ESWC 2010: Congress Programme
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SATURDAY 21 AUGUST 2010
09:00 - 10:45 | PAIRED INVITED SESSIONS |
11:15 - 12:45 | CONTRIBUTED SESSIONS |
14:15 - 16:15 | CONTRIBUTED SESSIONS |
16:45 - 18:15 | PLENARY SESSION |
09:00 - 10:45 | PAIRED INVITED SESSIONS |
09:00 - 10:45 |
FOUNDATIONS
Chairperson: Stephen Morris, Princeton University Discussant: Wojciech Olszewski, Northwestern University |
Room Yellow River Hall |
STRATEGIES AND INTERACTIVE BELIEFS IN DYNAMIC GAMES
Pierpaolo Battigalli, Bocconi University and Dov Samet, Tel Aviv University |
||
CALIBRATION: RESPICE, ADSPICE, PROSPICE
Dean Foster, University of Pennsylvania and Rakesh Vohra, Northwestern University |
09:00 - 10:45 |
GROWTH
Chairperson: Philippe Aghion, Harvard University Discussant: Antonio Ciccone, Universitat Pompeu Fabra |
Room Auditorium |
DIRECTED TECHNOLOGY ADOPTION AND PRODUCTIVITY DIFFERENCES
Fabrizio Zilibotti, University of Zurich Co-Authors: Gino Gancia, CREI and Andreas Mueller, IIES, Stockholm University |
||
MISALLOCATION AND INPUT-OUTPUT ECONOMICS
Chad Jones, Stanford GSB |
09:00 - 10:45 |
TIME SERIES AND PANELS
Chairperson: James Stock, Harvard University Discussant: Michael Jansson, UC Berkeley |
Room Century Hall |
PANEL DATA MODELS AND FACTOR ANALYSIS
Jushan Bai, Columbia University |
||
SEMIPARAMETRIC TIME SERIES: A SELECTIVE SURVEY
Xiaohong Chen, Yale University Co-Author: Oliver Linton, London School of Economics |
11:15 - 12:45 | CONTRIBUTED SESSIONS |
11:15 - 12:45 |
COMPUTATION IN DYNAMIC GAMES (COM)
Chairperson: Karl Schmedders, Northwestern University |
Room 3G |
UNIQUENESS OF OBLIVIOUS EQUILIBRIUM IN DYNAMIC DISCRETE GAMES
Joao Macieira, Virginia Tech |
||
SIMPLE MARKOV-PERFECT INDUSTRY DYNAMICS
Nan Yang, VU University Amsterdam & Tinbergen Institute Co-Authors: Jaap Abbring, CentER, Department of Econometrics & OR, Tilburg University and Jeffrey Campbell, Federal Reserve Bank of Chicago and NBER |
||
FINDING ALL PURE STRATEGY EQUILIBRIA IN DYNAMIC AND STATIC GAMES
WITH CONTINUOUS STRATEGIES
Karl Schmedders, Northwestern University Co-Authors: Ken Judd, Stanford University and Philipp Renner, University of Zurich |
11:15 - 12:45 |
PRINCIPLE-AGENT MODELS III - ALTERNATIVE PERSPECTIVES (THY)
Chairperson: Hector Chade, Arizona State University |
Room Century Hall |
ECONOMIC JURY RECRUITMENT AND MANAGEMENT
Daniel McFadden, University of California, Berkeley |
||
CONTRACTIBLE CONTRACTS IN COMMON AGENCY PROBLEMS
Bal�zs Szentes, University College London |
||
MORAL HAZARD WITH UNOBSERVABLE CONSUMPTION
Hector Chade, Arizona State University |
11:15 - 12:45 |
MECHANISM DESIGN V (THY)
Chairperson: Dan Cao, Massachusetts Institute of Technology |
Room 3A |
OPTIMAL DYNAMIC AUCTIONS FOR DURABLE GOODS:
Simon Board, UCLA Co-Author: Andy Skrzypacz, Stanford University |
||
SECOND-HAND MARKET AND RATIONING IN DURABLE GOODS MONOPOLY
Ting Liu, Michigan State University Co-Author: Pasquale Schiraldi, London School of Economics and Political Science |
||
RACING: WHEN SHOULD WE HANDICAP THE ADVANTAGED COMPETITOR?
