC 60 VAR MODELS      
  334 Joaquim Pires Pina On the Aggregation of Shocks in Structural VARs Banco de Portugal jpina@bportugal.pt
  050 Hans-Martin Krolzig General-to-Specific Reductions of Vector Autoregressive Processes University of Oxford hans-martin.krolzig@nuffield.ox.ac.uk
  005 Philippe Deschamps Time-Varying Intercepts and Equilibrium Analysis: An Extension of the Dynamic almost Ideal Demand Model Université de Fribourg Suisse Philippe.Deschamps@unifr.ch
  011 William Lastrapes The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations University of Georgia last@terry.uga.edu
  EC 61 LIKELIHOOD INFERENCE    
  181 Marco van Akkeren Coordinate Based Empirical Likelihood Estimation and Inference University of California, Berkeley akkeren@are.berkeley.edu
  337 Aart F. de Vos On Likelihood in the General Linear Model and State Space Models with Diffuse Initial Conditions Vrije Universiteit Amsterdam avos@econ.vu.nl
  367 Kees Jan van Garderen Conditional Inference in the First Order Autoregressive Model University of Bristol K.J.vanGarderen@Bristol.ac.uk
  EC 62 ASYMPTOTIC APPROXIMATIONS    
  176 Oliver Linton Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems London School of Economics lintono@lse.ac.uk
  246 Noud van Giersbergen Bias Correction in a Stable AD(1,1) Model: Weak versus Strong Exogeneity University of Amsterdam nvg@fee.uva.nl
  034 Keith Knight Comparing Conditional Quantile Estimators: First and Second Order Considerations University of Toronto keith@utstat.toronto.edu
  EC 63 HOUSEHOLD BEHAVIOUR II    
  362 Ernesto Villanueva Parental Altruism under Imperfect Information: Theory and Evidence Universitat Pompeu Fabra ernesto.villanueva@econ.upf.es
  397 Marie Gardes-Balsan Intertemporal Labor Supply of Married Women: An Estimation Using Longitudinal French Data on the Last Decade CREST gardes@ensae.fr
  090 Giorgio Topa An Empirical Analysis of Religious Homogamy and Socialization in the U.S. New York University giorgio.topa@nyu.edu
  EC 64 INNOVATION      
  411 Norbert Janz Innovation Activities and European Patenting of German Firms - A Panel Data Analysis ZEW janz@zew.de
  122 Maurice Kugler The Diffusion of Externalities from Foreign Direct Investment: The Sectoral Pattern of Technological Spillovers University of Southampton maurice.kugler@soton.ac.uk
  156 Almas Heshmati Knowledge Capital and Performance Heterogeneity: A Firm Level Innovation Study Stockholm School of Economics Almas.Heshmati@hhs.se
  EC 65 DISCRETE CHOICE MODELS OF CONSUMER DEMAND  
  004 Walter Beckert Estimation of Stochastic Preferences: An Empirical Analysis of Demand for Internet Services University of Florida beckert@ufl.edu
  251 Richard Paap Modeling Unobserved Consideration Sets for Household Panel Data Erasmus University Rotterdam paap@few.eur.nl
  260 Arthur van Soest Effort, Decision Strategy and Choice: How Many Attributes do Consumers Consider? Tilburg University A.H.O.vanSoest@kub.nl
  EC 66 WAGE BEHAVIOUR    
  332 Arnaud Dupuy An International Comparison of Allocation Practices and Wage Inequality Maastricht University a.dupuy@roa.unimaas.nl
  152 Thomas A. Knetsch Competitive and Corporatist Labor Markets: Theory and Evidence from Time Series Data Freie Universität Berlin knetsch@wiwiss.fu-berlin.de
  515 Gunnar Bardsen Wage Behaviour During the Interwar Years: Are There Any Puzzles Left? Evidence from a Panel of Norwegian Manufacturing Industries Norwegian University of Science and Technology gunnar.bardsen@svt.ntnu.no
  VII. Tuesday 28, 16.30-18    
  EC 67 LONG MEMORY II      
