| Session number | Slot | Session Title | First Name | Last Name | Affiliation | Paper Title |
| EC01 | August 29, 09:30-11:30 | Bootstrap methods | Miguel | Delgado | Universidad Carlos III de Madrid | Significance Testing in Nonparametric Regression Based on the Bootstrap |
| EC01 | August 29, 09:30-11:30 | Bootstrap methods | Melvyn | Weeks | University of Cambridge | Non-nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-Based Tests |
| EC01 | August 29, 09:30-11:30 | Bootstrap methods | Gonzalo | Camba-Mendez | National Institute of Economic and Social Research | Bootstrap and Asymptotic Tests of Rank for Reduced Rank Regression Models |
| EC01 | August 29, 09:30-11:30 | Bootstrap methods | Russell | Davidson | GREQAM and Queen's University | Bootstrap Tests of Nonnested Linear Regression Models |
| EC02 | August 29, 09:30-11:30 | Hypothesis tests I | Geert | Dhaene | Université de Mons-Hainaut | Bartlett Identities Tests |
| EC02 | August 29, 09:30-11:30 | Hypothesis tests I | Ingmar | Prucha | University of Maryland | On the Asymptotic Distribution of the Moran I Test Statistic |
| EC02 | August 29, 09:30-11:30 | Hypothesis tests I | Jonathan | Hill | University of Colorado | Alpha-Stable Consistent Model Specification Tests for Heavy Tailed Distributions of Single-Layer Feed-Forward Neural Network |
| EC02 | August 29, 09:30-11:30 | Hypothesis tests I | Werner | Ploberger | University of Rochester | A Complete Class of Tests when the Likelihood is Locally Asymptotically Quadratic |
| EC03 | August 29, 09:30-11:30 | Panels and repeated cross sections : inference | Mette | Ejrnaes | University of Copenhagen | A Two Step Estimator for Repeated Cross Sections |
| EC03 | August 29, 09:30-11:30 | Panels and repeated cross sections : inference | Pierre | Hoonhout | Free University | Maximum Likelihood Estimation with Selective Attrition and Refreshment Samples |
| EC03 | August 29, 09:30-11:30 | Panels and repeated cross sections : inference | Frank | Windmeijer | Institute for Fiscal Studies | Projection Estimators for Autoregressive Panel Data Models |
| EC03 | August 29, 09:30-11:30 | Panels and repeated cross sections : inference | Sébastien | Lecocq | Université de Paris I Panthéon-Sarbonne | Estimation of Conditionally Linear Demand Systems on Panel Data |
| EC04 | August 29, 09:30-11:30 | Financial econometrics: derivative pricing | René | Garcia | Université de Montréal | Asymmetric Smiles, Leverage Effects and Structural Parameters |
| EC04 | August 29, 09:30-11:30 | Financial econometrics: derivative pricing | Antoon | Pelsser | ABN-AMRO Bank | Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Comparison |
| EC04 | August 29, 09:30-11:30 | Financial econometrics: derivative pricing | Christian | Hafner | Humboldt-Universität zu Berlin | Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis |
| EC04 | August 29, 09:30-11:30 | Financial econometrics: derivative pricing | Bertrand | Melenberg | Tilburg University | Pricing Information: An Empirical Analysis |
| EC05 | August 29, 09:30-11:30 | Inflation | G.J. | Wyatt | Heriot-Watt University | Inference From Partial Orders: Central Bank Independence and Inflation |
| EC05 | August 29, 09:30-11:30 | Inflation | Alex | Lammertsma | CPB Netherlands Bureau of Economic Policy Analysis | Exchange Rate Accommodation and Inflation Persistence in Europe: 1970-1988 |
| EC05 | August 29, 09:30-11:30 | Inflation | David | Byers | Cardiff University | Non-linear Dynamics of Inflation in High Inflation Economies |
| EC05 | August 29, 09:30-11:30 | Inflation | Jesús | Vázquez | Universidad del Pais Vasco | Does the Lucas Critique apply during Hyperinflation? Empirical Evidence from Four Hyperinflationary Episodes |
| EC06 | August 29, 09:30-11:30 | International trade and multinationals | Jarko | Fidrmuc | Institute for Advanced Studies Vienna | Verification of The New Trade Theory in EU's Trade with CEECs |
| EC06 | August 29, 09:30-11:30 | International trade and multinationals | Hélène | Erkel-Rousse | Ministère de l'Economie et des Finances | Trade Performances and the Estimation of Price-Elasticities: Quality Matters |
| EC06 | August 29, 09:30-11:30 | International trade and multinationals | Pehr-Johan | Norbäck | The Research Institute of Industrial Economics | Multinational firms, Technology and Location |
| EC06 | August 29, 09:30-11:30 | International trade and multinationals | James | Anderson | Boston College | Trade, Insecurity, and Home Bias: An Empirical Investigation |
| EC07 | August 29, 09:30-11:30 | Children fertility and the household | Nathalie | Picard-Tortorici | Université de Cergy-Pointoise and LEA, INRA | A New Approach for Studying Dynamic Fertility Models |
| EC07 | August 29, 09:30-11:30 | Children fertility and the household | Adriaan | Kalwij | Oxford University | Female Employment and Fertility Decisions: An Analysis of the Effects of Household Financial Wealth |
| EC07 | August 29, 09:30-11:30 | Children fertility and the household | Juan | Sanchis-Llopis | Universitat de Valencia | Children and Demand Patterns: Evidence from Panel Data |
| EC07 | August 29, 09:30-11:30 | Children fertility and the household | Denis | Fougère | CNRS and CREST-INSEE | The Impact of Public Subsidies on the Demand for Services in the Home: The French Case |
| EC08 | August 29, 09:30-11:30 | Consumption and saving I | Ekaterini | Kyriazidou | UCLA | On the Relevance of Borrowing Constraints: Paremetric and Non-Parametric Evidence from Car Loans |
| EC08 | August 29, 09:30-11:30 | Consumption and saving I | Xiaodong | Gong | Tilburg University | No Sexual Bias in Household Consumption? A Semiparametric Analysis of Engel Curves in Rural China |
| EC08 | August 29, 09:30-11:30 | Consumption and saving I | Charles | Grant | University College London | Changes in Consumption Behaviour: Italy in the Early 1990's |
| EC08 | August 29, 09:30-11:30 | Consumption and saving I | Guglielmo | Weber | Universitá di Padova | A Two Sample Procedure to Correct Recall Consumption Data |
| EC09 | August 29, 09:30-11:30 | Innovation and R&D I | José | Pernías | Universitat Jaume I | Innovation Complementarity and Scale of Production |
| EC09 | August 29, 09:30-11:30 | Innovation and R&D I | César | Alonso-Borrego | Universidad Carlos III de Madrid | Factor Demands and Innovation Activity: Evidence from Spanish Manufacturing Firms |
| EC09 | August 29, 09:30-11:30 | Innovation and R&D I | Elena | Cefis | Universitat Pompeu Fabra and University of Bergamo | Persistence in Profitability and Innovative Activities |
| EC09 | August 29, 09:30-11:30 | Innovation and R&D I | Ulrich | Kaiser | ZEW | R&D Cooperation and R&D Intensity: Theory and Micro-econometric Evidence for Germany |
| EC10 | August 29, 09:30-11:30 | Program and policy evaluation | Francis | Kramarz | CREST | Working 40 Hours or Not-Working 39: Lessons from the 1981 Mandatory Reduction of Weekly Working Hours |
| EC10 | August 29, 09:30-11:30 | Program and policy evaluation | Reinhard | Hujer | Johann Wolfgang Goethe-University | The Effects of Public Sector Sponsored Training on Unemplyoment Duration in West Germany- A Discrete Hazard Rate Model based on a Matched Sample |
| EC10 | August 29, 09:30-11:30 | Program and policy evaluation | Jan C. | van Ours | Tilburg University | Effectiveness of Active Labor Market Programs in the Slovak Republic |
| EC10 | August 29, 09:30-11:30 | Program and policy evaluation | Michael | Lechner | University of St. Gallen | Identification and Estimation of Causal Effects of Multiple Treatments under the Conditional Independence Assumption |
| EC11 | August 29, 09:30-11:30 | Cointegration: Applications and performance | Herman | van Dijk | Erasmus University Rotterdam | Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income |
| EC11 | August 29, 09:30-11:30 | Cointegration: Applications and performance | Simon | van Norden | École des Hautes Études Commerciales | Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples |
| EC11 | August 29, 09:30-11:30 | Cointegration: Applications and performance | Hans | Kongsted | University of Copenhagen | Testing the Nominal-to-Real Transformation |
| EC11 | August 29, 09:30-11:30 | Cointegration: Applications and performance | Neil | Ericsson | Federal Reserve Board | Finite Sample Properties of Error Correction Tests for Cointegration |
| EC12 | August 29, 09:30-11:30 | Long memory models | Alan | Kirman | GREQAM | Microeconomic Models for Long-Memory in the Volatility of Financial Time Series |
| EC12 | August 29, 09:30-11:30 | Long memory models | Ignacio | Lobato | Instituto Tecnologico Autonomo de Mexico | Long Memory in Stock Market Trading Volume |
| EC12 | August 29, 09:30-11:30 | Long memory models | Claudio | Michelacci | CEMFI | Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations |
| EC12 | August 29, 09:30-11:30 | Long memory models | Marc | Henry | Columbia University in the City of New York | Averaged Periodogram Spectral Density Estimation with Long Memory Conditional Heteroscedasticity |
| EC13 | August 29, 09:30-11:30 | Markov regime switching models: theory | Edoardo | Otranto | ISTAT | A Nonparametric Bayesian Approach to Detect the Number of Regimes in Switching Models |
| EC13 | August 29, 09:30-11:30 | Markov regime switching models: theory | Jean-Michel | Zakoïan | Université de Lille 1 and CREST | Linear-representations based estimation of Switching-regime GARCH Models |
| EC13 | August 29, 09:30-11:30 | Markov regime switching models: theory | Christian | Francq | Université du Littoral - Côte d'Opale | Stationarity of Multivariate Markov-Switching ARMA Models |
| EC13 | August 29, 09:30-11:30 | Markov regime switching models: theory | Hans-Martin | Krolzig | University of Oxford | Predicting Markov-Switching Vector Autoregressive Processes |
| EC14 | August 29, 12:00-13:30 | Panel data: inference I | M. Hashem | Pesaran | University of Cambridge and University of Southern California | Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Models Covering Short Time Periods |
| EC14 | August 29, 12:00-13:30 | Panel data: inference I | Hugo | Kruiniger | Queen Mary and Westfield College London | Conditional Maximum Likelihood Estimation of Dynamic Panel Data Models |
| EC14 | August 29, 12:00-13:30 | Panel data: inference I | Franz | Palm | University of Maastricht | Testing for Serial Correlation Common Features in Panel Data Models |
| EC15 | August 29, 12:00-13:30 | Quantile regression and high breakdown point estimation | Franco | Peracchi | Tor Vergata University | On the Relationship Between Regression Quantiles and Conditional Distribution Functions |
| EC15 | August 29, 12:00-13:30 | Quantile regression and high breakdown point estimation | Bernd | Fitzenberger | University of Mannheim | Improving the Computation of Censored Quantile Regressions |
| EC15 | August 29, 12:00-13:30 | Quantile regression and high breakdown point estimation | Victoria | Zinde-Walsh | McGill University | Asymptotic Theory for some High Breakdown Point Estimators via Generalized Functions |
| EC16 | August 29, 12:00-13:30 | Financial econometrics: volatility and risk | Paul | Kofman | University of New South Wales | Simultaneous Claims Analysis |
| EC16 | August 29, 12:00-13:30 | Financial econometrics: volatility and risk | Roman | Liesenfeld | University of Tübingen | A Generalised Bivariate Mixture Model for Stock Price Volatility and Trading Volume |
| EC16 | August 29, 12:00-13:30 | Financial econometrics: volatility and risk | Peter | Christoffersen | McGill University | Testing, Comparing, and Combining Value-at-Risk Measures |
| EC17 | August 29, 12:00-13:30 | Investment and financial policy | Bengt | Assarsson | Sveriges Riksbank | Investment in Swedish Manufacturing: Analysis and Forecasts |
| EC17 | August 29, 12:00-13:30 | Investment and financial policy | Nicholas | Bloom | Institute for Fiscal Studies | Uncertainty, Irreversibility and Firm Level Investment Equations |
| EC17 | August 29, 12:00-13:30 | Investment and financial policy | Jean-Bernard | Chatelain | Banque de France | Exogeneity Tests in Investment Euler Equations Facing Various Financial Constraints |
| EC18 | August 29, 12:00-13:30 | Macroeconomics I | Johannes | Fedderke | University of the Witwatersrand | South African Capital Flows and Capital Flight over the 1960-95 period |
| EC18 | August 29, 12:00-13:30 | Macroeconomics I | Panicos | Demetriades | South Bank University | Unproductivity Credit and the South Korean Crisis |
| EC18 | August 29, 12:00-13:30 | Macroeconomics I | Raffaela | Giordano | Bank of Italy | Budget Deficits and Coalition Governments |
| EC19 | August 29, 12:00-13:30 | Inequality measurement | Christian | Schluter | University of Bristol | Welfare Measurement and Measurement Error |
| EC19 | August 29, 12:00-13:30 | Inequality measurement | Ilpo | Suoniemi | Labour Institute for Economic Research | Decompositions of the Gini and the Variation Coefficient by Population Groups and Income Sources |
| EC19 | August 29, 12:00-13:30 | Inequality measurement | Frank | Cowell | London School of Economics | Estimating Welfare Indices: Household Weights and Sample Design |
| EC20 | August 29, 12:00-13:30 | Panel data: Applications | Günter | Lang | University of Augsburg | Global Warming and German Agriculture: Impact Estimation Using a Restricted Profit Function |
| EC20 | August 29, 12:00-13:30 | Panel data: Applications | Josef | Perktold | University of Chicago | Panel Data Analysis of Household Brand Choices |
| EC20 | August 29, 12:00-13:30 | Panel data: Applications | Alban | Thomas | Université des Sciences Sociales de Toulouse | Estimation of Dynamic Panel Data Models with Time-Varying Individual Effects, with an Application to Residential Water Demand |
| EC21 | August 29, 12:00-13:30 | Search | Michael | Svarer Nielsen | University of Aarhus | An Estimable Equilibrium Search-Matching Model of the Labour Market |
| EC21 | August 29, 12:00-13:30 | Search | Aico | van Vuuren | Tinbergen Institute and Vrije Universiteit | Measuring the Equilibrium Effects of Unemployment Benefits Dispersion |
| EC21 | August 29, 12:00-13:30 | Search | Gary | Koop | University of Edinburgh | Bayesian Inference in Models Based on Equilibrium Search Theory |
| EC22 | August 29, 12:00-13:30 | Time preference / risk | James | Griffin | Texas A&M University | The Econometrics of Rational Addiction: The Case of Cigarettes |
| EC22 | August 29, 12:00-13:30 | Time preference / risk | Bas | Donkers | Tilburg University | Explaining Time Preference Anomalies: A Quantification |
| EC22 | August 29, 12:00-13:30 | Time preference / risk | Yoel | Haitovsky | The Hebrew University of Jerusalem | The Economics of Lotteries: The Optimal Lottery Tax |
| EC23 | August 29, 12:00-13:30 | Business cycles I | Richard | Paap | Erasmus University Rotterdam | Modeling Asymmetric Persistence over the Business Cycle |
| EC23 | August 29, 12:00-13:30 | Business cycles I | Zenon | Kontolemis | International Monetary Fund | Analysis of the Business Cycle with a Vector-Markov-Switching Model |
| EC23 | August 29, 12:00-13:30 | Business cycles I | Jesper | Lindé | Stockholm School of Economics | Testing for the Lucas Critique: A Quantitative Investigation |
| EC24 | August 29, 12:00-13:30 | Cointegration: Estimation and testing I | David | Harris | University of Melbourne | Stochastic Cointegration I: Estimation and Inference |
| EC24 | August 29, 12:00-13:30 | Cointegration: Estimation and testing I | Jan | Groen | Erasmus University Rotterdam | Likelihood-Based Panel Cointegration Analysis |
| EC24 | August 29, 12:00-13:30 | Cointegration: Estimation and testing I | Michael | Jansson | University of Aarhus | Point Optimal Invariant Tests of the Null Hypothesis of Cointegration |
| EC25 | August 29, 12:00-13:30 | Seasonality | Josu | Arteche | University of the Basque Country | New Techniques for the Analysis of Seasonal Long Memory: The Case of Spanish Inflation |