Dan Cao, Massachusetts Institute of Technology |
11:15 - 12:45 |
MATCHING AND MARKETS II (THY)
Chairperson: Helmut Bester, Free University Berlin |
Room 3C |
ASSORTATIVE MATCHING THROUGH SIGNALS
Friedrich Poeschel, University of Rome "Tor Vergata" and University of Oxford |
||
MITIGATING INSPECTION AND SHOW COSTS WITH INTERMEDIARIES IN
FRICTIONAL MATCHING MARKETS
Xianwen Shi, University of Toronto Co-Author: Aloysius Siow, University of Toronto |
||
INVESTMENTS AND THE HOLDUP PROBLEM IN A MATCHING MARKET
Helmut Bester, Free University Berlin |
11:15 - 12:45 |
REPEATED GAMES II (THY)
Chairperson: Julio Gonzalez-Diaz, University of Santiago de Compostela |
Room 3D |
FOLK THEOREM IN A TWO-PLAYER PRISONERS' DILEMMA
Takuo Sugaya, Princeton University |
||
RECURSIVE METHODS IN DISCOUNTED STOCHASTIC GAMES: AN ALGORITHM
FOR Δ → 1 AND A FOLK THEOREM
Johannes H�rner, Yale University Co-Authors: Takuo Sugaya, Princeton University, Satoru Takahashi, Princeton University and Nicolas Vieille, HEC Paris |
||
REPEATED ANONYMOUS RANDOM MATCHING GAMES: COMMUNITY ENFORCEMENT
BEYOND THE PRISONER'S DILEMMA
Julio Gonzalez-Diaz, University of Santiago de Compostela Co-Author: Joyee Deb, New York University |
11:15 - 12:45 |
EXPERIMENTS ON LEARNING AND SIGNALING IN GAMES (EXP)
Chairperson: Zacharias Maniadis, Bocconi University |
Room 3E |
LEARNING IN NETWORK GAMES
Jaromir Kovarik, University of the Basque Country Co-Author: Friederike Mengel, Maastricht University |
||
EXPERIMENTS ON EMERGENCE OF LEADERSHIP IN TEAMS
Hideo Suehiro, Kobe University Co-Authors: Koji Abe, Kobe University and Hajime Kobayashi, Osaka Prefecture University |
||
AGGREGATE INFORMATION AND THE CENTIPEDE GAME: A
THEORETICAL AND EXPERIMENTAL STUDY
Zacharias Maniadis, Bocconi University |
11:15 - 12:45 |
EXPERIMENTS ON STRATEGIC SOPHISTICATION IN GAMES (EXP)
Chairperson: Nicolaas Vriend, Queen Mary, University of London |
Room 3I |
A WINDOW OF COGNITION: EYETRACKING THE REASONING PROCESS IN
SPATIAL BEAUTY CONTEST GAMES
Joseph Tao-yi Wang, National Taiwan University Co-Authors: Chun-Ting Chen, National Taiwan University and Chen-Ying Huang, National Taiwan University |
||
ON THE PERSISTENCE OF STRATEGIC SOPHISTICATION
Sotiris Georganas, Royal Holloway - U of London Co-Authors: Paul J Healy, OSU and Roberto Weber, Carnegie Mellon Uiversity |
||
ON THE ROLE OF NON-EQUILIBRIUM FOCAL POINTS AS COORDINATION
DEVICES
Nicolaas Vriend, Queen Mary, University of London Co-Author: Antoni Bosch-Dom�nech, Universitat Pompeu Fabra |
11:15 - 12:45 |
VOLATILITY III (FIN)
Chairperson: Nour Meddahi, Toulouse School of Economics |
Room 5A |
LONG-RUN CROSS-SECTIONAL RETURNS AND MARKET VARIANCE
Benoit Perron, Universite de Montreal Co-Author: Federico Bandi, Johns Hopkins University |
||
SKEWNESS MEASURES AND IMPLIED VOLATILITY SKEW
Jos� Fajardo, Getulio Vargas Foundation Co-Author: Ernesto Mordecki, Universidad de la Republica del Uruguay |
||
THE ECONOMIC VALUE OF REALIZED VOLATILITY
Nour Meddahi, Toulouse School of Economics Co-Authors: Peter Christoffersen, McGill University, Bruno Feunou, Duke University and Kris Jacobs, McGill University |
11:15 - 12:45 |
ASSET PRICING VI (FIN)
Chairperson: Pablo Beker, University of Warwick |
Room 5B |
FEAR OF DEFAULT AND VOLATILITY IN A DYNAMIC FINANCIAL-MARKET
EQUILIBRIUM
Emilio Osambela, Tepper School of Business, Carnegie Mellon University |
||
THE PUZZLING INVENTORY GROWTH RISK PREMIUM
Xiaoji Lin, London School of Economics and Political Science Co-Author: Frederico Belo, University of Minnesota |
||
A GENERAL EQUILIBRIUM EXPLANATION FOR FINANCIAL MARKETS
ANOMALIES: BELIEF HETEROGENEITY UNDER LIMITED ENFORCEABILITY
Pablo Beker, University of Warwick Co-Author: Emilio Espino, Universidad Torcuato Di Tella |
11:15 - 12:45 |
TWO-SIDED MARKETS II (IND)
Chairperson: Renato Gomes, Northwestern University |
Room 3H |
TYING IN TWO-SIDED MARKETS
Ting Li, School of Economics, Fudan University |
||
TWO-SIDED CERTIFICATION: THE MARKET FOR RATING AGENCIES
Erik Fasten, Humboldt University Berlin Co-Author: Hofmann Dirk, Humboldt University Berlin |
||
MECHANISM DESIGN IN TWO-SIDED MARKETS: AUCTIONING USERS
Renato Gomes, Northwestern University |
11:15 - 12:45 |
TRADE AND LABOR MARKETS (INT)
Chairperson: Maria Bas, CEPII and Paris School of Economics (PSE) |
Room Yellow River Hall |
REAL WAGES AND NON-TRADED GOODS
Ronald Jones, University of Rochester |
||
TRADE AND UNEMPLOYMENT: WHAT DO THE DATA SAY?
