2007 Conference of the Netherlands Econometric Study Group |
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Summary of All Sessions |
| # | Date/Time | Location | Type | Title | Papers | Organizer |
|---|---|---|---|---|---|---|
| 1 | June 15, 2007 10:00-10:25 | N/A | contributed | Registration | 0 | |
| 2 | June 15, 2007 10:30-11:45 | N/A | contributed | Session 1 | 3 | |
| 3 | June 15, 2007 12:05-13:05 | N/A | invited | Invited Address : Yuichi Kitamura (Yale) | 1 | |
| 4 | June 15, 2007 14:05-15:20 | N/A | contributed | Session 3 | 3 | |
| 5 | June 15, 2007 15:25-16:40 | N/A | contributed | Session 4 | 3 | |
| 6 | June 15, 2007 17:15-18:05 | N/A | contributed | Session 5 | 2 |
6 sessions, 12 papers |
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2007 Conference of the Netherlands Econometric Study Group |
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Complete List of All Sessions |
Session 1: Registration |
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| Session Organizer: , |
| Session type: contributed |
| Date: June 15, 2007 |
| Time: 10:00 - 10:25 |
Session 2: Session 1 |
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| Session Organizer: , |
| Session Chair: Jean-Pierre Urbain, Universiteit Maastricht |
| Session type: contributed |
| Date: June 15, 2007 |
| Time: 10:30 - 11:45 |
| Tests for independence in nonparametric regression |
| Presented by: John Einmahl, Tilburg University |
| Exact Distribution of Likelihood Ratio Tests in Simultaneous Equations Models |
| Presented by: Gee Kwang Tan, Nanyang Technological University |
| An alternative to Quasi-Maximum Likelihood Estimation based on Exponential Tilting |
| Presented by: Zhengyuan Gao, University of Amsterdam, Tinbergen Institute |
Session 3: Invited Address : Yuichi Kitamura (Yale) |
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| Session Organizer: , |
| Session Chair: Kees Jan van Garderen, University of Amsterdam |
| Session type: invited |
| Date: June 15, 2007 |
| Time: 12:5 - 13:05 |
| Robustness,Infinitesimal Neighborhoods, and Moment Restrictions |
| Presented by: Yuichi Kitamura, Yale University |
Session 4: Session 3 |
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| Session Organizer: , |
| Session Chair: Frank Kleibergen, Brown University |
| Session type: contributed |
| Date: June 15, 2007 |
| Time: 14:5 - 15:20 |
| Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods |
| Presented by: Gerdie Everaert, University of Ghent |
| Liquidity-Based Estimation of Spot Volatility under Microstructure Noise |
| Presented by: Christoph Müller, University of Cologne |
| Testing for Cointegration with Nonstationary Volatility |
| Presented by: Peter BOSWIJK, University of Amsterdam |
Session 5: Session 4 |
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| Session Organizer: , |
| Session Chair: JAN R MAGNUS, TILBURG UNIVERSITY |
| Session type: contributed |
| Date: June 15, 2007 |
| Time: 15:25 - 16:40 |
| Subset statistics in the linear IV regression model |
| Presented by: Frank Kleibergen, Brown University |
| An Adjusted Profile Likelihood for Non-Stationary Panel Data Models with Incidental Parameters |
| Presented by: Koen Jochmans, Katholieke Universiteit Leuven |
| the weak instrument problem of the system GMM estimator in dynamic panel data models |
| Presented by: Maurice Bun, University of Amsterdam |
Session 6: Session 5 |
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| Session Organizer: , |
| Session Chair: Geert Dhaene, K.U.Leuven |
| Session type: contributed |
| Date: June 15, 2007 |
| Time: 17:15 - 18:05 |
| LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION |
| Presented by: Giovanni Motta, Université Catholique de Louvain |
| Studying Co-movements in Large Multivariate Models Without Multivariate Modelling |
| Presented by: Franz Palm, Maastricht University |
This program was last updated on 2007-06-14 11:43:38 EDT