2007 Conference of the Netherlands Econometric Study Group

Summary of All Sessions

#Date/TimeLocationTypeTitlePapersOrganizer
1June 15, 2007
10:00-10:25
N/A contributed Registration0
2June 15, 2007
10:30-11:45
N/A contributed Session 13
3June 15, 2007
12:05-13:05
N/A invited Invited Address : Yuichi Kitamura (Yale)1
4June 15, 2007
14:05-15:20
N/A contributed Session 33
5June 15, 2007
15:25-16:40
N/A contributed Session 43
6June 15, 2007
17:15-18:05
N/A contributed Session 52
 

6 sessions, 12 papers


 

2007 Conference of the Netherlands Econometric Study Group

Complete List of All Sessions


Session 1: Registration

Session Organizer: ,
Session type: contributed
Date: June 15, 2007
Time: 10:00 - 10:25

Session 2: Session 1

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)

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

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

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

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