Forecasting (Session 24a-21)
Optimal Prediction under Asymmetric Loss
Peter F. CHRISTOFFERSEN (University of Pennsylvania, USA)
Francis X. Diebold
A Multi-Dimensional Panel Data Analysis of Survey Forecasts
Anthony DAVIES (Wesleyan College, USA)
Kajal Lahiri
An Evaluation of Forecasting Using Leading Indicators
Rebecca A. EMERSON (London Business School, UK)
David F. Hendry
Auctions 1 (Session 24a-22)
Sequential, Oral, Ascending-Price, Open-Exit Auctions with Multi-Unit Demand and an Application to the Sale of Siberian Timber Export Permits
Harry J.PAARSCH (University of Western Ontario, Canada)
Jacques Robert
Nonparametric Estimation of First-Price Auctions
Isabelle M. PERRIGNE (INRA-ESR, France)
E. Guerre
M. Simioni
Q. Vuong
Econometrics of Optimal Procurement Auctions
Quang H. VUONG (University of Southern California, USA)
J.J. Laffont
A. Oustry
M. Simioni
Wage Differentials (Session 24a-23)
High-Wage Workers and High-Wage Firms
David N. Margolis (Universite de Montreal, Canada)
Francis Kramarz
John M. Abowd
Private and Public Sector Wage Structures in Germany
Christian DUSTMANN (University College London, UK)
Arthur van Soest
Panel Data Models 1 (Session 24a-25)
Estimation of a Censored Regression Fixed Effects Panel Data Model Using Conditional Moments Efficiently
Erwin CHARLIER (Tilburg University, The Netherlands)
Bertrand Melenberg
Arthur van Soest
Use of Covariance Restrictions for More Efficient Estimation of Coefficients
Kyung So IM (University of Cambridge, UK)
Estimating Life-Cycle Labor Supply Tax Effects
James P. ZILIAK (University of Oregon, USA)
Thomas J. Kniesner
Measuring Inequality and Welfare 1 (Session 24a-26)
Empirical Analysis of Inequality & Welfare
Esfandiar MAASOUMI (Southern Methodist University, USA)
Income Inequality and Relative Deprivation
Amita MAJUMDER (Indian Statistical Institute, Calcutta)
Satya R. Chakravarty
Nachiketa Chattopadhyay
On Calculating Welfare Losses of Taxation and Public Provision
Ilpo SUONIEMI (Government Institute for Economic Research, Finland)
International Trade 1 (Session 24a-31)
Multilateral Trade Rules and the Expected Cost of Protection
Will MARTIN (World Bank, USA)
Joseph F. Francois
Multilateral Policy Reforms and Quantity Restrictions on Trad
Alan D. WOODLAND (University of Sydney, Australia)
Arja H. Turunen-Red
Exact Sampling Distributions (Session 24a-32)
Exact Sampling Distributions in Binary Data Models
Andrew CHESHER (University of Bristol, UK)
Simon Peters
Finite Sample Comparisons of Distributions of the OLS and GLS Estimators in Regression with an Integrated Regressor and Correlated Errors
Koichi MAEKAWA (Hiroshima University, Japan)
John Knight
Hiroyuki Hisamatsu
The Exact Distribution and Density Functions of the Inequality Constrained and Pre-Test Estimators
Alan WAN (City University to Hong Kong)
Cointegration Testing 2 (Session 24a-33)
Test for Polynomial Cointegration in Presence of Broken Trend at Unknown Date
Stephane GREGOIR (INSEE, France)
The Power of Cointegration Tests: Does the Frequency of Observation Matter?
