PRELIMINARY PROGRAMME of the
Sixth Biennial International Conference on PANEL DATA
27-28 June 1996, AMSTERDAM
ORGANIZERS
Jan F Kiviet (University of Amsterdam)
Tom Wansbeek (University of Groningen)
SPONSORS
NWO Netherlands Organization for Scientific Research
TI Tinbergen Institute (EUR, UvA, VUA)
UvA University of Amsterdam
Faculty of Economics and Econometrics
Department of Actuarial Science & Econometrics
SCIENTIFIC COMMITTEE
Pietro Balestra (University of Geneva), Badi Baltagi (Texas A&M
University), Andrew Chesher (University of Bristol), Joel Horowitz
(University of Iowa), Cheng Hsiao (University of Southern
California), Jan Kiviet (University of Amsterdam), Anders
Klevmarken (Uppsala University), Michael Lechner (University of
Mannheim), GS Maddala (Ohio State University), Laszlo Matyas
(Monash University), Marc Nerlove (University of Maryland),
Hashem Pesaran (University of Cambridge), Jean-Francois Richard
(University of Pittsburgh), Geert Ridder (Free University
Amsterdam), Peter Schmidt (Michigan State University), Patrick
Sevestre (Paris XII, Val de Marne), Alain Trognon (INSEE, Paris),
Tom Wansbeek (University of Groningen).
PROGRAMME COMMITTEE
Jan Kiviet, Hashem Pesaran, Geert Ridder, Patrick Sevestre,
Tom Wansbeek
CONFERENCE SECRETARIAT
Organization Panel Data Conference 1996
Department of Econometrics, office 3.04
University of Amsterdam, Roetersstraat 11
1018 WB Amsterdam, THE NETHERLANDS
Phone: +31 20 525.4217
Fax: +31 20 525.4349
Email: Margo@fee.UvA.nl
LOCAL ORGANIZERS
Peter Boswijk Margo van der Geld
Noud van Giersbergen Arnold van Meteren
Pieter Jelle van der Sluis Hely Roes
LOCATION OF SESSIONS
The conference takes place in the psychology building (A-building) at
Roetersstraat 15 and in one lecture room (0.03) of the economics
building (E-building) at Roetersstraat 11.
REGISTRATION and WELCOME RECEPTION
Wednesday, June 26, 1996
location: Roetersstraat 15, ground floor
16.00 - 18.00 Registration
17.00 - 18.30 Informal Reception
Thursday, June 27, 1996
location: Roetersstraat 15, ground floor
09.00 - 9.30 further Registration and Coffee / Tea
B-1 Plenary Session: 09.30 - 11.00 Chair: Jan Kiviet
Room: B
09.30 - 09.40 Opening
09.40 - 10.20 Marc Nerlove (University of Maryland)
"Growth Rate Convergence, Fact or Artifact?".
Discussant: Cheng Hsiao (University of Southern
California)
10.20 - 11.00 Hashem Pesaran (University of Cambridge)
"Testing for Unit Roots in Heterogeneous Panels",
with Kyung So Im and Yongcheol Shin.
Discussant: Laszlo Matyas (Monash University).
11.00 - 11.30 Coffee / Tea Break
B-2 Parallel Session 11.30 - 12.30 Chair: Marc Nerlove
Growth and Convergence Room: B
Giovanni Urga (London Business School)
"Stochastic Common Trends and Long-run Relationships in
Heterogeneous Panels", with S. Hall.
Ron Smith (Birkbeck College, London)
"Growth and Convergence: A Multi-country Empirical Analysis of the
Solow Growth Model", with K. Lee and M.H. Pesaran.
Franz Palm (University of Maastricht)
"To Pool or not to Pool: Forecasting International Output Growth
Rates", with A. Hoogstrate and G.A. Pfann.
C-2 Parallel Session 11.30 - 12.30 Chair: Kajal Lahiri
Pseudo Panels Room: C
Almas Heshmati (Goeteborg University)
"Estimation of Technical Efficiency in Swedish Crop Farms: A Pseudo
Panel Data Approach", with S.C.Kumbhakar.