| EC25 | August 29, 12:00-13:30 | Seasonality | Paulo | Rodrigues | University of Algarve | Near Seasonal Integration |
| EC25 | August 29, 12:00-13:30 | Seasonality | Gianluca | Cubadda | Istituto Nazionale di Statistica | Seasonality, Productivity Shocks and Sectoral Comovements in a Real Business Cycle Model for Italy |
| EC26 | August 29, 15:00-16:30 | Model selection and evaluation | Grayham | Mizon | Southampton University & European University Institute | On Selecting Policy Analysis Models by Forescast Accuracy |
| EC26 | August 29, 15:00-16:30 | Model selection and evaluation | Frank | Schorfheide | University of Pennsylvania | A Unified Econometric Framework for the Evaluation of DSGE Models |
| EC26 | August 29, 15:00-16:30 | Model selection and evaluation | Svend | Hylleberg | University of Aarhus | Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance |
| EC27 | August 29, 15:00-16:30 | Panel data: inference II | Badi | Baltagi | Texas A&M University | The Unbalanced Nested Error Component Regression Model |
| EC27 | August 29, 15:00-16:30 | Panel data: inference II | Bernard | Lejeune | University of Liège | A Distribution-free Joint Test for Random Individual Effects and Heteroscedasticity Allowing for Incomplete Panels |
| EC27 | August 29, 15:00-16:30 | Panel data: inference II | François | Laisney | Université Louis Pasteur and ZEW Mannheim | Almost Consisitent Estimation of Panel Probit Models with Fixed Effects |
| EC28 | August 29, 15:00-16:30 | Financial econometrics: cost of capital and returns | Ralf | Runde | University of Dortmund | On the Existence of Moments - With an Application to German Stock Returns |
| EC28 | August 29, 15:00-16:30 | Financial econometrics: cost of capital and returns | Olivier | Allais | Université de Paris I Panthéon-Sorbonne | The Equity Premium Puzzle: An Evaluation of the French Case |
| EC28 | August 29, 15:00-16:30 | Financial econometrics: cost of capital and returns | Mathijs | van Dijk | Maastricht University | The Cost of Capital in International Financial Markets: Local versus Global Beta |
| EC29 | August 29, 15:00-16:30 | Macroeconomics II | Annette | Conzelmann | Universität Basel | The Influence of Constitutional Settings and Operating Procedures of Monetary Policy on the Term Structure |
| EC29 | August 29, 15:00-16:30 | Macroeconomics II | Marianne | Nessén | Sveriges Riksbank | World-Wide Purchasing Power Parity |
| EC29 | August 29, 15:00-16:30 | Macroeconomics II | Silvia | Marchesi | University of Warwick | Adoption of an IMF Programme and Debt Rescheduling. An Empirical Test of their Relationship |
| EC30 | August 29, 15:00-16:30 | Experimental economics | Simon | Peters | University of Manchester | Testing for the Presence of a Tremble in Binary Data Models |
| EC30 | August 29, 15:00-16:30 | Experimental economics | Philippe | Février | CREST | A Study of Consumer Behavior Using Laboratory Data |
| EC30 | August 29, 15:00-16:30 | Experimental economics | Peter | Moffatt | University of East Anglia | Modelling the Role of Experience in Choice over Lotteries: A Microeconometric Analysis |
| EC31 | August 29, 15:00-16:30 | Inequality and distribution | Eric | Gould | Hebrew University of Jerusalem | The Retail Price of Inequality |
| EC31 | August 29, 15:00-16:30 | Inequality and distribution | Christian | Kleiber | Universität Dortmund | Tail Dominance of Income Distributions |
| EC31 | August 29, 15:00-16:30 | Inequality and distribution | Rosalia | Vazquez-Alvarez | Tilburg University | Bounding the Distribution of Wealth with three Levels of Response |
| EC32 | August 29, 15:00-16:30 | Market structure and prices | Rafael | Macatangay | University of Manchester | Space-Time Collusion in Wholesale Electricity Markets of England and Wales |
| EC32 | August 29, 15:00-16:30 | Market structure and prices | Niklas | Arvidsson | Stockholm School of Economics | Price Adjustments in an Economic Downturn |
| EC32 | August 29, 15:00-16:30 | Market structure and prices | Fidel | Castro-Rodriguez | Universidade de Vigo | Seeking 0īs desperately: estimating the distribution of consumers under increasing block rates |
| EC33 | August 29, 15:00-16:30 | Wages and labor turnover | Adriana | Kugler | Universitat Pompeu Fabra | The Impact of Firing Costs on Worker Turnover: Evidence from a "Quasi-Experiment" |
| EC33 | August 29, 15:00-16:30 | Wages and labor turnover | Giovanni | Bruno | Università Commerciale Luigi Bocconi | Intertemporal Duality in an Efficiency Wage Model with Adjustment Costs: The Theory and an Application to a Panel of U.K. Firms |
| EC33 | August 29, 15:00-16:30 | Wages and labor turnover | Niels | Westergaard-Nielsen | Centre for Labour Market and Social Research | Three Elements of Personnel Policy: Worker Flows, Retention and Pay |
| EC34 | August 29, 15:00-16:30 | Cointegrated VAR models | Antti | Ripatti | Bank of Finland | Cointegrated Vector Autoregressive Processes with Continuous Structural Changes |
| EC34 | August 29, 15:00-16:30 | Cointegrated VAR models | Martin | Wagner | Institute for Advanced Studies - Vienna | VAR Cointegration in VARMA Models |
| EC34 | August 29, 15:00-16:30 | Cointegrated VAR models | Cheng | Hsiao | University of Southern California | Identification and Dichotomization of Long- and Short- Run Relations of Cointegrated Vector Autoregressive Models |
| EC35 | August 29, 15:00-16:30 | Nonlinear time series: theory | Serge | Darolles | CREST | Kernel Based Nonlinear Canonical Analysis |
| EC35 | August 29, 15:00-16:30 | Nonlinear time series: theory | Rolf | Tschernig | Humbolt University | Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models |
| EC35 | August 29, 15:00-16:30 | Nonlinear time series: theory | Javier | Hidalgo | London School of Economics | Prediction of Strong Dependent Processes in the Frequency Domain with Application to Signal Extraction |
| EC36 | August 29, 15:00-16:30 | Structural breaks I | Fabio | Busetti | London School of Economics | Testing for the Presence of a Random Walk in Series with Structural Breaks |
| EC36 | August 29, 15:00-16:30 | Structural breaks I | Filippo | Altissimo | Bank of Italy | A Simple Almost Sure Rule for Detecting the Number of Breaks in a Time Series |
| EC36 | August 29, 15:00-16:30 | Structural breaks I | David | Hendry | Nuffield College | On Detectable and Non-detectable Structural Change |
| EC37 | August 29, 15:00-16:30 | Unit root tests I | Junsoo | Lee | University of Central Florida | Minimum LM Unit Root Tests |
| EC37 | August 29, 15:00-16:30 | Unit root tests I | Peter | Lildholdt | University of Aarhus | On the Sizes and Local Power Functions of Tests for Double Unit Roots |
| EC37 | August 29, 15:00-16:30 | Unit root tests I | Miguel | Arranz | Universidad Carlos III de Madrid | Unit Root Test on the Trend Component Are Robust to Additive Outliers |
| EC38 | August 30, 09:30-11:30 | Econometric methodology | Jan | Magnus | CentER, Tilburg University | The Traditional Pretest Estimator |
| EC38 | August 30, 09:30-11:30 | Econometric methodology | Gianluigi | Rech | Stockholm School of Economics | A Simple Variable Selection Technique for Nonlinear Models |
| EC38 | August 30, 09:30-11:30 | Econometric methodology | Aris | Spanos | University of Cyprus | The Problem of Multicollinearity Revisited: Statistical Parameterisations vs Ceteris Paribus Clauses |
| EC38 | August 30, 09:30-11:30 | Econometric methodology | Herman | Bierens | Pennsylvania State University | The Econometric Consequences of the Ceteris Paribus Condition in Economic Theory |
| EC39 | August 30, 09:30-11:30 | Semi- and non-parametric methods: dynamic models | Thanasis | Stengos | University of Cyprus | Testing Serial Correlation in Semiparametric Time Series Models |
| EC39 | August 30, 09:30-11:30 | Semi- and non-parametric methods: dynamic models | Carlos | Velasco | Universidad Carlos III de Madrid | Gaussian Semiparametric Estimation of Fractional Cointegration |