Alfred A. Hmule&
AUG (York University, Canada)
Pitfalls in Testing for Long Run Relationships
Tae-Hwy LEE (University of California, Riverside, USA)
Jesus Gonzalo
Inference for ARCH-Type Processes (Session 24a-35)
Linear Statistical Inference for ARCH-Type Processes
Nour MEDDAHI (Universite de Sciences Sociales, France)
Eric Renault
Consistency of Quasi-Maximum Likelihood Estimators for Models with Conditional Heteroscedasticity
Doug STEIGERWALD (University of California, USA)
Whitney K. Newey
Specification Test for a Linear Regression Model with ARCH Process
Xiao-Lei ZUO (National University of Singapore)
Anil K. Bera
Growth 2: Models of the Process of Growth (Session 24a-36)
The Growth-Maximizing Distribution of Income
Arthur ROBSON (University of Western Ontario, Canada)
Myrna Wooders
Growth under Uncertainty with Experimentation
Michael SPAGAT (Brown University, USA)
Graziella Bertocchi
Endogenous Growth with Gradual Product Obsolescence
Edwin L.C. LAI (Boston University)
General Equilibrium 2: Existence (Session 24a-41)
Equilibrium Existence and Fixed Point Theorems: Equivalence Theorems
Manabu TODA (Tokyo-Keizai University, Japan)
Tomoichi Shinotsuka
Equilibria for Abstract Economics in Topological Vector Spaces - A Unified Approach
Xian-Zhi YUAN (The University of Queensland, Australia)
E. Tarafdar
Existence of Non-Cooperative Equilibria in Social Systems
Murat R. SERTEL (Bogazici University)
Prem Prakash
Real Business Cycles (Session 24a-42)
Household Production and International Business Cycles
Angel J. UBIDE
Fabio Canova
Home Production with Endogenous Growth
Tor EINARSSON (University of Iceland)
Milton H. Marquis
Financial Market Theory 3: Market Structure (Session 24a-43)
A Liquidity Based Model of Security Design
Peter DEMARZO (Northwestern University, USA)
Darrell Duffie
Optimal Futures Innovation in a Dynamic Economy -- A Discrete Time Case --
Kazuhiko OHASHI (University of Tsukuba, Japan)
Equilibrium Fee Schedules in a Monopolist Call Market
Jeffrey HEISLER (Boston University)
Nicholas Economides
Joint Ventures (Session 24a-45)
On the Organization of Cooperative R&D: Theory and Evidence
Changqi WU (Hong Kong University of Science and Technology)
Zhigang Tao
Disclosure of Know-How in Research Joint Ventures
David PEREZ-CASTRILLO (Universitat Autonoma de Barcelona)
Joel Sandonis
Nonverifiability, Noncontractibility and Ownership in Foreign Direct Investment: Technology Based Foreign FirmsˇÕ Subsidiaries in Japan
Masao NAKAMURA (University of British Columbia, Canada)
Jim Xie
Dynamic Investment Behavior in Organizations (Session 24a-46)
Impetuous Youngsters and Jaded Oldtimers: An Analysis of Behavioral Decision Making Rules
Lars STOLE (University of Chicago)
Canice Prendergast
Learning and Self-Reinforcing Behavior in Organizations
Jeffrey ZWIEBEL (Stanford University)
Margaret Meyer
Irreversible Investment and Costs of Adjustment
Fanny S. DEMERS (CEPREMAP and Carleton)
Michel Demers
Huntley Schaller
Bargaining 2 (Session 24a-53)
Externalities in a Bargaining Model of Public Price Announcements and Resale
Strategic Bargaining and Competitive Bidding in a Dynamic Market Equilibrium
Monotone Comparative Statics (Session 24a-54)
The LeChatelier Principle
Monotone Comparative Statics in Stochastic Optimization Problems
Lattice Programming and Economic Optimization: Applications to Consumer Theory
Random Matching (Session 24a-55)
Learning, Matching and Aggregation
The Folk Theorem in Anonymous Random matching Games with Incomplete Information
Program World Conference Econometric Society Tokyo, August 1995
Kalyan CHATTERJEE (The Pennsylvania State University)
Bhaskar Dutta
Maarten CORNET (Free University, The Netherlands)
Abhinay MUTHOO (University of Essex)
Melvyn G. Coles
John ROBERTS (Stanford University)
Paul Milgrom
Susan ATHEY (MIT)
Elena ANTONIADOU (Cambridge University)
Ed HOPKINS (European University Institute and GREQAM)
Jae Hong PARK (Princeton University)