Marno Verbeek (K.U. Leuven)
"Estimation from Multiple Cross-Sections via Synthetic Cohorts",
with F. Vella.
Francois Gardes (Universite de Paris I)
"A Comparison of Consumption Laws Estimated on American and Polish
Panel and Pseudo-Panel Data", with G. Duncan, P. Gaubert and Chr.
Starzec.
D-2 Parallel Session 11.30 - 12.30 Chair: Arie Kapteyn
Measurement Errors Room: D
Erik Biorn (University of Oslo)
"The Labour Input Response to Permanent Changes in Output: Errors
in Variables Econometrics Based on Panel Data" with T.J. Klette.
Terje Skjerpen (Statistics Norway)
"Distribution of Preferences and Measurement Errors in a
Disaggregated Expenditure System", with J. Aasness and E. Biorn.
Emiel Kaper (University of Amsterdam)
"Problems of Continuous Registration", with W.E. Saris.
E-2 Parallel Session 11.30 - 12.30 Chair: Andrew Chesher
Count Data Room: E
Frank Windmeijer (University College London)
"Individual Effects and Dynamics in Count Data Models", with R.
Blundell and R. Griffith.
Thomas Kniesner (Indiana University)
"How Managed Care Affects Medicaid Utilization, A Synthetic
Differences-in-Differences Zero-Inflated
Count Model", with D.A. Freund and A.T. LoSasso.
Dirk Sikkel (University of Amsterdam)
"Estimation of Renewal Models for Purchase Data Using Laplace
Transforms".
X-2 Parallel Session 11.30 - 12.30 Chair: Badi Baltagi
Farming Room: 0.03 (E-build.)
Marc Gurgand (Delta, Paris)
"Farmer Education and Allocative Efficiency with Price Dynamics".
Alain Carpentier (INRA Rennes)
"Investigating Producers' Attitude Toward Risk and Information
Using Panel Data: The Example of Pesticide Use in the French Crop
Sector".
Ayal Kimhi (Hebrew University, Jerusalem)
"Off-Farm Work Decisions of Farmers over the Life Cycle: Evidence
from Panel Data".
12.30 - 14.00 Lunch
B-3 Parallel Session 14.00 - 15.40 Chair: Hashem Pesaran
Dynamic Models Room: B
Per Johansson (Umea University)
"An Econometric Dynamic Discrete Choice Model of Blue Collar Worker
Absenteeism in Sweden", with C.M. Cassel and M. Palme.
Jan Hanousek (CERGE, Prague)
"The Two Waves of Voucher Privatization in the Czech Republic: A
Model of Learning in Sequential Bidding", with E.A. Kroch.
Laszlo Matyas (Monash University)
"A Comparative Analysis of Different Estimators for Dynamic Panel
Data Models", with M.N. Harris.
Ruth Judson (Federal Reserve Board of Governors)
"Estimating Dynamic Panel Data Models: A Practical Guide for
MacroEconomists", with A.L. Owen.
Tony Lancaster (Brown University)
"Biases in Dynamic Panel Data Models: A Reconsideration", with B.
Lindenhovius.
C-3 Parallel Session 14.00 - 15.40 Chair: Mars Cramer
Labor Room: C
Anders Klevmarken (Uppsala University)
"Is the Decision "to Work" Endogenous to the Fertility Process?"
with A.C. Tasiran.
Michael Lechner (University of Mannheim)
"The Short-Run Impact of Public Sector Sponsored Training Programs
on Participants' Labour Market Position in East Germany".
Bernd Fitzenberger (University of Konstanz)
"Training in East Germany: An Evaluation of the Effects on
Employment and Earnings", with H. Prey.
Paul Bingley (University of Aarhus)
"Worker and Plant Wages; Estimates from a Multi-Level Mixed Model",
with N. Westergard-Nielsen.
Karsten Albaek (University of Copenhagen)
"Employer-size Wage Effects in Denmark", with E.S. Madsen.
