2008 Meeting of the Netherlands Econometric Study Group

Summary of All Sessions

#Date/TimeTitlePapers
1June 13, 2008
10:30-11:45
Semi- and Non-parametrics3
2June 13, 2008
12:05-13:05
Bruce Hansen on Model Averaging: The Asymptotic Risk of the Least Squares Averaging Estimator1
3June 13, 2008
14:05-15:20
Time series and Finance3
4June 13, 2008
15:40-16:55
Heterogeneous: Obesity, Efficiency and Learning3
5June 13, 2008
17:15-18:05
Elderly well being and Congestion2
 

5 sessions, 12 papers


 

2008 Meeting of the Netherlands Econometric Study Group

Complete List of All Sessions


Session 1: Semi- and Non-parametrics

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

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

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

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

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