  145 Javier Hidalgo Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory London School of Economics F.J.Hidalgo@lse.ac.uk
  079 Ingolf Dittmann Properties of Nonlinear Transformations of Fractionally Integrated Processes Humboldt University Berlin dittmann@wiwi.hu-berlin.de
  495 Laura Mayoral A New Minimum Distance Estimation Procedure of ARFIMA Processes Universitat Autònoma de Barcelona laura.mayoral@uab.es
  EC 68 VALUE AT RISK      
  006 Yongmiao Hong Evaluation of Out-of-Sample Probability Density Forecasts with Applications to S&P 500 Stock Prices Cornell University yh20@cornell.edu
  094 Burak Saltoglu Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets: A Reality Check Marmara University saltoglu@marmara.edu.tr
  252 Sebastien Laurent Value-at-Risk for Long and Short Trading Positions University of Liège S.Laurent@ulg.ac.be
  EC 69 COINTEGRATION AND INFERENCE    
  259 Robert M. Kunst Testing for Stationarity in a Cointegrated System University of Vienna robert.kunst@univie.ac.at
  073 Antonio Aznar Weak Exogeneity in Partially Nonstationary Models Universidad de Zaragoza aaznar@posta.unizar.es
  077 Christian Müller On the Effects of Aggregating Cointegrated Variables over Time Humboldt University Berlin cmueller@wiwi.hu-berlin.de
  EC 70 HYPOTHESIS TESTS II    
  401 Christian Bontemps Testing Distributional Assumptions: A GMM Approach LEEA-CENA bontemps@recherche.enac.fr
  518 Peter Reinhard Hansen An Unbiased and Powerful Test for Superior Predictive Ability Brown University peter_hansen@brown.edu
  486 Emmanuel Flachaire More Efficient Tests Robust to Heteroskesdasticity of Unknown Form London School of Economics - STICERD e.flachaire@lse.ac.uk
  EC 71 MATCHING ESTIMATION: APPLICATIONS    
  467 Marco Caliendo Estimating the Effects of Wage Subsidies on the Labour Demand in West-Germany Using the IAB Establishment Panel Johann Wolfgang Goethe University caliendo@wiwi.uni-frankfurt.de
  297 José Miguel Benavente The Impact of an Associative Strategy (the PROFO Program) on Small and Medium Enterprises in Chile University of Oxford josemiguel.benavente@st-antonys.oxford.ac.uk
  110 Susanne Prantl The Role of Government Finance for New Firm Survival: A Microeconometric Evaluation University of Mannheim prantl@econ.uni-mannheim.de
  EC 72 BUSINESS CYCLES II    
  473 John Muellbauer Credit, The Stock Market and Oil: Forecasting U.S. GDP Nuffield College john.muellbauer@nuf.ox.ac.uk
  415 Anders Vredin Monetary Policy, Inflation and Unemployment: A Common Trends Model Sveriges Riksbank anders.vredin@riksbank.se
  125 Iryna V. Ivaschenko What Corporate Bonds Tell Us about Real Activity International Monetary Fund iivaschenko@imf.org
  EC 73 FINANCIAL CRISES    
  310 Elisabetta Falcetti Modelling Currency Crises in Emerging Makets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors EBRD FalcettE@ebrd.com
  537 Melvyn Weeks An Information Theoretic Approach to Model Uncertainty: An Application to Modelling Financial Crises of the 1990s University of Cambridge Melvyn.Weeks@econ.cam.ac.uk
  355 Ramazan Gençay Overnight Borrowing, Interest Rates and Extreme Value Theory University of Windsor gencay@uwindsor.ca
  EC 74 SIMULATION METHODS    
  316 Monica Billio The Simulated Newton Raphson Method University of Venice billio@unive.it
  354 John W. Galbraith Analytical Indirect Inference McGill University john.galbraith@mcgill.ca
  154 Zsolt Sándor Alternative Sampling Methods for Estimating Multivariate Normal Probabilities Erasmus University Rotterdam sandor@few.eur.nl