Hans-J�rg Schmerer, University of T�bingen and Hohenheim Co-Authors: Gabriel Felbermayr, University of Stuttgart-Hohenheim and Julien Prat, IAE-CSIC, Barcelona |
||
WAGE BARGAINING AND THE BOUNDARIES OF THE MULTINATIONAL FIRM
Maria Bas, CEPII and Paris School of Economics (PSE) Co-Author: Juan Carluccio, Paris School of Economics |
11:15 - 12:45 |
TRADE AND ENDOGENOUS TECHNOLOGY (INT)
Chairperson: Ariel Burstein, University of California, Los Angeles |
Room 3B |
CULTURE AND DIVERSITY IN KNOWLEDGE CREATION:
THE STORY OF THE TOWER OF BABEL REVISITED
Marcus Berliant, Washington University in St. Louis Co-Author: Masahisa Fujita, Konan University |
||
PATENT BREADTH IN AN INTERNATIONAL SETTING
Ben Zissimos, Vanderbilt University |
||
GLOBALIZATION, TECHNOLOGY, AND THE SKILL PREMIUM
Ariel Burstein, University of California, Los Angeles Co-Author: Jonathan Vogel, Columbia University and NBER |
11:15 - 12:45 |
FERTILITY AND MARRIAGE (LAB)
Chairperson: Katrien Stevens, University of Sydney |
Room 5J |
DO COUPLES BARGAIN OVER FERTILITY? NEW EVIDENCE BASED ON CHILD
PREFERENCE DATA
Timo Hener, Ifo Institute |
||
THE UNWANTED: NEGATIVE OUTCOMES OVER THE LIFE CYCLE
Wanchuan Lin, Peking University Co-Author: Juan Pantano, Washington University in St. Louis |
||
THE CAREER COST OF CHILDREN
Katrien Stevens, University of Sydney Co-Authors: Jerome Adda, European University Institute and Christian Dustmann, University College London |
11:15 - 12:45 |
LABOR SUPPLY (LAB)
Chairperson: Eugene Choo, University of Calgary |
Room Pearl Hall |
TAXES AND TIME ALLOCATION: EVIDENCE FROM SINGLE WOMEN
Alexander Gelber, Wharton School, University of Pennsylvania, and NBER Co-Author: Joshua Mitchell, Harvard University |
||
EVALUATING A STRUCTURAL MODEL OF LABOR SUPPLY AND WELFARE
PARTICIPATION: EVIDENCE FROM STATE WELFARE REFORM EXPERIMENTS
Eleanor Choi, Princeton University |
||
THE COLLECTIVE MARRIAGE MATCHING MODEL: IDENTIFICATION,
ESTIMATION AND TESTING
Eugene Choo, University of Calgary Co-Authors: Shannon Seitz, Boston College and Aloysius Siow, University of Toronto |
11:15 - 12:45 |
LABOR MARKET DYNAMICS (MAX)
Chairperson: Anton Cheremukhin, Federal Reserve Bank of Dallas |
Room Gran Melia B1 |
OIL PRICE SHOCKS AND LABOR MARKET FLUCTUATIONS
Jose Ignacio Silva, Universitat de Girona Co-Authors: Javier Ordonez, Jaume I University and Hector Sala, Univesitat Aut�noma de Barcelona |
||
DYNAMIC LABOR DEMAND IN CHINA: PUBLIC AND PRIVATE OBJECTIVES
Russell Cooper, European University Institute Co-Authors: Guan Gong, Shanghai University Finance and Economics and Ping Yan, CCER, Peking University |
||
LABOR MATCHING MODEL: PUTTING THE PIECES TOGETHER
Anton Cheremukhin, Federal Reserve Bank of Dallas |
11:15 - 12:45 |
MACROECONOMETRICS (MAX)
Chairperson: Antonella Tutino, Federal Reserve Board |
Room Gran Melia B2 |
A STRUCTURAL ESTIMATION FOR THE EFFECTS OF UNCERTAINTY ON CAPITAL
ACCUMULATION WITH HETEROGENEOUS FIRMS
Guiying Laura Wu, Nanyang Technological University Co-Authors: Steve Bond, University of Oxford and Mans Soderbom, University of Gothenburg |
||
FINANCIAL FRICTIONS, AGGREGATION, AND THE LUCAS CRITIQUE
Frank Schorfheide, University of Pennsylvania Co-Authors: Yongsung Chang, University of Rochester / Yonsei University and Sun-Bin Kim, Yonsei University |
||
THE EMPIRICAL RELEVANCE OF RATIONAL INATTENTION IN
CONSUMPTION-SAVINGS DECISIONS: A BAYESIAN APPROACH
Antonella Tutino, Federal Reserve Board |
11:15 - 12:45 |
SEARCH AND UNEMPLOYMENT (MAX)
Chairperson: Rigas Oikonomou, LSE |
Room Gran Melia B4 |
THE CYCLICAL VOLATILITY OF LABOR MARKETS UNDER FRICTIONAL
FINANCIAL MARKETS
Etienne Wasmer, Sciences Po, Economics Dept Co-Author: Nicolas Petrosky-Nadeau, Carnegie Mellon University - Tepper School of Business |
||
HOUSING AND THE LABOR MARKET: TIME TO MOVE AND AGGREGATE
UNEMPLOYMENT
Peter Rupert, UCSN Co-Author: Etienne Wasmer, Sciences Po, Economics Dept |
||
JOINT SEARCH AND AGGREGATE FLUCTUATIONS
Rigas Oikonomou, LSE Co-Author: Jochen Mankart, University of St. Gallen |
11:15 - 12:45 |
LIFE CYCLE STUDIES II (MAX)
Chairperson: Sven Schreiber, IMK, Macroeconomic Policy Institute |
Room Gran Melia F1 |
EDUCATION AND CRIME OVER THE LIFE CYCLE
Giulio Fella, Queen Mary University of London Co-Author: Giovanni Gallipoli, University of British Columbia |
||
HOME EQUITY WITHDRAWAL IN RETIREMENT
Makoto Nakajima, Federal Reserve Bank of Philadelphia Co-Author: Irina Telyukova, University of California, San Diego |
||
HOUSING CONSUMPTION AFTER RETIREMENT: IS THERE A PUZZLE?