| EC39 | August 30, 09:30-11:30 | Semi- and non-parametric methods: dynamic models | Mario | Fernández | Universidad de A Coruña | A New Class of Local Polynomial Regression Smoothers with AR-Error Structure |
| EC39 | August 30, 09:30-11:30 | Semi- and non-parametric methods: dynamic models | Douglas | Hodgson | Universty of Rochester | Efficient Semiparametric Estimation of Dynamic Nonlinear Systems under Elliptical Symmetry |
| EC40 | August 30, 09:30-11:30 | Specification tests / measurement error | Lynda | Khalaf | GREEN, Université Laval | Monte Carlo Homoskedasticity Tests |
| EC40 | August 30, 09:30-11:30 | Specification tests / measurement error | José | Passos | ISEG-Universidade Técnica de Lisboa | Heteroscedasticity and Autocorrelation Consistent Covariance Matrix Estimator with Improved Finite-Sample Properties |
| EC40 | August 30, 09:30-11:30 | Specification tests / measurement error | Hans | Schneeweiss | University of Munich | A Small Sample Estimator for a Polynomial Regression with Errors in the Variables |
| EC40 | August 30, 09:30-11:30 | Specification tests / measurement error | João | Santos Silva | Universidade Técnica de Lisboa | Glejser's Test Revisited |
| EC41 | August 30, 09:30-11:30 | Financial econometrics: term structure | Michel | Lubrano | GREQAM-CNRS and CORE | Bayesian Non Linear Modellings of the Short Term US Interest Rate |
| EC41 | August 30, 09:30-11:30 | Financial econometrics: term structure | Manuel | Moreno | Universitat Pompeu Fabra | A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates |
| EC41 | August 30, 09:30-11:30 | Financial econometrics: term structure | Peter | Schotman | Maastricht University | Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models |
| EC41 | August 30, 09:30-11:30 | Financial econometrics: term structure | Peter | Spencer | Birkbeck College | Rival Models of the Term Structure: Non-Nested Tests for the US Treasury Market 1982-92 |
| EC42 | August 30, 09:30-11:30 | Banks and credit markets | Sergio | Schmukler | The World Bank | Do Depositors Punish Banks for "Bad" Behavior?: Examining Market Discipline in Argentina, Chile, and Mexico |
| EC42 | August 30, 09:30-11:30 | Banks and credit markets | Tor | Jacobson | Sveriges Riksbank | Bank Lending Policy, Credit Scoring and Value at Risk |
| EC42 | August 30, 09:30-11:30 | Banks and credit markets | Sophie | Larribeau | University of Cergy-Pontoise | A Structural Model of Discrimination in Mortgage Lending, with some Evidence on Neutral Ground |
| EC42 | August 30, 09:30-11:30 | Banks and credit markets | Juan | Reboredo | Universidade de Santiago de Compostela | A Markov Model for Risk Evaluation in Banking |
| EC43 | August 30, 09:30-11:30 | Growth and convergence | Werner | Smolny | University of Konstanz | Post-war Growth, Productivity Convergence, and Reconstruction: A Theoretical and Empirical Investigation |
| EC43 | August 30, 09:30-11:30 | Growth and convergence | Abdulnasser | Hatemi-J | Lund University | Time-Series Support for Balassa's Export-Led Growth Hypothesis: Further Evidence |
| EC43 | August 30, 09:30-11:30 | Growth and convergence | Joseph | Pearlman | London Guildhall University | Twin Peaks - A Reassessment |
| EC43 | August 30, 09:30-11:30 | Growth and convergence | Jens | Wächter | ZEI Bonn | Productivity Convergence and Catch-up in the Manufacturing Sector |
| EC44 | August 30, 09:30-11:30 | Income and poverty dynamics | Eswar | Prasad | Research Department, IMF | Consumption and Income Inequality in Poland during the Economic Transition |
| EC44 | August 30, 09:30-11:30 | Income and poverty dynamics | Peter | Steiner | University of Berne | Evaluating Theories of Income Dynamics: A Probabilistic Approach |
| EC44 | August 30, 09:30-11:30 | Income and poverty dynamics | Georges | Heinrich | Heriot-Watt University | Does (Event) History matter? A Spell based Approach to Poverty Dynamics |
| EC44 | August 30, 09:30-11:30 | Income and poverty dynamics | Gordon | Anderson | University of Toronto | Poverty in America 1979-1990: Who Did Gain Ground? |
| EC45 | August 30, 09:30-11:30 | Productivity and efficiency measurement | Christopher | Cornwell | University of Georgia | Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation vs. DEA |
| EC45 | August 30, 09:30-11:30 | Productivity and efficiency measurement | Rien | Wagenvoort | European Investment Bank | The Recursive Thick Frontier Approach to Estimating Efficiency |
| EC45 | August 30, 09:30-11:30 | Productivity and efficiency measurement | Luis | Murillo-Zamorano | University of Extremadura | The Measurement of Productive Efficiency in the Industrial Sector. A Methodological Analysis of Parametric and Non Parametric Techniques |
| EC45 | August 30, 09:30-11:30 | Productivity and efficiency measurement | Xosé | Rodríguez | Universidad de Santiago de Compostela | A Proposal for Decomposing and Adjustiing the Conventional Divisia Index for the Measure of Productivity |
| EC46 | August 30, 09:30-11:30 | Returns to schooling | Jörgen | Hansen | Concordia University | Household Characteristics, Ability and Education: Evidence from a Dynamic Expected Utility Model |
| EC46 | August 30, 09:30-11:30 | Returns to schooling | Dean | Jolliffe | Charles University | Whose Education Matters in the Determination of Household Income: Evidence from a Developing Country |
| EC46 | August 30, 09:30-11:30 | Returns to schooling | Jörn-Steffen | Pischke | M.I.T. | Does Shorter Schooling Hurt School Performance and Earnings? Evidence from the German Short School Years |
| EC46 | August 30, 09:30-11:30 | Returns to schooling | Enrico | Moretti | University of California Berkeley | Social Returns to Education and Human Capital Externalities: Evidence from Cities |
| EC47 | August 30, 09:30-11:30 | Wages and employment I | Juhana | Vartiainen | Labour Institute for Economic Research | Job Assignment and the Gender Wage Differential: Evidence on Finish Metalworkers |
| EC47 | August 30, 09:30-11:30 | Wages and employment I | Aurora | Galego | Universidade de Évora | An Empirical Analysis of the Transitions Into and Out of Self-Employment in Portugal |
| EC47 | August 30, 09:30-11:30 | Wages and employment I | Kaare | Johansen | Norwegian University of Science and Technology | Nonlinear Wage Responses to Internal and External Factors |
| EC47 | August 30, 09:30-11:30 | Wages and employment I | David | Margolis | University of Paris | Worker Displacement in France |
| EC48 | August 30, 09:30-11:30 | Contributed papers in honour of Clive Granger: I | Mark | Watson | Princeton University | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
| EC48 | August 30, 09:30-11:30 | Contributed papers in honour of Clive Granger: I | Kenneth | Wallis | University of Warwick | Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters |
| EC48 | August 30, 09:30-11:30 | Contributed papers in honour of Clive Granger: I | Helmut | Lütkepohl | Humboldt University | Order Selection in Testing for Cointegrating Rank of a VAR Process |
| EC48 | August 30, 09:30-11:30 | Contributed papers in honour of Clive Granger: I | David | Hendry | Nuffield College | The Pervasiveness of Granger Causality in Econometrics |
| EC49 | August 30, 09:30-11:30 | Stochastic volatility | Wolfgang | Härdle | Humboldt-Universität zu Berlin | Adaptive Estimation of a Stochastic Volatility Model |
| EC49 | August 30, 09:30-11:30 | Stochastic volatility | Pieter | van der Sluis | CentER, Tilburg University | Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection |
| EC49 | August 30, 09:30-11:30 | Stochastic volatility | George | Jiang | University of Groningen | Efficient Estimation of the Continuous Time Stochastic Volatility Model via the Empirical Characteristic Function |
| EC49 | August 30, 09:30-11:30 | Stochastic volatility | Peter | Boswijk | University of Amsterdam | Some Distribution Theory for Stochastic Volatility Models |