  EC 75 RESIDENTIAL MOBILITY/MIGRATION    
  255 Laurent Gobillon Mobility, Tenure Choice and Borrowing Constraints: An Empirical Examination of the French Case CREST INSEE gobillon@ensae.fr
  216 Cristina Barceló Modelling Housing Tenure and Labour Mobility: An Empirical Investigation CEMFI barcelo@cemfi.es
  161 Lilo Locher Immigration from the Eastern Block and the Former Soviet Union to Israel: Who is Coming When? IZA Locher@iza.org
  033 Mª Dolores Collado How Much Will Immigration Help to Sustain the Welfare State in Spain? Universidad de Alicante collado@merlin.fae.ua.es
  EC 76 INEQUALITY AND POVERTY    
  042 Ramses Abul Naga Poverty and Permanent Income: A Methodology for Cross-Section Data Université de Lausanne Ramses.AbulNaga@hec.unil.ch
  403 Nicoletta Rosati Poverty in Italy in the 1980s and 1990s: A Measurement Error Approach University College London nico@stats.ucl.ac.uk
  106 Naercio Menezes-Filho Rising Human Capital but Constant Inequality: The Education Composition Effect in Brazil University of Sao Paulo naercio@usp.br
  EC 77 LABOUR DEMAND    
  477 Oivind Anti Nilsen Employment Changes, the Structure of Adjustment Costs, and Firms' Size University of Bergen Oivind.Nilsen@econ.uib.no
  137 Terje Skjerpen Explaining the Change in Skill Structure of Labour Demand in Norwegian Manufacturing Statistics Norway terje.skjerpen@ssb.no
  444 Thierry Debrand Hirings and Firings: A Dynamic Labor Demand Analysis OFCE thierry.debrand@ofce.sciences-po.fr
  VIII. Wednesday 29, 9-10.30    
  EC 78 DURATION ANALYSIS    
  249 Gerard van den Berg The Unobserved Heterogeneity Distribution in Duration Analysis Vrije Universiteit Amsterdam gberg@econ.vu.nl
  488 Arnab Bhattacharjee Testing the Proportional Hazards Model with Continuous Covariate against Monotone Ordering University of Cambridge A.Bhattacharjee@econ.cam.ac.uk
  390 José A.F. Machado Quantile Regression Analysis of Transition Data Universidade Nova de Lisboa jafm@fe.unl.pt
  EC 79 PANEL DATA MODELS    
  067 Badi H. Baltagi Testing Panel Data Regression Models with Spatial Error Correlation Texas A&M University badi@econ.tamu.edu
  293 Sune Karlsson Specification and Estimation of Random Effects Models with Serial Correlation of General Form Stockholm School of Economics Sune.Karlsson@hhs.se
  378 Arvid Raknerud Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the MAR Assumption Statistics Norway rak@ssb.no
  EC 80 LONG MEMORY: APPLICATIONS    
  285 Ernest Pons Fanals An Analysis of Inflation Rates in the European Union Using Wavelets: Strong Evidence against Unit Roots Universidad de Barcelona epons@eco.ub.es
  303 Marius Ooms Inflation, Forecast Intervals and Long Memory Regression Models Vrije Universiteit Amsterdam mooms@econ.vu.nl
  371 Juan J. Dolado Long Range Dependence in Spanish Political Opinion Poll Series Universidad Carlos III de Madrod dolado@eco.uc3m.es
  EC 81 FINANCIAL ECONOMETRICS: HIGH FREQUENCY DATA  
  275 David Veredas On the (Intradaily) Seasonality, Dynamics and Durations Zero of a Financial Point Process CORE veredas@core.ucl.ac.be
  105 Roman Liesenfeld Identifying Common Long-Range Dependence in Volume and Volatility Using High-Frequency Data Eberhard-Karls-Universität Roman.Liesenfeld@uni-tuebingen.de
  438 Joachim Grammig Price Discovery in International Equity Trading CORE grammig@wiwi.uni-frankfurt.de
  EC 82 FORECASTING AND LEADING INDICATORS    
  121 James Mitchell Aggregate versus Disaggregate Survey-based Indicators of Economic Activity National Institute of Economic and Social Research j.mitchell@niesr.ac.uk
