Midwest Econometrics Group

Fall Meeting
September 11-12, 1992
 
Friday, September 11
1:30 p.m. Econometric Problems in Panel Data
  Chair and discussion leader:
David Runkle, Federal Reserve Bank of Minneapolis and University of Minnesota
  Audra Bowlus, University of Iowa
“Job Match Quality Over the Business Cycle”
  Stephen R. Cosslett, Ohio State University
“Maximum Likelihood Estimation Subject to Aggregate Constraints”
  Beum-Jo Park, University of Illinois-Champaign
“Quantile Regression and the Duration of Unemployment”
  Lung-fei Lee, University of Michigan
“Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models”
3:10 p.m. Refreshments
4:00 p.m. Time Series in the Long Run
  Chair and discussion leader:
Danny Quah, Federal Reserve Bank of Minneapolis and London School of Economics
  In Choi, Ohio State University
“Residual Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series”
  Beth Fisher Ingram, University of Iowa
 “Explaining Business Cycles: A Multiple Shock Approach” (with N. E. Savin, University of Iowa)
  Naresh C. Mallick, University of Illinois-Champaign
“The Mean-Squared Error of Forecast and Its Boundedness for the Unit Root and the Trend Stationary Models”
  Margie A. Tieslau, Michigan State University
“A Generalized Method of Moments Estimator for Long-Memory Processes”
6:00 p.m. Social hour
7:00 p.m. Dinner
  Peter Schmidt
“Some Easy-to-Digest After Dinner Remarks”
   
Saturday, September 12
8:30 a.m. Informal continental breakfast
9:00 a.m. Bayesian Methods for Time Series
  Chair and discussion leader:
John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis
  Siddhartha Chib, Washington University
“Bayes Inference via Gibbs Sampling in Regression Models with AR(p) and MA(q) Errors” (with Edward Greenberg, Washington University)
  Charles Whiteman, University of Iowa
“Toward a New ‘Minnesota’ Prior: Forecasting and Conditional Projection Using Real Business Cycle Model Priors” (with Beth Fisher Ingram, University of Iowa)
  Arnold Zellner, University of Chicago
“Time Series Analysis, Forecasting and Econometric Modeling: The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach”
10:15 a.m. Coffee
10:45 a.m. Regression Methods
  Chair and discussion leader:
John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis
  Lawrence Marsh, University of Notre Dame
 “Selected Shrinkage Estimators and Principal Elements Regression” (with Kevin D. Brunson, University of Notre Dame)
  SungSup Ra, University of Illinois-Champaign
 “Testing for the Regression Coefficient Stability”
  N. E. Savin, University of Iowa
“Multiple Optima and Asymptotic Approximations in the Partial Adjustment Model” (with Douglas A. McManus, Federal Reserve System, and John C. Nankervis, City of London Polytechnic)
  Leigh Tesfatsion, Iowa State University
“Multicriteria Estimation” (with Robert Kalaba, Iowa State University)
12:30 p.m. Lunch
1:30 p.m. Financial Time Series
  Chair and discussion leader:
Danny Quah, Federal Reserve Bank of Minneapolis and London School of Economics
  Anil K. Bera, University of Illinois-Champaign
“Specification Test for a Linear Regression Model with ARCH Process” (with Xiao-Lei Zuo, University of Illinois)
  Peter Rossi, University of Chicago
“Bayesian Analysis of Stochastic Volatility Models” (with Eric Jacquier, Cornell University, and Nick Polson, University of Chicago)
  Houston H. Stokes, University of Illinois-Chicago
“Detecting and Modeling Nonlinearity in Stock Returns” (with Hugh M. Neuburger, Consultant)
2:45 p.m. Refreshments
3:30 p.m. Nonstandard Estimation and Testing Problems
  Chair and discussion leader:
Scott Thompson, University of Minnesota
  Joel Horowitz, University of Iowa
“Root-N Consistent Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable” (with Geert Ridder, University of Groningen)
  Yum-keung Kwan, University of Chicago
“Estimating Non-linear Rational Expectation Models by Simulated Method of Partial Likelihood” (with Ingrid Tierens, University of Chicago)
  Pravin K. Trivedi, Indiana University
“Tests of Independence in Parametric Models: With Applications and Illustrations” (with A. Colin Cameron, University of California-Davis)
  Weiren Wang, University of Kentucky
 “Semi-Parametric Estimation of Disequilibrium Models” (with Mai Zhou, University of Kentucky)

 

 
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