D-3 Parallel Session 14.00 - 15.40 Chair: Jacques Mairesse
Productive Efficiency Room: D
Robin Sickles (Rice University)
"Simulating Unknown Covariance Structures in the Linear Regression
Model with Applications to Non-IID Error Structures in Stochastic
Panel Frontiers", with A.K. Postert and L. Simar.
Kjersti-Gro Lindquist (Statistics Norway)
"Price-Cost Margins when Market Conditions Change: An Analysis of
the Norwegian Aluminium Industry".
Panayiotis Mavros (University of Aarhus)
"Public Sector Inefficiency in Large U.S. Cities", with Ph. J.
Grossman and R.W. Wassmer.
Eva Johansson (Uppsala University)
"The Revenues-Expenditures Nexus", with M. Dahlberg.
Sung Wook Joh (State University of New York, Albany)
"Strategic Incentive Contracts in an Oligopoly".
E-3 Parallel Session 14.00 - 15.40 Chair: Geert Ridder
Transition Data Room: E
Gijs Dekkers (Tilburg University)
"Individual Characteristics and Human Capital: a Four-State
Transition Model Disentangling the Government and the Private
Sector".
Thierry Kamionka (Universite de Toulouse)
"SML Estimation in Transition Models".
Marcel Kerkhofs (Leiden University)
"Time Patterns of Work and Sickness Absence; Unobserved Effects in
a Multi-State Duration Model", with M. Lindeboom.
Michael Visser (INRA Ivry)
"Transition Models with Measurement Errors", with Th. Magnac.
Eric Schulte Nordholt (Statistics Netherlands)
"The Analysis of Poverty Spells".
X-3 Parallel Session 14.00 - 15.40 Chair: Franz Palm
Research & Development Room: 0.03 (E-build.)
George van Leeuwen (Statistics Netherlands)
"R&D and Productivity Growth; Evidence from Firm-Level Data for the
Netherlands", with E. Bartelsman, H. Nieuwenhuijsen and K.
Zeelenberg.
Sylaja Srinivasan (University of Southampton)
"Estimation of Own R&D, R&D Spillovers and Exogenous Technical
Change Effects in Some U.S. High-Technology Industries".
Bruno van Pottelsberghe de la Potterie (Universite Libre de Bruxelles)
"The Impact of Inter-Industry R&D Spillovers; Evaluation from
National Panels of Manufacturing Industries", with H. Capron and H.
Odagiri.
Hugo Kruiniger (CREST, Paris)
"Consequences of Capital Market Imperfections for the Adjustment of
the Stocks of Physical Capital and R&D".
Michele Cincera (Universite Libre de Bruxelles)
"Patents, R&D and Technological Spillovers at the Firm Level: Some
Evidence from Econometric Count Models for Panel Data".
15.40 - 16.10 Coffee / Tea Break
B-4 Plenary Session 16.10 - 17.30 Chair: G.S. Maddala
Room: B
16.10 - 16.50 Teun Kloek (Erasmus University Rotterdam)
"The Empirical Relationship Between Investment,
Dividend and Leverage", with R. van Dijk and A.
Lucas.
Discussant: Pietro Balestra (University of Geneva)
16.50 - 17.30 Peter Schmidt (Michigan State University)
"Multiple Comparisons with the Best, with
Applications to the Efficiency Measurement
Problem", with W. Horrace.
Discussant: Michael Lechner (University of Mannheim)
CONFERENCE DINNER
18.45 Embarkation at "Steiger 7" on Motor Vessel
"Stad Enkhuizen".
18.50 Reception at Motor Vessel "Stad Enkhuizen"
19.00 Departure (we sail in the direction of Muiden and Marken)
Buffet Dinner
23.30 Landing at Steiger 7.
Friday, 28 June
Plenary Session 09.40 - 11.00 Chair: Tom Wansbeek
Room: B
09.40 - 10.20 Badi Baltagi (Texas A&M University)
"Prediction from the Regression Model with One-
way Error Components" with R.T. Baillie.