  273 Joao Victor Issler The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity Getulio Vargas Foundation jissler@fgv.br
  430 Hélène Erkel-Rousse Short-Term Analysis and Forecasting of the French Economic Activity Using Business Survey Data: Those Relative to Service Sectors Matter CREST INSEE erkel@iname.com
  EC 83 COINTEGRATION: APPLICATIONS II    
  377 Qaisar Farooq Akram Employment Adjustment in Slack and Tight Labour Markets Norges Bank qaisar-farooq.akram@norges-bank.no
  062 Ralf Brüggemann Sources of German Unemployment: A Structural Vector Error Correction Analysis Humboldt University Berlin brueggem@wiwi.hu-berlin.de
  066 Guglielmo Maria Caporale Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change South Bank University g.m.caporale@sbu.ac.uk
  498 Heino Bohn Nielsen An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports University of Copenhagen heino.bohn.nielsen@econ.ku.dk
  EC 84 SEMI- AND NON-PARAMETRIC METHODS II  
  207 Jean-Pierre Florens Spectral Method for Deconvolving a Density GREMAQ florens@cict.fr
  516 Pedro H. Albuquerque A Simple Nonparametric Long-Run Correlation Estimator Banco Central do Brasil pedrohalbuquerque@yahoo.com
  272 Juan M Rodríguez Poo Semiparametric Estimation of Separable Models with Possibly Limited Dependent Variables Universidad de Cantabria rodrigjm@unican.es
  EC 85 HEALTH/SMOKING    
  489 Jérôme Adda Smoking and Life Expectancy University College London j.adda@ucl.ac.uk
  506 Maite Martinez Granado The Demand for Physicians Services across the European Union Universidad Carlos III de Madrid mmartine@eco.uc3m.es
  266 Chiara Monfardini Financial Incentives and Treatment Intensity with a Discrete Distribution of Patient Types Università di Bologna chiaram@economia.unibo.it
  EC 86 EMPIRICAL INDUSTRIAL ORGANIZATION II    
  305 Sangin Park Learning Curve Optimization and the 1986 Semiconductor Trade Arrangement SUNY at Stony Brook sanpark@notes.cc.sunysb.edu
  422 Tobias Kretschmer Diffusion and Competition of PC Operating Systems INSEAD tobias.kretschmer@insead.fr
  480 Mbolatiana Rambonilaza Blood, Sweat and Tears: How Much is Unobservable Effort Worth? Université d'Auvergne M.Rambonilaza@u-clermont1.fr
  EC 87 WAGES/HEDONIC PRICING    
  530 David N. Margolis Do Firms Really Share Rents with Their Employees? Université de Paris 1 margolis@univ-paris1.fr
  465 Wolfgang Schwerdt What Is the Marginal Productivity of Apprentices? CREST schwerdt@ensae.fr
  366 Simon Peters The Pricing of Personal Services University of Manchester Simon.Peters@man.ac.uk
  EC 88 MULTI-COUNTRY PANELS AND COINTEGRATION  
  103 Neil Ericsson Output and Inflation in the Long Run Federal Reserve System ericsson@frb.gov
  361 Antonio Garcia Pascual Testing for Output Convergence: A Re-Examination University of Munich antonio.pascual@lrz.uni-muenchen.de
  027 Maria Antoinette Dimitz Output Gaps in European Monetary Union - New Insights from Input Augmentation in the Technological Progress Oesterreichsische Nationalbank maria.dimitz@oenb.co.at
  IX. Wednesday 29, 16-17.30    
  EC 89 INEQUALITY MEASUREMENT    
  021 Christian Schluter Improving Finite Sample Confidence Intervals for Inequality and Poverty Measures University of Bristol c.schluter@bristol.ac.uk
  478 Maria-Pia Victoria-Feser Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information University of Geneva maria-pia.victoria-feser@metri.unige.ch
  036 Mark Trede Tails of Lorenz Curves Universität zu Köln trede@wiso.uni-koeln.de
  EC 90 BOOTSTRAP METHODS: TIME SERIES    