Sven Schreiber, IMK, Macroeconomic Policy Institute Co-Author: Miriam Beblo, Berlin School of Economics and Law |
11:15 - 12:45 |
MONETARY POLICY AND ASSET PRICES (MAX)
Chairperson: Markus Hoermann, Tu Dortmund University |
Room Gran Melia F2 |
FINANCIAL MARKET SEGMENTATION, STOCK MARKET VOLATILITY AND THE
ROLE OF MONETARY POLICY
Anastasia Zervou, Texas A&M University |
||
THE LIQUIDITY EFFECTS OF MONETARY POLICY ON ASSET PRICES
Nicolas Jacquet, Singapore Management University Co-Author: Serene Tan, National University of Singapore |
||
MACROECONOMIC EFFECTS OF QUANTITATIVE EASING
Markus Hoermann, Tu Dortmund University Co-Author: Andreas Schabert, TU Dortmund University |
11:15 - 12:45 |
TAXATION II (PUB)
Chairperson: Mitsunobu Miyake, Tohoku University |
Room 3J |
CAPITAL DEPRECIATION ALLOWANCES AND REDISTRIBUTION IN A
NEOCLASSICAL GROWTH
MODEL
G�nther Rehme, TU Darmstadt |
||
TAXABLE INCOME WITH NONLINEAR BUDGET SETS
Anil Kumar, Federal Rserve Bank of Dallas Co-Authors: S�ren Blomquist, Uppsala University and Uppsala Center for Fiscal Studies, Che-Yuan Liang, and Whitney Newey, MIT |
||
AXIOMATIC CHARACTERIZATION OF AGGREGATE CONSUMER SURPLUS MEASURES
FOR NON-MARKET GOODS
Mitsunobu Miyake, Tohoku University |
11:15 - 12:45 |
VOTING THEORY (POL)
Chairperson: Sunanda Roy, Iowa State University |
Room Gran Melia F5 |
THE SWING VOTERS' BLESSING
Jan Klingelhoefer, Institute for International Economic Studies |
||
EQUILIBRIUM REFINEMENT IN DYNAMIC VOTING GAMES
Georgy Egorov, Kellogg School of Management Co-Authors: Daron Acemoglu, MIT and Konstantin Sonin, New Economic School, Moscow |
||
ON REDUCING THE INFLUENCE OF CONDORCET CYCLES FROM PAIR-WISE
ELECTIONS DATA
Sunanda Roy, Iowa State University Co-Author: Abhijit Chandra, Iowa State University |
11:15 - 12:45 |
INSTITUTIONS AND DEVELOPMENT II (DEV)
Chairperson: ANANDI MANI, University of Warwick |
Room Gran Melia B3 |
TRADE OPENNESS, INSTITUTIONAL CHANGE AND ECONOMIC GROWTH
Antonio Navas, Universidad Autonoma de Madrid |
||
INSTITUTIONAL AND FINANCIAL MARKET DEVELOPMENT OF NATIONS: NEW
MEASURES FOR A LARGE PANEL
Georgios Georgiadis, Goethe University Frankfurt Co-Author: Michael Binder, Goethe University Frankfurt, Chair for International Macroeconomics & Macroeconometrics |
||
TRAVELING AGENTS? POLITICAL CHANGE AND BUREAUCRATIC TURNOVER IN
INDIA
ANANDI MANI, University of Warwick Co-Author: Lakshmi Iyer, Harvard Busines School |
11:15 - 12:45 |
NONPARAMETRIC MODELS WITH ENDOGENEITY (ECO)
Chairperson: Joel Horowitz, Northwestern University |
Room Yangtze Hall |
ESTIMATION OF NONPARAMETRIC MODELS WITH SIMULTANEITY
Rosa Matzkin, University of California, Los Angeles |
||
NON PARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS
Senay Sokullu, Toulouse School of Economics Co-Author: Jean-Pierre Florens, Toulouse School of Economics |
||
EMPIRICAL SELECTION OF THE REGULARIZATION PARAMETER IN
NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION
Joel Horowitz, Northwestern University |
11:15 - 12:45 |
STOCHASTIC FRONTIER MODELS (ECO)
Chairperson: Robin Sickles, Rice University |
Room 5C |
NONPARAMETRIC STOCHASTIC FRONTIER ESTIMATION VIA PROFILE
LIKELIHOOD
Carlos Martins-Filho, University of Colorado Co-Author: Feng Yao, West Virginia University |
||
A STOCHASTIC FRONTIER MODEL WITH STRUCTURAL BREAKS IN EFFICIECY
AND TECHNOLOGY
Guangjie Li, Cardiff Business School |
||
BOUNDED STOCHASTIC FRONTIERS WITH AN APPLICATION TO THE US
BANKING INDUSTRY: 1984-2009
Robin Sickles, Rice University Co-Authors: Pavlos Almanidis, Rice University and Junhui Qian, School of Economics \ Shanghai Jiao Tong University |
11:15 - 12:45 |
STRUCTURAL ESTIMATION II (ECO)
Chairperson: Amil Petrin, University of Minnesota, Twin Cities |
Room 5D |
FIRMS' HUMAN CAPITAL, R\&D AND INNOVATION: A STUDY ON FRENCH
FIRMS
Di�go Legros, Universit� de Bourgogne, Laboratoire d''Economie et de Gestion Co-Author: Emilie-Pauline Galli�, Institut pour le Management de la Recherche et de l'Innovation |
||
A STRUCTURAL MODEL OF STRIKE DURATIONS
Sadat Reza, York University Co-Author: Paul Rilstone, York University |
||
THE INTERACTION OF OBSERVED AND UNOBSERVED FACTORS IN NON-LINEAR
DEMAND MODELS
Amil Petrin, University of Minnesota, Twin Cities Co-Author: Kyoo il Kim, University of Minnesota |
11:15 - 12:45 |
QUANTILES II (ECO)
Chairperson: Sungjae Jun, Pennsylvania State University |
Room 5E |
PARTIAL LINEAR QUANTILE REGRESSION AND BOOTSTRAP CONFIDENCE BANDS
Song Song, Humboldt University zu Berlin |
||
COUNTERFACTUAL DECOMPOSITION OF CHANGES IN WAGE DISTRIBUTIONS VIA
QUANTILE REGRESSION WITH ENDOGENOUS REGRESSORS
Elena Martinez Sanchis, University of Alicante Co-Authors: Ilker Kandemir, University College London and Juan Mora, University of Alicante |
||
CUBE-ROOT-N AND FASTER CONVERGENCE, LAPLACE ESTIMATORS, AND
UNIFORM INFERENCE
Sungjae Jun, Pennsylvania State University Co-Authors: Joris Pinkse, Pennsylvania State University and Yuanyuan Wan, |
11:15 - 12:45 |
ESTIMATION OF DIFFUSIONS (ECO)
Chairperson: Seungmoon Choi, University of Adelaide |
Room 5F |
ESTIMATING SEMI-PARAMETRIC DIFFUSION MODELS WITH UNRESTRICTED
VOLATILITY VIA INFINITESIMAL OPERATOR BASED CHARACTERIZATION
Zhaogang Song, Cornell University |
||
TESTING NONSTATIONARY DIFFUSIONS: AN INFINITESIMAL GENERATOR
APPROACH.
