Dates: Friday, June 9 and Saturday, June 10
The
following world renowned speakers have been invited and have confirmed
their participation to this conference:
- Trevor Hastie (Department of Statistics at Stanford University, USA)
- Hashem Pesaran (Trinity College, University of Cambridge)
- Allan Timmermann (Department of Economics University of California, San Diego)
- Peter Hall (Mathematical Sciences Institute, Australian National University, Canberra)
- Blake LeBaron (International Business School, Brandeis University)
- Robert Kohn (Faculty of Commerce and Economics, University of New South Wales)
- Jan de Leeuw (University of California at Los Angeles)
- Adrian Pagan (Australian National University and Queensland University of Technology)
- Zeger Degraeve (London Business School)
This
conference is aimed at anyone from the fields above who wants to be
updated with the current state-of-the-art as seen by the world's
international top researchers. All lectures are plenary. A special
poster session is organized to which participants can contribute.
Registration and fees
Registration is closed.
Important dates
| Date | |
| March 31, 2006 | Deadline for submissions |
| April 15, 2006 | Paper acceptance notification |
| May 13, 2006 | - Early registration closes - Registration deadline for presenting authors |
| June 1, 2006 | Registration closes |
| June 9 - 10, 2006 | Conference |
Preliminary program
Friday, June 9, 2006
| 8:30-9:25 | Coffee and registration |
| 9:25-9:30 | Opening |
| Session 1 | Chair: Herman van Dijk |
| 9:30-10:05 | Hashem
Pesaran (University of Cambridge) Testing Predictability for Serially Dependent Multicategory Data |
| 10:05-10:40 | Trevor Hastie (Stanford University) Regularization Paths |
| 10:40-11:05 | Coffee break |
| Session 2 | Chair: Dick van Dijk |
| 11:05-11:40 | Robert Kohn
(University of New South Wales) Efficient Bayesian Inference for Gaussian Copula Regression Models |
| 11:40-12:05 | Ana Beatriz
Galvao (Bank of Portugal) The Changing Effect of the Yield Curve on GDP Growth |
| 12:05-12:30 | Julia Giese
(Nuffield College, University of Oxford) Level, Slope, Curvature: The Yield Curve's Derivatives and Their Relations to Macro Variables |
| 12:30-13:50 | Lunch |
| Session 3 | Chair:
Philip Hans Franses |
| 13:50-14:25 | Allan Timmermann (University of California
San Diego) Predictability of Stock Returns and Asset Allocation under Structural Breaks |
| 14:25-14:50 | Alvaro
Escribano (Universidad Carlos III de Madrid) Investment Climate Asessment on Productivity and Allocative Efficiency: Effects on Exports, Foreign Direct Investment, Wages and Employment. Analysis Based on Firm Level Data from Chile 2001-2003 |
| 14:50-15:15 | Stuart McLeay (University of Wales, Bangor) Modelling the Longitudinal Properties of Financial Ratios |
| 15:15-16:00 | Poster Session 1 and tea break |
| Session 4 | Chair: Patrick Groenen |
| 16:00-16:35 | Jan de Leeuw
(University of California Los Angeles) Geometric Representation of Multivariate Data Frames |
| 16:35-17:10 | John Geweke
(University of Iowa) Instrumental Variables, Simultaneity and Mixed Estimation: Retrospective and Prospective |
Saturday, June 10, 2006
| Session 5 | Chair: Albert Wagelmans |
| 9:30-10:05 | Blake LeBaron (Brandeis University) Time Scales, Agents, and Empirical Finance |
| 10:05-10:40 | Zeger Degraeve (London Business School) A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot Sizing Problem with Set Up Times |
| 10:40-11:05 | Coffee break |
| Session 6 | Chair:
Dennis Fok |
| 11:05-11:30 | Wilco van den Heuvel (Erasmus University
Rotterdam) Error Bounds for a Class of Heuristics for the Economic Lot-Sizing Problem |
| 11:30-11:55 | Marcelo Medeiros (Pontifical Catholic
University of Rio de Janeiro) A (Semi-)Parametric Functional Coefficient Autoregressive Conditional Duration Model |
| 11:55-12:30 | Michael Keane (Yale University) Dynamic Structural Models in Economics and Marketing |
| 12:30-13:50 | Lunch |
| Session 7 | Chair:
Richard Paap |
| 13:50-14:25 | Adrian Pagan (Australian National University
and Queensland University of Technology) The Econometric Analysis of Constructed Binary Random Variables |
| 14:25-14:50 | Frank Kleibergen (Brown University) Subset Statistics for the Linear IV regression models |
| 14:50-15:15 | Werner Ploberger (University of Rochester) Optimal Tests for Markov-Switching Parameters |
| 15:15-16:00 | Poster Session 2 and tea break |
| Session 8 | Chair: Herman van Dijk |
| 16:00-16:35 | Peter Hall
(Australian National University) Labour Market Modelling and Hypothesis Testing for Functional Data |
Venue
Erasmus Expo and Congress Centre, Woudestein Campus, Erasmus University Rotterdam, Rotterdam, The Netherlands.
» Information about the location and directions