Discussant: Alain Trognon (INSEE, Paris)
10.20 - 11.00 Jean-Francois Richard (University of Pittsburgh)
"Large Dimensional Monte Carlo Numerical
Integration Techniques".
Discussant: Andrew Chesher (University of Bristol)
11.00 - 11.30 Coffee / Tea Break
B-6 Parallel Session 11.30 - 12.30 Chair: Tony Lancaster
Incomplete Panels, Attrition Room: B
Robert Gagne (HEC, Montreal)
"Inferring Technological Parameters from Incomplete Panel Data",
with G. Dionne and Ch. Vanasse.
Bernard Lejeune (Universite de Liege)
"A full Heteroscedastic One-way Error Components Model for
Incomplete Panel: Maximum Likelihood Estimation and Lagrange
Multiplier Testing".
Geert Ridder (Free University Amsterdam)
"Attrition", with G. Imbens.
C-6 Parallel Session 11.30 - 12.30 Chair: Michael Lechner
Intertemporal Decision Models Room: C
Elena Stancanelli (Tilburg University)
"Individual Wealth, Reservation Wages and Transitions into
Employment", with H.G. Bloemen.
Matz Dahlberg (Uppsala University)
"Are Local Governments Governed by Forward Looking Decision
Makers?", with T. Lindstroem.
Gauthier Lanot (Keele University)
"Male Retirement from the Danish Private Sector", with P. Bingley.
D-6 Parallel Session 11.30 - 12.30 Chair: Peter Boswijk
Non-Stationarity Room: D
G.S. Maddala (Ohio State University)
"Panel Data Unit Root Tests: What Do They Test?", with P.C. Liu.
Elias Tzavalis (University of Exeter)
"Inference for Unit Roots in Dynamic Panels", with R. Harris.
Johan Oud (University of Nijmegen)
"Continuous Time State Space Modeling of Panel Data by Means of
SEM", with R. Jansen.
E-6 Parallel Session 11.30 - 12.30 Chair: Ruud Koning
Discrete Data Room: E
Ekaterini Kyriazidou (University of Chicago)
"Panel Data Discrete Choice Models with Lagged Dependent
Variables", with B.E. Honore.
Joachim Inkmann (University of Konstanz)
"Circumventing Multiple Integration; A Comparison of SML and GMM
Estimators for Panel Probit Models".
Therry Magnac (INRA Ivry)
"State Dependence and Heterogeneity in Youth Employment Histories".
X-6 Parallel Session 11.30 - 12.30 Chair: Teun Kloek
Finance, Banking Room: 0.03 (E-build.)
Michael Rockinger (HEC, Jouy en Josas)
"Determinants of Capital Flows to Mutual Funds".
Dennis Bams (University of Maastricht)
"A Panel Data Misspecification Analysis of Single Factor Affine
Term Structure Models", with P. Schotman.
Michel Dietsch (Universite de Strasbourg)
"Should Banks Be "Universal"?", with M.E. Chaffai.
12.30 - 14.00 Lunch
B-7 Parallel Session 14.00 - 15.40 Chair: Pietro Balestra
Semi-Parametrics, Estimation Problems Room: B
Myoung-jae Lee (Tilburg University)
"A Root-N Consistent Semiparametric Estimator for Fixed Effect
Binary Response Panel Data".
Robert Adams (Rice University)
"Semiparametric Approaches to Stochastic Panel Frontiers with
Applications in the Banking Industry", with A.N. Berger and R.C.
Sickles.
Erwin Charlier (Tilburg University)
"Estimation of Housing Expenditure Equations Using Semiparametric
Models and Panel Data", with B.Melenberg and A. van Soest.
Adriaan Hoogendoorn (University of Amsterdam)
"Penetration Estimation by Use of a Variance Component Model and
Imputation of Purchase Times".
Murray Aitkin (University of Western Australia)
"A General Maximum Likelihood Analysis of Variance Components in
Generalized Linear Models".