Bin Wang, Indiana University |
||
CLOSED-FORM LIKELIHOOD EXPANSIONS FOR MULTIVARIATE
TIME-INHOMOGENEOUS DIFFUSIONS
Seungmoon Choi, University of Adelaide |
11:15 - 12:45 |
NONLINEAR PANEL DATA MODELS (ECO)
Chairperson: St�phane Bonhomme, CEMFI |
Room 5H |
IDENTIFICATION AND ESTIMATION OF A NONPARAMETRIC PANEL DATA MODEL
WITH UNOBSERVED HETEROGENEITY
Evdokimov Kirill, Yale University |
||
IDENTICATION AND ESTIMATION OF NONLINEAR DYNAMIC PANEL DATA
MODELS WITH UNOBSERVED COVARIATES
Ji-Liang Shiu, National Chung-Cheng University Co-Author: Yingyao Hu, Johns Hopkins University |
||
FUNCTIONAL DIFFERENCING
St�phane Bonhomme, CEMFI |
11:15 - 12:45 |
REGIME SWITCHING (ECO)
Chairperson: Thanasis Stengos, University of Guelph |
Room 5I |
IDENTIFICATION AND ESTIMATION IN AN INCOHERENT MODEL OF CONTAGION
Daniele Massacci, University of Surrey |
||
MODIFIED LIKELIHOOD RATIO TEST FOR REGIME SWITCHING
Katsumi Shimotsu, Hitotsubashi University Co-Authors: Hiroyuki Kasahara, University of British Columbia and Tatsuyoshi Okimoto, Hitotsubashi University |
||
STRUCTURAL THRESHOLD REGRESSION
Thanasis Stengos, University of Guelph Co-Authors: Andros Kourtellos, University of Cyprus and Chih Ming Tan, Tufts University |
14:15 - 16:15 | CONTRIBUTED SESSIONS |
14:15 - 16:15 |
FOUNDATIONS: ROBUSTNESS (THY)
Chairperson: Olivier Tercieux, Paris School of Economics |
Room Gran Melia B1 |
STRATEGIC DISCONTINUITY IN SIMPLE AND COMPLICATED GAMES
Siyang Xiong, Rice University Co-Author: Yi-Chun Chen, National University of Singapore |
||
STRATEGIC DISTINGUISHABILITY AND INTERDEPENDENT PREFERENCES
Stephen Morris, Princeton University Co-Authors: Dirk Bergemann, Yale University and Satoru Takahashi, Princeton University |
||
A STRUCTURE THEOREM FOR RATIONALIZABILITY IN DYNAMIC GAMES
Yi-Chun Chen, National University of Singapore |
||
SUBGAME PERFECT IMPLEMENTATION UNDER VALUE PERTURBATIONS AND THE
HOLD-UP PROBLEM
Olivier Tercieux, Paris School of Economics Co-Authors: Philippe Aghion, Harvard University, Drew Fudenberg, Harvard University, Richard Holden, Chicago, Booth School of Buisness and Takashi Kunimoto, McGuill University |
14:15 - 16:15 |
PSYCHOLOGY AND IO (THY)
Chairperson: Juan Dubra, Universidad de Montevideo |
Room Gran Melia B2 |
PRICE COMPETITION UNDER LIMITED COMPARABILITY
Ran Spiegler, Tel Aviv University Co-Author: Michele Piccione, London School of Economics |
||
CONSUMER LOSS AVERSION AND COMPETITION IN DIFFERENTIATED PRODUCT
MARKETS
Heiko Karle, ECARES, ULB Co-Author: Martin Peitz, University of Mannheim |
||
RECRUITING NOW OR EARLIER? MORAL HAZARD MODEL WITH A
TIME-INCONSISTENT AGENT
Jianye Yan, Toulouse School of Economics |
||
APPARENT OVERCONFIDENCE
Juan Dubra, Universidad de Montevideo Co-Author: Jean-Pierre Benoit, London Business School |
14:15 - 16:15 |
NETWORKS AND SOCIAL GROUPS (THY)
Chairperson: Xu Tan, Department of Economics, Stanford University |
Room Gran Melia B3 |
A FIELD STUDY ON MATCHING WITH NETWORK EXTERNALITIES
Leeat Yariv, California Institute of Technology Co-Authors: Mariagiovanna Baccara, New York University, Ayse Imrohoroglu, University of Southern California and Alistair Wilson, New York University |
||
HOMOPHILY AND SEARCH
Sergio Currarini, Universit� Di Venezia Co-Author: Fernando Vega Redondo, European University Insitute |
||
STRATEGIC RANDOM NETWORKS: WHY SOCIAL NETWORKING TECHNOLOGY
MATTERS
Yair Livne, Stanford GSB Co-Author: Benjamin Golub, Stanford University |
||
SOCIAL CAPITAL AND SOCIAL QUILTS: NETWORK PATTERNS OF FAVOR
EXCHANGE