| EC50 | August 30, 15:00-16:30 | Bootstrap methods: time series | Alexander | Benkwitz | Humboldt-Universität | Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems |
| EC50 | August 30, 15:00-16:30 | Bootstrap methods: time series | Nikolay | Gospodinov | Boston College | Bootstrap-Based Inference in Models with a Large Moving Average Component |
| EC50 | August 30, 15:00-16:30 | Bootstrap methods: time series | John | Nankervis | University of Surrey | Testing for Autocorrelation in the Presence of Statistical Independence: The Bootstrap and Alternatives |
| EC51 | August 30, 15:00-16:30 | Hypothesis tests II | Marine | Carrasco | CREST, INSEE | Chi-square Tests when a Nuisance Parameter is Present only under the Alternative |
| EC51 | August 30, 15:00-16:30 | Hypothesis tests II | Richard | Kleijn | Erasmus University Rotterdam | The Bayesian Score Statistic |
| EC51 | August 30, 15:00-16:30 | Hypothesis tests II | Rodney | Strachan | Monash University | Bayesian Trace Statistics for the Reduced Rank Regression Model |
| EC52 | August 30, 15:00-16:30 | Financial econometrics: high frequency data and diffusions | Ola | Elerian | Nuffield College | Likelihood Inference for Discretely Observed Non-Linear Diffusions |
| EC52 | August 30, 15:00-16:30 | Financial econometrics: high frequency data and diffusions | Joachim | Grammig | Johann Wolfgang Goethe-University Frankfurt | Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes |
| EC52 | August 30, 15:00-16:30 | Financial econometrics: high frequency data and diffusions | Timo | Teräsvirta | Stockholm School of Economics | Modelling Economic High-Freqency Time Series with STAR-STGARCH Models |
| EC53 | August 30, 15:00-16:30 | Aggregation | Gabriel | Talmain | University of York | Aggregation and Persistence in a Macromodel |
| EC53 | August 30, 15:00-16:30 | Aggregation | Attila | Rátfai | University of Michigan | Linking Individual and Aggregate Price Changes |
| EC53 | August 30, 15:00-16:30 | Aggregation | Antoni | Espasa | Universidad Carlos III de Madrid | Modelling Inflation: Experience with US and Spanish Data |
| EC54 | August 30, 15:00-16:30 | Money and interest rates | Elena | Bogatcheva | Center for Economic Research & Graduate Education (CERGE) | A General Equilibrium Model of Demand for Money in an Economy with Costly Credit |
| EC54 | August 30, 15:00-16:30 | Money and interest rates | Luca | Fanelli | University of Bologna | New Evidence on the Credit Channel of Monetary Policy in Italy |
| EC54 | August 30, 15:00-16:30 | Money and interest rates | Mariam | Camarero | University Jaume I | Who is Ruling Europe? Empirical Evidence on the German Dominance Hypothesis |
| EC55 | August 30, 15:00-16:30 | Auctions and games | Costin | Protopopescu | GREQAM and Université de la Meditéranée | Functional Estmation of the Equilibrium of a Stochastic game in the Context of Incomplete Information |
| EC55 | August 30, 15:00-16:30 | Auctions and games | Bas | van der Klaauw | Free University | Structural Empirical Analysis of Dutch Flower Auctions and Minimum Prices |
| EC55 | August 30, 15:00-16:30 | Auctions and games | Quang | Vuong | University of Southern California | Asymmetry and Joint Bidding in OCS Wildcat Auctions |
| EC56 | August 30, 15:00-16:30 | Migration / spatial econometrics | Stefan | Klotz | University of Konstanz | Estimating Discrete Choice Decisions with Neighborhood Influence: An Analysis of Innovation Behaviour |
| EC56 | August 30, 15:00-16:30 | Migration / spatial econometrics | Esther | Vayá | University of Barcelona | Growth and Externalities Across Economies. An Empirical Analysis Uisng Spatial Econometrics |
| EC56 | August 30, 15:00-16:30 | Migration / spatial econometrics | Olympia | Bover | Bank of Spain | Learning About Migration Decisions from Migrants: An Exercise in Endogenous Sampling and Complementary Datasets |
| EC57 | August 30, 15:00-16:30 | Productivity and technological progress | Michael | Obersteiner | Institute for Advanced Studies, Vienna | Efficiency and Economies of Scale in Academic Knowledge Production |
| EC57 | August 30, 15:00-16:30 | Productivity and technological progress | Olivier | Cadot | INSEAD | Contribution to Productivity or Pork-Barrel? The two Faces of Infrastructure Investment |
| EC57 | August 30, 15:00-16:30 | Productivity and technological progress | Gerard H. | Kuper | University of Groningen | Asymetric Adaptations to Energy Price Changes: An Analysis of Substitutability and Technological Progress in the Duch Economy |
| EC58 | August 30, 15:00-16:30 | Wages and bargaining | Christopher | Flinn | Ney York University | Minimum Wage Effects on Labour Market Outcomes under Search with Bargaining |
| EC58 | August 30, 15:00-16:30 | Wages and bargaining | Rozenn | Desplatz | Université de Paris 1- Panthéon Sorbonne | Price Cost Margins, Scale Economies and Workers' Bargaining Power: Estimates from a Panel of French Manufacturing Firms |
| EC58 | August 30, 15:00-16:30 | Wages and bargaining | Bernd | Fitzenberger | University of Mannheim | Heterogeneous Labor in a Structural Empirical Model of Wage Bargaining in West Germany |
| EC59 | August 30, 15:00-16:30 | Contributed papers in honour of Clive Granger: II | Søren | Johansen | European University Institute | Granger's Representation Theorem and Multicointegration |
| EC59 | August 30, 15:00-16:30 | Contributed papers in honour of Clive Granger: II | Changli | He | Stockholm School of Economics | Statistical Properties of the Asymmetric Power ARCH Process |
| EC59 | August 30, 15:00-16:30 | Contributed papers in honour of Clive Granger: II | Katarina | Juselius | European University Institute | Price Convergence in the Medium and Long Run. An I(2) Analysis of six Price Indices |
| EC59 | August 30, 15:00-16:30 | Contributed papers in honour of Clive Granger: II | Robert | Engle | University of California at San Diego | A Long-Run and Short-Run Component Model of Stock Return Volatility |
| EC60 | August 30, 15:00-16:30 | Structural breaks II | Alain | Guay | Université du Québec du Montréal | EMM Simulated Score and Structural Change Tests |
| EC60 | August 30, 15:00-16:30 | Structural breaks II | Philippe | Andrade | Université de Paris X-Nanterre | Estimation of Long-run Relationships with Structural Breaks in a Multivariate Framework |
| EC60 | August 30, 15:00-16:30 | Structural breaks II | Simone | Grose | Monash University | Testing for a Structural Break in the Linear Model with Non-Stationary Regressors |
| EC61 | August 30, 15:00-16:30 | VAR models | Wolfgang | Polasek | University of Basel | Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M Model |
| EC61 | August 30, 15:00-16:30 | VAR models | João | Issler | Getulio Vargas Foundation, Rio de Janeiro | The Importance of Common Cyclical Features in VAR Analysis: A Monte Carlo Study |
| EC61 | August 30, 15:00-16:30 | VAR models | Heikki | Kauppi | University of Helsinki | On the Robustness of Hypothesis Testing Based on Fully Modified Vector Autoregression when Some Roots are Almost One |
| EC62 | August 31, 09:30-11:30 | Exact distributions and asymptotic approximations | Grant | Hillier | University of Southampton | The Density of a Quadratic Form in a Vector Uniformly Distributed on the n-Sphere |
| EC62 | August 31, 09:30-11:30 | Exact distributions and asymptotic approximations | Frank | Kleibergen | Erasmus University Rotterdam | An Alternative Approach for Constructing Small Sample and Limiting Distributions of Maximum Likelihood Estimators |
| EC62 | August 31, 09:30-11:30 | Exact distributions and asymptotic approximations | Montezuma | Dumangane | University of Bristol | Duration Response Measurement Error |
| EC62 | August 31, 09:30-11:30 | Exact distributions and asymptotic approximations | Garry | Phillips | University of Exeter | The Effectiveness of Bias Correction for Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models |
