2008 Meeting of the Netherlands Econometric Study Group |
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Summary of All Sessions |
| # | Date/Time | Title | Papers |
|---|---|---|---|
| 1 | June 13, 2008 10:30-11:45 | Semi- and Non-parametrics | 3 |
| 2 | June 13, 2008 12:05-13:05 | Bruce Hansen on Model Averaging: The Asymptotic Risk of the Least Squares Averaging Estimator | 1 |
| 3 | June 13, 2008 14:05-15:20 | Time series and Finance | 3 |
| 4 | June 13, 2008 15:40-16:55 | Heterogeneous: Obesity, Efficiency and Learning | 3 |
| 5 | June 13, 2008 17:15-18:05 | Elderly well being and Congestion | 2 |
5 sessions, 12 papers |
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2008 Meeting of the Netherlands Econometric Study Group |
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Complete List of All Sessions |
Session 1: Semi- and Non-parametrics |
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| Session Chair: Kees Jan van Garderen, University of Amsterdam |
| Date: June 13, 2008 |
| Time: 10:30 - 11:45 |
| Semiparametric Robust Estimation of Truncated and Censored Regression Models |
| JEL codes: C13 C14 C21 C24 |
| Presented by: Pavel Cizek, Tilburg University |
| Smoothness Adaptive Average Derivative Estimation |
| Presented by: Marcia Schafgans, London School of Economics |
| Fat Tails in Small Samples |
| Presented by: Stefan Straetmans, University of Maastricht |
Session 2: Bruce Hansen on Model Averaging: The Asymptotic Risk of the Least Squares Averaging Estimator |
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| Session Chair: Jan R. Magnus, Tilburg University |
| Date: June 13, 2008 |
| Time: 12:5 - 13:05 |
| The Asymptotic Risk of the Least Squares Averaging Estimator |
| Presented by: Bruce Hansen, University of Wisconsin |
Session 3: Time series and Finance |
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| Session Chair: Marius Ooms, Vrije Universiteit Amsterdam |
| Date: June 13, 2008 |
| Time: 14:5 - 15:20 |
| An Affine Bond Price Model with an Application to US Treasury Yields |
| JEL codes: E4, G1 |
| Presented by: Paul Bekker, University of Groningen |
| Likelihood-based estimation of cointegration rank in fractional systems |
| Presented by: Paulius Stakenas, University of Amsterdam |
| An Easy Test for Two StationaryLong Memory Processes being Uncorrelated via AR Approximations, With An Application to the Volatility of Foreign Exchange Rates |
| Presented by: Shin-Huei Wang, CORE |
Session 4: Heterogeneous: Obesity, Efficiency and Learning |
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| Session Chair: Peter Boswijk, University of Amsterdam |
| Date: June 13, 2008 |
| Time: 15:40 - 16:55 |
| A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels |
| JEL codes: C3, D1, I1 |
| Presented by: Mark Harris, Monash University |
| An efficiency correction model |
| Presented by: Marc Francke, VU University Amsterdam |
| Inference in models with adaptive learning, with an application to the new Keynesian Phillips curve |
| Presented by: Guillaume Chevillon, ESSEC, Paris |
Session 5: Elderly well being and Congestion |
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| Session Chair: Laura Spierdijk, University of Groningen |
| Date: June 13, 2008 |
| Time: 17:15 - 18:05 |
| Embedding Product Congestion in Stores into a Structural Model of Equilibrium: Estimating Price Elasticities and Welfare Effects |
| JEL codes: L11 and L62 |
| Presented by: Franco Mariuzzo, University of Groningen |
| Economic well-being and poverty among the elderly: an analysis based on a collective consumption model |
| Presented by: Frederic Vermeulen, Tilburg University |
This program was last updated on 2008-05-26 4:35:0 EDT