Xu Tan, Department of Economics, Stanford University Co-Authors: Matthew Jackson, Stanford University and Tomas Rodriguez-Barraquer, Stanford University |
14:15 - 16:15 |
REPUTATION (THY)
Chairperson: Takako Fujiwara-Greve, Keio University |
Room Gran Melia B4 |
REPUTATION FOR QUALITY
Moritz Meyer-ter-Vehn, UCLA |
||
MULTIPLE OPPONENTS AND THE LIMITS OF REPUTATION
Sambuddha Ghosh, Boston University |
||
REPUTATION AND COMPETITION FOR INFORMATION INTERMEDIARIES
Pei-yu Lo, The University of Hong Kong |
||
ASYMMETRY OF REPUTATION LOSS AND RECOVERY UNDER ENDOGENOUS
RELATIONSHIPS: THEORY AND EVIDENCE
Takako Fujiwara-Greve, Keio University Co-Authors: Henrich Greve, INSEAD and Stefan Jonsson, Uppsala University |
14:15 - 16:15 |
EXPERIMENTS ON ALTRUISM AND FAIRNESS (EXP)
Chairperson: David Malueg, University of California, Riverside |
Room Gran Melia F1 |
SHIFTING THE BLAME: ON DELEGATION AND RESPONSIBILITY
Bjorn Bartling, University of Zurich Co-Author: Urs Fischbacher, Universtity of Konstanz |
||
EXPERIMENTS IN GROUP IDENTITY AND COALITION FORMATION
James Tremewan, Toulouse School of Economics |
||
RECIPROCITY IN RECESSIONS
Sebastian Strasser, University of Munich Co-Author: Martin Kocher, University of Munich |
||
INCREASING FUNDRAISING SUCCESS BY DECREASING DONOR CHOICE
David Malueg, University of California, Riverside Co-Author: Stefano Barbieri, Tulane University |
14:15 - 16:15 |
BANKING (FIN)
Chairperson: Andrei Simonov, Michigan State University |
Room 5A |
KNIGHTIAN UNCERTAINTY AND INTERBANK LENDING
Matt Pritskere, The Federal Reserve Board |
||
INTERSTATE BANKING DEREGULATION AND BANK LOAN COMMITMENTS
Ki Young Park, Yonsei University |
||
BANK RISK-TAKING, SECURITIZATION, SUPERVISION, AND LOW INTEREST
RATES: EVIDENCE FROM LENDING STANDARDS
Angela Maddaloni, European Central Bank Co-Author: Jos�-Luis Peydr�, European Central Bank |
||
ON THE REAL EFFECTS OF BANK BAILOUTS: MICRO-EVIDENCE FROM JAPAN
Andrei Simonov, Michigan State University Co-Author: Mariassunta Giannetti, HHS |
14:15 - 16:15 |
PORTFOLIO CHOICE (FIN)
Chairperson: Laurent Calvet, HEC Paris |
Room 5B |
PORTFOLIO OPTIMIZATION AND RANK DEPENDENT EXPECTED UTILITY
Jean-Luc Prigent, ThEMA |
||
THE CROSS-SECTION OF MANAGERIAL ABILITY AND RISK PREFERENCES
Ralph Koijen, University of Chicago |
||
ROBUST ASSET ALLOCATION WITH GENERALIZED PREFERENCES
Michel Verlaine, ICN Business School |
||
TWIN PICKS: DISENTANGLING THE DETERMINANTS OF RISK-TAKING IN
HOUSEHOLD PORTFOLIOS
Laurent Calvet, HEC Paris Co-Author: Paolo Sodini, Stockholm School of Economics |
14:15 - 16:15 |
ASSET PRICING VII (FIN)
Chairperson: Malkhozov Aytek, London School of Economics |
Room 5C |
INFORMATION AND LIQUIDITY TRADING AT OPTIMAL FREQUENCIES: THEORY
AND EVIDENCE
Emiliano Pagnotta, Assistant Prof. Stern NYU |
||
RISK APPETITE AND EXCHANGE RATES
Erkko Etula, Federal Reserve Bank of New York Co-Authors: Tobias Adrian, Federal Reserve Bank of new York and Hyun Shin, Princeton University |
||
CONSUMPTION AND HEDGING IN OIL-IMPORTING DEVELOPING COUNTRIES
Jaime Casassus, Universidad Catolica de Chile Co-Author: Felipe Aldunate, Stanford University |
||
ASSET PRICES IN A NEWS DRIVEN REAL BUSINESS CYCLE MODEL
Malkhozov Aytek, London School of Economics Co-Author: Maral Shamloo, IMF |
14:15 - 16:15 |
STATIC MODELS OF COMPETITION: THEORY (IND)
Chairperson: Attar Andrea, University of Tor Vergata and Toulouse School of Economics |
Room Gran Melia F2 |
HOTELLING COMPETITION WITH MULTI-PURCHASING: TIME MAGAZINE,
NEWSWEEK, OR BOTH?