| EC63 | August 31, 09:30-11:30 | Indirect and simulation inference | Ramdan | Dridi | London School of Economics | Simulated Asymptotic Least Squares Theory |
| EC63 | August 31, 09:30-11:30 | Indirect and simulation inference | Carla | Rampichini | Università di Firenze | Alternative Simulation-Based Estimators of Logit Models with Random Effects |
| EC63 | August 31, 09:30-11:30 | Indirect and simulation inference | Vassilis | Hajivassiliou | London School of Economics | Low Discrepancy Simulation: Sobol Numbers and Generalized Fauré Sequences for Multivariate Normal Rectangle Probabilities |
| EC63 | August 31, 09:30-11:30 | Indirect and simulation inference | Enrique | Sentana | CEMFI | Constrained EMM Estimation |
| EC64 | August 31, 09:30-11:30 | Panel data: inference III | Kaddour | Hadri | City University | Testing for Stationarity in Heterogenous Panel Data |
| EC64 | August 31, 09:30-11:30 | Panel data: inference III | Matteo | Ciccarelli | Universitat Pompeu Fabra | Bayesian Estimation, Inference and Forecasting in VAR Models with Panel Data |
| EC64 | August 31, 09:30-11:30 | Panel data: inference III | Johan | Lyhagen | Stockholm School of Economics | Likelihood-based Cointegration Tests for Heterogenous Panels |
| EC64 | August 31, 09:30-11:30 | Panel data: inference III | Arvid | Raknerud | University of Oslo | Maximum Likelihood Estimation of VAR Models for Panel Data with Dynamic Latent Components |
| EC65 | August 31, 09:30-11:30 | International finance | Angel | Ubide | International Monetary Fund | Crises, Contagion and the Closed-end Country Fund Puzzle |
| EC65 | August 31, 09:30-11:30 | International finance | Helmut | Herwartz | Humboldt-University Berlin | Dynamic Relationships Between International Bond Markets |
| EC65 | August 31, 09:30-11:30 | International finance | Elena | Andreou | University of Manchester | Testing the International Linkages among Stock Market Returns |
| EC65 | August 31, 09:30-11:30 | International finance | Ignacio | Palacios-Huerta | Brown University | The Human Capital of Stockholders and the International Diversification Puzzle |
| EC66 | August 31, 09:30-11:30 | Growth convergence and integration | Dimitrios | Malliaropulos | National Bank of Greece | EMU and European Stock Market Integration |
| EC66 | August 31, 09:30-11:30 | Growth convergence and integration | Sugata | Ghosh | Cardiff Business School | Regional Inequality, Output Taxes and Growth in India: Theory and Evidence |
| EC66 | August 31, 09:30-11:30 | Growth convergence and integration | Etsuro | Shioji | Yokohama National University | Public Capital and Regional Output Dynamics: A US-Japan Comparison |
| EC66 | August 31, 09:30-11:30 | Growth convergence and integration | Zinan | Liu | London Guildhall University | Openness, Convergence and Growth Towards the Global Frontier of Technology: Evidence from OECD Manufacturing Industries |
| EC67 | August 31, 09:30-11:30 | Wages and employment II | Pierre-Yves | Henin | Université de Paris I | Testing for Hysteresis: Unemployment Persistence and Wage Adjustment |
| EC67 | August 31, 09:30-11:30 | Wages and employment II | Jens D.J. | Larsen | Bank of England | Estimating an Efficiency Wage Model |
| EC67 | August 31, 09:30-11:30 | Wages and employment II | Cenk Gökçe | Adas | Efficiency Wages, Productivity Unemployment and Labour-Unrest Index in the Turkish Manufactoring Sector | |
| EC67 | August 31, 09:30-11:30 | Wages and employment II | Marco | Manacorda | University of California Berkeley | Regional Imbalances and Aggregate Performance in a Leading Sector Model of the Labour Market: An Analysis on Italian Data, 1977-1991 |
| EC68 | August 31, 09:30-11:30 | Household behaviour | Alan | Duncan | University of York | Household Labour Supply, Childcare Costs and In-Work Benefits: Modelling the Impact of the Working Families Tax Credit in the U.K. |
| EC68 | August 31, 09:30-11:30 | Household behaviour | Olivier | Donni | DELTA | The Incidence of Income Taxation: A Collective Model and some Evidence from French Data |
| EC68 | August 31, 09:30-11:30 | Household behaviour | Stefan | Dercon | Oxford and Katholieke Universiteit Leuven | In Sickness and in Health... Risk Sharing within Households in Rural Ethiopia |
| EC68 | August 31, 09:30-11:30 | Household behaviour | Daniela | del Boca | New York University | Visitations and Transfers in Non-Intact Households |
| EC69 | August 31, 09:30-11:30 | Innovation and R&D II | Duncan | McVicar | University of Southampton | Knowledge Spillovers, Trade and Foreign Direct Investment in UK Manufacturing |
| EC69 | August 31, 09:30-11:30 | Innovation and R&D II | Nigel | Pain | National Institute of Economic and Social Research | Inward Investment and Technical Progress in The United Kingdom |
| EC69 | August 31, 09:30-11:30 | Innovation and R&D II | Hans | van Ophem | Institute of Acturial Science and Econometrics | Patents and R&D: Taking Account of Endogeneity |
| EC69 | August 31, 09:30-11:30 | Innovation and R&D II | Bronwyn | Hall | Oxford University and UC Berkeley | Investment and R&D in France and the U.S. |
| EC70 | August 31, 09:30-11:30 | Labour supply | Arie | Kapteyn | CentER, Tilburg University | The Myth of Worksharing |
| EC70 | August 31, 09:30-11:30 | Labour supply | Hugo | Benitez-Silva | Yale University | Micro Determinants of Labor Force Status Among Older Americans |
| EC70 | August 31, 09:30-11:30 | Labour supply | Sonia | Bhalotra | University of Bristol | Is Child Work Necessary? |
| EC70 | August 31, 09:30-11:30 | Labour supply | Bernard | Salanié | INSEE | Breaking Down Female Non-employment in France |
| EC71 | August 31, 09:30-11:30 | Forecasting | Michael | Clements | University of Warwick | Forecasting with Difference-stationary and Trend-stationary Models |
| EC71 | August 31, 09:30-11:30 | Forecasting | Prasad | Bidarkota | La Trobe University | Alternate Regime Switching Models for Forecasting Inflation |
| EC71 | August 31, 09:30-11:30 | Forecasting | Spyros | Skouras | European University Institute | Risk Neutral Forecasting |
| EC71 | August 31, 09:30-11:30 | Forecasting | Denise | Osborn | University of Manchester | Leading Indicators, Nonlinear Models and Forecasts for UK Macroeconomic Variables |
| EC72 | August 31, 09:30-11:30 | Fractional integration and cointegration | Laura | Mayoral | Universidad Carlos III de Madrid | A Fractional Dickey-Fuller Test |
| EC72 | August 31, 09:30-11:30 | Fractional integration and cointegration | Marius | Ooms | Erasmus University Rotterdam | Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with Application to US and UK Inflation |
| EC72 | August 31, 09:30-11:30 | Fractional integration and cointegration | Escribano | Alvaro | Universidad Carlos III de Madrid | A New Instrumental Variable Approach for Estimation and Testing in Fractional Cointegrating Regressions |
| EC72 | August 31, 09:30-11:30 | Fractional integration and cointegration | Walter | Krämer | Universität Dortmund | The Power of Residual-Based Tests for Cointegration when Residuals Are Fractionally Integrated |
| EC73 | August 31, 09:30-11:30 | Threshold models | Robert-Paul | Berben | University of Nijmegen | Unit Root Tests and Asymmetric Adjustment |
| EC73 | August 31, 09:30-11:30 | Threshold models | Markku | Lanne | University of Helsinki | Threshold Autoregressions for Strongly Autocorrelated Time Series |
| EC73 | August 31, 09:30-11:30 | Threshold models | Ana-Maria | Fuertes | London Guildhall University | Asymmetric Adjustment of Real Interest Rates: The Fisher Relation Revisited |
| EC73 | August 31, 09:30-11:30 | Threshold models | Raquel | Montesinos | Universidad Carlos III de Madrid | Threshold Stochastic Unit Root Models |
| EC74 | August 31, 09:30-11:30 | Unit root tests II | Christian | Müller | Humboldt University | Unit Root Tests for Time Series with a Structural Break When the Break point is Known |