C-7 Parallel Session 14.00 - 15.40 Chair: Patrick Sevestre
Unemployment Room: C
Michael Gerfin (University of Bern)
"A Dynamic Bivariate Probit Model of Female Labor Market
Participation and Unemployment".
Stefan Profit (Humboldt University Berlin)
"Matching Across Space: Evidence on Mobility in the Czech
Republic", with M. Burda.
Mark Harris (Monash University)
"Modelling the Probability of Youth Unemployment in Australia".
Miroslav Singer (CERGE, Prague)
"Dynamic Labor Demand Estimation, Stability of Coefficients-Case of
Czech Republic".
Andrew McCulloch (University of Cambridge)
"Modelling Male Unemployment Persistence in Britain: Evidence from
the British Household Panel Study", with S. Dex.
D-7 Parallel Session 14.00 - 15.40 Chair: Anders Klevmarken
Production, Costs, and Prices Room: D
Shinichiro Nakamura (Waseda University Tokyo)
"A Nonhomothetic Globally Concave Cost Function with the General
Index of Technical Change and Its Application to Panel Data".
Jacques Mairesse (CREST, Paris)
"Production Functions: The Search for Identification", with Z.
Griliches.
Arvid Raknerud (University of Oslo)
"Environmental Regulations and Plant Exit: A Logit Analysis Based
on Establishment Panel Data", with E. Biorn and R. Golombek.
Pierre Cremieux (Universite du Quebec a Montreal)
"Acute Care Hospitals in Quebec: A Performance Analysis Based on
Panel Data", with D. Bilodeau and P. Ouellette.
Pradeep Chintagunta (University of Chicago)
"Empirical Implications of Unobserved Household Heterogeneity for
Manufacturer and Retailer Pricing", with N. Vilcassim.
E-7 Parallel Session 14.00 - 15.40 Chair: Alain Trognon
Econometric Theory Room: E
Jaya Krishnakumar (University of Geneva)
"A General Methodology of Robust Estimation for Panel Data Models".
James Ziliak (University of Oregon)
"Efficient Estimation with Panel Data when Instruments are
Predetermined: An Empirical Comparison of Moment-Condition
Estimators".
Bong Joon Yoon (Binghamton University of New York)
"Consistency of Maximum Likelihood Estimators in Stochastic
Frontier Models", with S. Polachek.
Anthony Hughes (Monash University)
"Model Selection in Random Effects Models - An Application of the
One-Sided AIC", with M.L. King.
Olivier Torres (CORE, Louvain-la-Neuve)
"Union-Intersection and Sample-Split Based Estimation and Inference
in Panel Data Models", with J-M. Dufour.
X-7 Parallel Session 14.00 - 15.40 Chair: Peter Schmidt
Investment Room: 0.03 (E-build.)
Bronwyn Hall (University of California, Berkeley)
"The Time Series Relationship between Investment and Cash Flow in
the Scientific Sector: A Panel Study Comparing French, Japanese and
United States Firms", with L. Branstetter, B. Crepon and J.
Mairesse.
Cheng Hsiao (University of Southern California)
"A Panel Analysis of Liquidity Constraints and Firm Investment",
with A.K. Tahmiscioglu.
Elmer Sterken (University of Groningen)
"Is Investment in Dutch Manufacturing Debt Constrained?", with H.
van Ees, H. Garretsen and L. de Haan.
Lubomir Lizal (CERGE, Prague)
"The Dynamics of Enterprise Investment and Export Behaviour in
Transition Period".
Euan Phimister (University of Aberdeen)
"Transactions Costs, Farm Finance and Investment", with C.
Benjamin.
15.40 - 16.10 Coffee / Tea Break
B-8 Plenary Session 16.10 - 16.50 Chair: Patrick Sevestre
Room: B
16.10 - 16.50 Joel Horowitz (University of Iowa)
"Censoring of Outcomes and Regressors Due to
Survey Nonresponse: Identification
and Estimation Using Weights and
Imputations", with C.F. Manski.
Discussant: Geert Ridder (Free University
Amsterdam).
END OF CONFERENCE