  017 Ignacio Lobato Testing for Nonlinear Autoregression ITAM ilobato@itam.mx
  128 Ralf Becker A Heteroskedasticity-Robust Test for Non-linearity in Mean Queensland University of Technology r.becker@qut.edu.au
  352 Valentina Corradi Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error Exeter University v.corradi@exeter.ac.uk
  EC 91 VOLATILITY MODELS II    
  056 Gabriele Fiorentini The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality Universidad de Alicante gafi@merlin.fae.ua.es
  383 Nour Meddahi An Eigenfunction Approach for Volatility Modeling Université de Montréal meddahin@sceco.umontreal.ca
  460 Wolfgang Polasek Bayesian Causality Measures for Multiple ARCH Models Using Marginal Likelihoods University of Basel Wolfgang.Polasek@unibas.ch
  EC 92 UNIT ROOT TESTS      
  212 Andrew Harvey A Unified Approach to Testing for Stationarity, Unit Roots and Common Trends University of Cambridge ACH34@econ.cam.ac.uk
  534 Chor-yiu Sin Selecting among Nested Time Series Models with Unit Roots and Cointegration Hong Kong Baptist University cysin@hkbu.edu.hk
  044 Helmut Lütkepohl Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time Humboldt University Berlin luetke@wiwi.hu-berlin.de
  EC 93 EXCHANGE RATES II    
  170 Javier Gómez Biscarri The Transition to a Monetary Union: Learning about Convergence from Exchange Rates University of California Los Angeles Jgomez@anderson.ucla.edu
  513 Philippe Andrade Learning Effects and Exchange Rate Dynamics CREST INSEE andrade@ensae.fr
  295 Jan J.J. Groen Cointegration and the Monetary Exchange Rate Model Revisited De Nedelandsche Bank jjjgroen@dnb.nl
  EC 94 HYPOTHESIS TESTS III    
  256 Dmitri Danilov On the Harm that Pretesting Does FEW-Econometric, KUB D.L.Danilov@kub.nl
  076 Benedikt M. Pötscher The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform versus Non-Uniform Approximations University of Vienna Benedikt.Poetscher@univie.ac.at
  210 Pascal Lavergne Rate-Optimal Data-Driven Specification Testing in Regression Models INRA lavergne@toulouse.inra.fr
  EC 95 MEASUREMENT ERROR    
  117 Esmeralda Ramalho Covariate Measurement Error in Endogenous Stratified Samples University of Bristol E.D.J.Ramalho@bris.ac.uk
  484 Dirk Van de gaer The Consequences of Specification Error for Distributional Analysis with an Application to Intergenerational Mobility Ghent University Dirk.Vandegaer@rug.ac.be
  531 Montezuma Dumangane M-Estimation with Measurement Error Contaminated Duration Data Universidade Tecnica de Lisboa mdumangane@iseg.utl.pt
  EC 96 DYNAMIC PROGRAMMING MODELS    
  289 Christian Belzil Estimating the True Intergenerational Education Correlation from a Dynamic Programming Model Concordia University belzilc@vax2.concordia.ca
  436 Jesús M. Carro A Dynamic Model of Contraceptive Choice of Spanish Couples CEMFI carro@cemfi.es
  093 Hugo Benítez-Silva A Dynamic Model of Job Search Behavior over the Life Cycle with Empirical Applications SUNY at Stony Brook hugo.benitez-silva@sunysb.edu
  EC 97 COST FUNCTIONS AND PRODUCTION ANALYSIS    
  458 Bertrand Koebel Imposing and Testing Curvature Conditions on a Box-Cox Cost Function University College London koebel@ww.uni-magdeburg.de
  101 Harald Tauchmann CO2 Abatement and Fuel Mix in Electric Power Generation - An Econometric Model on Short- and Long-Term Price Effects University of Heidelberg tauchmann@mail.eco.uni-heidelberg.de
  407 Arnaud Reynaud Dynamic Land Use. Downscaling to Field-Level by Maximum of Entropy University of California reynaud@primal.ucdavis.edu