| EC74 | August 31, 09:30-11:30 | Unit root tests II | Michael | Wolf | Universidad Carlos III de Madrid | Subsampling Confidence Intervals for the Autoregressive Root |
| EC74 | August 31, 09:30-11:30 | Unit root tests II | Bent | Nielsen | Nuffield College | The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes |
| EC74 | August 31, 09:30-11:30 | Unit root tests II | Ulrich | Müller | University of St.Gallen | Nearly Efficient Unit Root Tests when the Alternative is Stationary |
| EC75 | September 1, 09:30-11:30 | Inference: asymptotic approximations | Richard | Smith | University of Bristol | Asymptotic Approximations to the Distribution of Conditional Moment Test Statistics in a Likeklihood Framework |
| EC75 | September 1, 09:30-11:30 | Inference: asymptotic approximations | Patrick | Marsh | University of York | Direct Density Approximations |
| EC75 | September 1, 09:30-11:30 | Inference: asymptotic approximations | Rolf | Larsson | Stockholm University | The Order of the Asymptotic Error Term for Moments of the Log Likelihood Ratio Test for Cointegration |
| EC75 | September 1, 09:30-11:30 | Inference: asymptotic approximations | Offer | Lieberman | Technion-Israel Institute of Technology | Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary Gaussian Strongly Dependent Process |
| EC76 | September 1, 09:30-11:30 | Non- and semi-parametric methods | Pascal | Lavergne | INRA-ESR | Minimax rates for nonparametric specification testing in regression models |
| EC76 | September 1, 09:30-11:30 | Non- and semi-parametric methods | Songnian | Chen | Hong Kong University of Science and Technology | Rank Estimation of Transformation |
| EC76 | September 1, 09:30-11:30 | Non- and semi-parametric methods | Pedro | Delicado | Universidad Pompeu Fabra | Another Look at Principal Curves and Surfaces |
| EC76 | September 1, 09:30-11:30 | Non- and semi-parametric methods | Eric | Renault | CREST-ENSAI | Nonparametric Instrumental Regression |
| EC77 | September 1, 09:30-11:30 | Semiparametric methods: microeconometrics | Stefan | Sperlich | Universidad Carlos III de Madrid | Semiparametric Three Step Estimation Methods in Labor Supply Models |
| EC77 | September 1, 09:30-11:30 | Semiparametric methods: microeconometrics | Shakeeb | Khan | University of Rochester | Root-n Consistent Estimation of Heteroscedastic Ordered Response Models |
| EC77 | September 1, 09:30-11:30 | Semiparametric methods: microeconometrics | María | Rochina-Barrachina | University College London and Universidad de Valencia | New Semiparametric Pairwise Difference Estimators for Panel Data |
| EC77 | September 1, 09:30-11:30 | Semiparametric methods: microeconometrics | Tue | Gørgens | University of New South Wales | Semiparametric Estimation of Single-Index Transition Intensities |
| EC78 | September 1, 09:30-11:30 | Financial econometrics: trading and exchanges | Anthony | Hall | University of Technology | Limits to Linear Price Behaviour: Target Zones for Futures Regulated by Price Limits |
| EC78 | September 1, 09:30-11:30 | Financial econometrics: trading and exchanges | Dick | van Dijk | Erasmus University Rotterdam | SETS, Arbitrage Activity, and Stock Price Dynamics |
| EC78 | September 1, 09:30-11:30 | Financial econometrics: trading and exchanges | David | Veredas | CORE | The Stochastic Conditional Duration Model: A Latent Factor Model for the Analysis of Financial Durations |
| EC78 | September 1, 09:30-11:30 | Financial econometrics: trading and exchanges | Ian | Tonks | University of Bristol | Measuring Microstructure Effects in Less-Liquid Stocks on the London Stock Exchange |
| EC79 | September 1, 09:30-11:30 | Exchange rates | Georgios | Kouretas | University of Crete | The Monetary Model in the Presence of I(2) Components: Long-Run Relationships, Short-Run Dynamics and Forecasting of the Greek Drachma |
| EC79 | September 1, 09:30-11:30 | Exchange rates | Chor-yiu | Sin | City University of Hong Kong | The Robustness of Hong Kong Linked Exchange Rate System as a Currency Board Arrangement |
| EC79 | September 1, 09:30-11:30 | Exchange rates | Giuseppe | De Arcangelis | Universitá di Bari | Economic Interdependence Across the Atlantic: European or Dollar |
| EC79 | September 1, 09:30-11:30 | Exchange rates | Philip | Marey | Maastricht University | Chartists and Fundamentalists: Evidence from an Artificial Foreign Exchange Market |
| EC80 | September 1, 09:30-11:30 | Count and binary data | Kurt | Brännäs | Umeå University | A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels |
| EC80 | September 1, 09:30-11:30 | Count and binary data | Rainer | Winkelmann | University of Canterbury | Bayesian Analysis of Multivariate Count Data |
| EC80 | September 1, 09:30-11:30 | Count and binary data | Jochen | Mayer | University of Munchen | Fertility Assimilation of Immigrants: A Varying Coefficient Count Data Model |
| EC80 | September 1, 09:30-11:30 | Count and binary data | Mars | Cramer | Tinbergen Institute | Logit Analysis of Rare Attributes: Adding a Variable Upper Limit for Greater Flexibility |
| EC81 | September 1, 09:30-11:30 | Human capital and labour markets | Martin | Fournier | CERDI, CREST-INSEE & DELTA | Female Labor Supply: In the Course of Taiwan's Development, 1979-1994 |
| EC81 | September 1, 09:30-11:30 | Human capital and labour markets | Pantelis | Kalaitzidakis | University of Cyprus | Measures of Human Capital and Nonlinearities in Economic Growth |
| EC81 | September 1, 09:30-11:30 | Human capital and labour markets | Christiane | Schäper | University of Hamburg | Does Education Policy Influence Income Distribution and Economic Growth? An Empirical Analysis |
| EC81 | September 1, 09:30-11:30 | Human capital and labour markets | Francesca | Fabbri | University College London | Language Proficiency and Labour Market Performance of Immigrants in the U.K. |
| EC82 | September 1, 09:30-11:30 | Labour demand | Pieter | Gautier | Tinbergen Institute Amsterdam | Worker Turnover at the Firm Level and Crowding Out of Lower Educated Workers |
| EC82 | September 1, 09:30-11:30 | Labour demand | Thierry | Debrand | Université Panthéon-Assas Paris 2 | Relations between Labour Demand and Working Time: A study of effectiveness of working time |
| EC82 | September 1, 09:30-11:30 | Labour demand | Oivind | Nilsen | University of Bergen | Investment or Production Factors: Alternative Explanation of the Demand for Young Workers in Norway |
| EC82 | September 1, 09:30-11:30 | Labour demand | Corinne | Perraudin | Université d'Evry-Val-d'Essone, Université Paris I and CREST | Labour Demand and Asymmetric Adjustment Costs: A Comparison of the French and the American Cases |
| EC83 | September 1, 09:30-11:30 | Matching | George | Sheldon | University of Basle | The Efficiency of Public Employment Services: A Nonparametric Matching Function Analysis for Switzerland |
| EC83 | September 1, 09:30-11:30 | Matching | F. | Mihoubi | Université D'Artois | Estimating the Mortensen & Pissarides Model with Indirect Inference Methods |
| EC83 | September 1, 09:30-11:30 | Matching | Matthew | Shum | University of Toronto | An Empirical Matching Model of Pharmaceutical Demand |
| EC83 | September 1, 09:30-11:30 | Matching | Markus | Frölich | University of St. Gallen | Bivariate Index Estimator for Evaluation |
| EC84 | September 1, 09:30-11:30 | GARCH models | Stefan | Lundbergh | Stockholm School of Economics | Evaluating GARCH Models |
| EC84 | September 1, 09:30-11:30 | GARCH models | Paolo | Zaffaroni | Banca d'Italia | Contemporaneous Aggregation of GARCH Processes |
| EC84 | September 1, 09:30-11:30 | GARCH models | Ruhi | Tuncer | Galatasaray University | Convergence in Probability of the Maximum Likelihood Estimators of a Multivariate ARMA Model with GARCH(1,1) Errors |
| EC84 | September 1, 09:30-11:30 | GARCH models | Anders | Rahbek | University of Copenhagen | Stationarity and Asymptotics of Multivariate ARCH Time Series with an Application to Robustness of Cointegration Analysis |