Hans Jarle Kind, Norwegian School of Economics and Business Administration Co-Authors: Simon P. Anderson, University of Virginia and �ystein Foros, Norwegian School of Economics and Business Administration |
||
PRICE COMPETITION IN THE MARKET FOR LEMONS
Yukio Koriyama, Ecole Polytechnique Co-Authors: Mark Voorneveld, Stockholm School of Economics and Jorgen Weibull, Stockholm School of Economics |
||
ADVERTISING IN A HOTELLING MODEL WITH MIXTURE DISTRIBUTION
Daniel Zhiyun Li, Oxford University |
||
NON-EXCLUSIVE COMPETITION IN THE MARKET FOR LEMONS
Attar Andrea, University of Tor Vergata and Toulouse School of Economics |
14:15 - 16:15 |
STRUCTURAL ECONOMETRIC STUDIES IN IO (IND)
Chairperson: Juan Esteban Carranza, University of Wisconsin and ICESI (Colombia) |
Room Gran Melia F3 |
ESTIMATING OPTIMAL CONTRACTS UNDER
DELEGATED MANAGEMENT IN THE FRENCH WATER SECTOR
Christian Bontemps, Toulouse School of Economics |
||
TESTING MODELS OF CONSUMER SEARCH USING DATA ON WEB BROWSING AND
PURCHASING BEHAVIOR
Babur De los Santos, Kelley School of Business, Indiana University Co-Authors: Ali Horta�su, and Matthijs Wildenbeest, Kelley School of Business, Indiana University |
||
POSITIVELY DEPENDENT PRODUCTIVITY SHOCKS IN TOURNAMENTS: AN
EMPIRICAL ANALYSIS OF PRODUCTION CONTRACTS SETTLEMENT DATA
Xiaoyong Zheng, North Carolina State University Co-Authors: Tong Li, Vanderbilt University and Tomislav Vukina, North Carolina State University |
||
ESTIMATING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND
AN APPLICATION TO MORTGAGE DEFAULT IN COLOMBIA
Juan Esteban Carranza, University of Wisconsin and ICESI (Colombia) Co-Author: Salvador Navarro, University of Wisconsin |
14:15 - 16:15 |
VERTICAL RELATIONSHIPS: THEORY AND EVIDENCE (IND)
Chairperson: Ran Jing, University of International Business and Economics |
Room Gran Melia F5 |
VERTICAL INTEGRATION, FORECLOSURE, AND UPSTREAM COMPETITION
Nicolas Schutz, Paris School of Economics Co-Authors: Johan Hombert, HEC Paris and Jerome Pouyet, Paris School of Economics |
||
VERTICAL RELATIONS UNDER CREDIT CONSTRAINTS
Volker Nocke, University of Mannheim Co-Author: John Thanassoulis, University of Oxford |
||
OUTSOURCING WHEN INVESTMENTS ARE SPECIFIC AND INTERRELATED
Johannes Van Biesebroeck, K.U.Leuven Co-Author: Alla Lileeva, York University |
||
PARTIAL EQUITY STAKES IN VERTICAL SUPPLY CHAINS:
EVIDENCE FROM THE JAPANESE AUTO PARTS INDUSTRY
Ran Jing, University of International Business and Economics |
14:15 - 16:15 |
EXCHANGE RATES AND PRICES (INT)
Chairperson: Paul Bergin, Univ. California Davis |
Room 3A |
ASSESSING THE REAL EXCHANGE RATE MISALIGNMENTS:
IS REAL UNDERVALUATION OF THE CURRENCY LIKELY AND CAN IT BE SUSTAINED?
Megumi Kubota, University of York |
||
DO STICKY PRICES INCREASE THE REAL EXCHANGE RATE VOLATILITY?
Takayuki Tsuruga, Kansai University Co-Authors: Mario Crucini, Vanderbilt University and Mototsugu Shintani, Vanderbilt University |
||
DEMAND IMBALANCES, EXCHANGE RATE MISALIGNMENT AND MONETARY POLICY
Luca Dedola, European Central Bank Co-Author: Giancarlo Corsetti, European University Institute |
||
THE MICRO-MACRO DISCONNECT OF PURCHASING POWER PARITY
Paul Bergin, Univ. California Davis |
14:15 - 16:15 |
TRADE AND COMPETITION (INT)
Chairperson: Kensuke Teshima, CIE-ITAM |
Room 3H |
ON PRICE, ENTRY AND MARKET SIZE. A GENERAL MONOPOLISTIC
COMPETITION APPROACH
Sergey Kokovin, Novosibirsk State University, Economic dpt., Institute of Mathematics Co-Authors: Jacques-François Thisse, CORE and Evgeny Zhelobodko, Novosibirsk State University |
||
CAN IMPORT COMPETITION EXPLAIN THE SKILL CONTENT IN THE UNITED
STATES?
Travis Ng, The Chinese University of Hong Kong Co-Author: Yi Lu, The University of Hong Kong |
||
INTERNATIONAL TRADE AND MONOPOLISTIC COMPETITION WITHOUT CES:
ESTIMATING TRANSLOG GRAVITY
Dennis Novy, University of Warwick |
||
IMPORT COMPETITION AND INNOVATION AT THE PLANT LEVEL: EVIDENCE
FROM MEXICO.
Kensuke Teshima, CIE-ITAM |
14:15 - 16:15 |
MIGRATION AND IMMIGRATION (LAB)
Chairperson: Joseph Altonji, Yale University |
Room 3B |
IMMIGRATION, WAGES, AND EDUCATION: A GENERAL EQUILIBRIUM DYNAMIC
DISCRETE CHOICE STRUCTURAL MODEL
Joan Llull, CEMFI |
||
THE HETEROGENEOUS LABOR MARKET EFFECTS OF IMMIGRATION
Mathis Wagner, Collegio Carlo Alberto |
||
DO FOREIGN EXPERTS INCREASE THE PRODUCTIVITY OF DOMESTIC FIRMS?