| EC85 | September 1, 09:30-11:30 | Markov regime switching models: applications | Bertrand | Candelon | Humboldt Universität zu Berlin and Université Catholique de Louvain | Determining a Credible OCA: A Markov Switching VAR Analysis |
| EC85 | September 1, 09:30-11:30 | Markov regime switching models: applications | Giampiero | Gallo | Università di Firenze | It Don't Mean a Thing If It Ain't Got That Switch: Markov Switching Conditional Volatility as a Measure of Credibility |
| EC85 | September 1, 09:30-11:30 | Markov regime switching models: applications | Qaisar | Akram | Central Bank of Norway | Multiple Unemployment Equilibria: Do Transitory Shocks Have Permanent Effects? |
| EC85 | September 1, 09:30-11:30 | Markov regime switching models: applications | Maria | Peria | The World Bank | A Regime Switching Approach to the Study of Speculative Attacks: A Focus on EMS Crises. |
| EC86 | September 1, 09:30-11:30 | Seasonal unit roots | Robert | Kunst | Institute for Advanced Studies, Vienna | Testing Common Deterministic Seasonality, with an application to industrial production |
| EC86 | September 1, 09:30-11:30 | Seasonal unit roots | Stéphane | Gregoir | CREST -INSEE | Efficient Tests for the Presence of a Couple of Complex Conjugate Unit Roots in Real Time Series |
| EC86 | September 1, 09:30-11:30 | Seasonal unit roots | Robert | Taylor | University of York | Regression-Based Seasonal Unit Root Tests with Recursive Mean Adjustment |
| EC86 | September 1, 09:30-11:30 | Seasonal unit roots | Peter | Burridge | University of Birmingham | On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity |
| EC87 | September 1, 15:00-16:30 | Hypothesis tests III | Giovanni | Forchini | University of York | On Diagnostic Tests |
| EC87 | September 1, 15:00-16:30 | Hypothesis tests III | Francesco | Bravo | University of Southampton | Testing for Overidentifying Restrictions via Empirical Likelihood |
| EC87 | September 1, 15:00-16:30 | Hypothesis tests III | Juan | Toro | European University Institute | Testing for Cobreaking and Super Exogeneity in the Presence of Deterministic Shifts |
| EC88 | September 1, 15:00-16:30 | Markov chain Monte Carlo | Philippe | Deschamps | Université de Fribourg, Switzerland | Exact Small Sample Inference in Stationary, Fully Regular, Dynamic Demand Models |
| EC88 | September 1, 15:00-16:30 | Markov chain Monte Carlo | Charles | Bos | Erasmus University Rotterdam | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
| EC88 | September 1, 15:00-16:30 | Markov chain Monte Carlo | Tom | Wansbeek | University of Groningen | A Decision Theoretic Framework for Profit Maximization in Direct Marketing |
| EC89 | September 1, 15:00-16:30 | Financial econometrics: high frequency data | Frank | de Jong | University of Amsterdam and CEPR | Price Discovery on Foreign Exchange Markets with Differentially Informed Traders |
| EC89 | September 1, 15:00-16:30 | Financial econometrics: high frequency data | Geir | Bjønnes | Norwegian School of Management | FX Trading... Live! Dealer Behavior and Trading Systems in Foreign Exchange Markets |
| EC89 | September 1, 15:00-16:30 | Financial econometrics: high frequency data | Ramazan | Gencay | University of Windsor | Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates |
| EC90 | September 1, 15:00-16:30 | Monetary and fiscal policy | Karen | Dury | National Institute of Economic and Social Research | An Encompassing Framework for Evaluating Simple Monetary Policy Rules |
| EC90 | September 1, 15:00-16:30 | Monetary and fiscal policy | Yunus | Aksoy | Katholieke Universiteit Leuven | Monetary Policy Effectiveness and Central Bank Voting Rules in Open Economies |
| EC90 | September 1, 15:00-16:30 | Monetary and fiscal policy | Kenneth | Wallis | Warwick University | Fiscal Policy Rules in Macroeconomic Models: Principles and Practice |
| EC91 | September 1, 15:00-16:30 | Wages and prices | Dimitrios | Sideris | Bank of Greece and University of Crete | Modelling Wages, Prices, Productivity and Unemployment in Greece: An "Encompassing the VARS" Application |
| EC91 | September 1, 15:00-16:30 | Wages and prices | Eilev | Jansen | Central Bank of Norway | The Econometrics of Inflation Targeting |
| EC91 | September 1, 15:00-16:30 | Wages and prices | Silvia | Sgherri | University of Warwick | Inflation Targetry and the Modelling of Wages and Prices |
| EC92 | September 1, 15:00-16:30 | Consumption and saving II | Agar | Brugiavini | Università di Venezia & Northwestern University | Social Security and Housholds' Saving |
| EC92 | September 1, 15:00-16:30 | Consumption and saving II | Thomas | Lindh | Uppsala University | Age Distributions and the Current Account - A Changing Relation? |
| EC92 | September 1, 15:00-16:30 | Consumption and saving II | Angelika | Eymann | University of Mannheim | Portfolio Choice with Behavioral Decision Mechanism |
| EC93 | September 1, 15:00-16:30 | Search and dynamic decision models | Pedro | Mira | CEMFI | Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models |
| EC93 | September 1, 15:00-16:30 | Search and dynamic decision models | Espen | Bratberg | University of Bergen | Transitions from School to Work: Search Time and Job Duration |
| EC93 | September 1, 15:00-16:30 | Search and dynamic decision models | Hans | Bloemen | Tilburg University | Job Search, Search Intensity and Labour Market Transitions: An Empirical Analysis |
| EC94 | September 1, 15:00-16:30 | Strategic behaviour | Mbolatiana | Rambonilaza | Université d'Auvergne | Is Adverse Selection Relevant? An Empirical Test Based on LDC Cost-Sharing Contracts |
| EC94 | September 1, 15:00-16:30 | Strategic behaviour | Hanan | Jacoby | The World Bank | Hazards of Expropriation: Tenure Insecurity and Investment in Rural China |
| EC94 | September 1, 15:00-16:30 | Strategic behaviour | Carlos | Diaz-Moreno | University of Minnesota | Perfect Information, Delays and Collective Bargaining |
| EC95 | September 1, 15:00-16:30 | Business cycles II | Katrin | Wesche | University of Bonn | European Business Cycles: New Indices and Analysis of their Synchronicity |
| EC95 | September 1, 15:00-16:30 | Business cycles II | Marianne | Sensier | University of Manchester | Modelling Business Cycle Movements in the UK Economy |
| EC95 | September 1, 15:00-16:30 | Business cycles II | Don | Harding | The University of Melbourne | Knowing the Cycle |
| EC96 | September 1, 15:00-16:30 | Cointegration / co-trending | Uwe | Hassler | Free University of Berlin | Co-Trending Regressors in Single Equation Estimation |
| EC96 | September 1, 15:00-16:30 | Cointegration / co-trending | Nikitas | Pittis | University of Cyprus | Estimation and Inference in Single-Equation Models of Cointegration in Cases of Near-Cointegration |
| EC96 | September 1, 15:00-16:30 | Cointegration / co-trending | Valentina | Corradi | Queen Mary and Westfield College, University of London | Sample Conditioned Inference |
| EC97 | September 1, 15:00-16:30 | Cointegration: Estimation and testing II | Umberto | Triacca | Istituto Nazionale di Statistica, Rome | Cointegration and Distance between Information Sets |
| EC97 | September 1, 15:00-16:30 | Cointegration: Estimation and testing II | Paolo | Paruolo | University of Bologna | The Limit Distribution of Cointegration Rank Tests when some Cointegrating Relations are Known |
| EC97 | September 1, 15:00-16:30 | Cointegration: Estimation and testing II | Michael | Wickens | University of York | Using a VECM to Identify Impulsive Response Functions |
| EC98 | September 1, 15:00-16:30 | Nonlinear time series / Filtering | Andrew | Harvey | University of Cambridge | Estimating the Underlying Change in UK Unemployment |
| EC98 | September 1, 15:00-16:30 | Nonlinear time series / Filtering | Víctor | Gómez | Ministerio de Economía y Hacienda | Butterworth Filters: A New Perspective |
| EC98 | September 1, 15:00-16:30 | Nonlinear time series / Filtering | James | Davidson | Cardiff University |