Jakob Roland Munch, University of Copenhagen Co-Authors: Nikolaj Malchow-M�ller, University of Southern Denmark and Jan Rose Skaksen, Copenhagen Business School |
||
THE VALUE OF ENGLISH AT HOME AND ABROAD
Joseph Altonji, Yale University Co-Author: Mark Rosenzweig, Yale University |
14:15 - 16:15 |
DISCRIMINATION AND SEARCH (LAB)
Chairperson: Benoit Schmutz, GREQAM-Paris School of Economics |
Room 5I |
DISCRIMINATION, COORDINATION AND UNEMPLOYMENT
Luca P. Merlino, ECARES |
||
DISCRIMINATION IN THE EQUILIBRIUM SEARCH MODEL WITH WAGE-TENURE
CONTRACTS
Zheng Fang, Nanyang Technological University Co-Author: Chris Sakellariou, Nanyang Technological University |
||
DISCRIMINATION AND EMPLOYMENT PROTECTION
Steinar Holden, University of Oslo Co-Author: �sa Ros�n, Stockholm University (SOFI) |
||
THE NEIGHBOR IS KING: CUSTOMER DISCRIMINATION IN THE HOUSING
MARKET
Benoit Schmutz, GREQAM-Paris School of Economics Co-Authors: Pierre-Philippe Combes, CNRS, Bruno Decreuse, GREQAM and University of Aix-Marseilles and Alain Trannoy, EHESS and GREQAM-IDEP |
14:15 - 16:15 |
PROGRAM EVALUATION II (LAB)
Chairperson: Wilbert van der Klaauw, Federal Reserve Bank of New York |
Room 5J |
THE EFFECT OF EXPERIENCING
A SPELL OF TEMPORARY EMPLOYMENT VS. A SPELL OF UNEMPLOYMENT
ON SHORT-TERM LABOUR MARKET OUTCOMES
Ugo Trivellato, University of Padova Co-Authors: Adriano Paggiaro, University of Padova and Enrico Rettore, University of Padova |
||
EMPLOYMENT EFFECTS OF FLEXIBILITY �AT THE MARGIN� IN ECONOMIC
EXPANSION
Alfonso Arellano, FEDEA |
||
CONSCRIPTION AND CRIME: EVIDENCE FROM THE ARGENTINE DRAFT LOTTERY
Ernesto Schargrodsky, Universidad Torcuato Di Tella Co-Authors: Sebastian Galiani, Washington University in St Louis and Martin Rossi, Universidad de San Andres |
||
ANATOMY OF POLICY REFORM EVALUATION: ANNOUNCEMENT AND
IMPLEMENTATION EFFECTS
Wilbert van der Klaauw, Federal Reserve Bank of New York Co-Authors: Richard Blundell, University College London and Marco Francesconi, University of Essex |
14:15 - 16:15 |
INVESTMENT, ASSET PRICING AND AGGREGATE FLUCTUATIONS (MAX)
Chairperson: Tianxi Wang, U of Essex |
Room 3D |
CREDIT RISK AND THE MACROECONOMY: EVIDENCE FROM AN ESTIMATED DSGE
MODEL
Alberto Ortiz, Oberlin College Co-Authors: Simon Gilchrist, Boston University and Egon Zakrajsek, Federal Reserve Board |
||
BELIEFS SHOCK AND THE MACROECONOMY
Jacek Suda, Banque de France - Paris School of Economics |
||
THE CYCLICAL BEHAVIOR OF EQUITY TURNOVER
Emilio Espino, Universidad Torcuato Di Tella Co-Author: David DEJONG, Department of Economics; University of Pittsburgh |
||
THE LEVERAGE OF FINANCIAL INTERMEDIARIES, MARKET FAILURE, AND
REGULATION
Tianxi Wang, U of Essex |
14:15 - 16:15 |
INFRASTRUCTURE AND INNOVATION (MAX)
Chairperson: V. Brian Viard, Cheung Kong Graduate School of Business |
Room 3E |
BROADBAND INFRASTRUCTURE AND ECONOMIC GROWTH
Nina Czernich, ifo Insitute for Economic Research Co-Authors: Oliver Falck, ifo Institute for Economic Research, Tobias Kretschmer, Institute for Communication Economics - Munich School of Management and Ludger Woessmann, ifo Institute for Economic Research |
||
THE WELFARE COST OF ONE-SIZE-FITS-ALL PATENT PROTECTION
Angus C. Chu, Shanghai University of Finance and Economics |
||
PATENT PROTECTION, TECHNOLOGICAL CHANGE AND WAGE INEQUALITY
Shiyuan Pan, Zhejiang University |
||
THE EFFECT OF CONTENT ON GLOBAL INTERNET ADOPTION
V. Brian Viard, Cheung Kong Graduate School of Business |
14:15 - 16:15 |
GROWTH THEORY (MAX)
Chairperson: Yong Wang, City University of Hong Kong |
Room 3G |
TIME TO CONSUME, QUALITY, AND GROWTH
Francisco Alcala, Universidad de Murcia |
||
ADOPTION TECHNOLOGY TARGETS AND KNOWLEDGE DYNAMICS: CONSEQUENCES
FOR LONG-RUN PROSPECTS
Veronica Mies, P. Universidad Cat�lica de Chile |
||
TRANSITIONAL DYNAMICS IN AN ENDOGENOUS GROWTH MODEL WITH
HETEROGENEOUS CONSUMPTION GOODS
Xavier Raurich, Universitat de Barcelona Co-Authors: Jaime Alonso-Carrera, Universidade de Vigo and Jordi Caballe, Universidad Autonoma de Barcelona |
||
ASYMMETRIC INFORMATION, AUDITING COMMITMENT, AND ECONOMIC GROWTH
Yong Wang, City University of Hong Kong |
14:15 - 16:15 |
POLITICAL INSTITUTIONS (POL)
Chairperson: Jia Ruixue, Stockholm University |
Room Yellow River Hall |
POLITICAL ACCOUNTABILITY AND REAL AUTHORITY OF GOVERNMENT
BUREAUCRACY
Marina Dodlova, EconomiX / University of Paris Ouest Nanterre |
||
THE ECONOMIC ORIGINS OF ISLAM: THEORY AND EVIDENCE
Naghavi Alireza, University of Bologna Co-Authors: Stelios Michalopoulos, Tufts University and Giovanni Prarolo, University of Bologna |
||
ELITE CAPTURE IN THE ABSENCE OF DEMOCRACY: EVIDENCE FROM
BACKGROUNDS OF CHINESE PROVINCIAL LEADERS
Petra Persson, Columbia University Co-Author: Ekaterina Zhuravskaya, New Economic School |
||
THE LEGACIES OF FORCED FREEDOM
Jia Ruixue, Stockholm University |
14:15 - 16:15 |
POVERTY (DEV)
Chairperson: Kumar Aniket, University of Cambridge |
Room Century Hall |
ESTIMATION OF POVERTY TRANSITION MATRICES WITH NOISY DATA
Nayoung Lee, Chinese University of Hong Kong Co-Authors: Geert Ridder, University of Southern California and John Strauss, University of Southern California |
||
DISTRIBUTION DYNAMICS AND COVARIATES: COMBINING TWO APPROACHES IN
THE EMPIRICAL GROWTH LITERATURE
Ole Rummel, Bank of England |
||
MICRO RESPONSES TO DISASTER RELIEF AID: LOBBYING, SOCIAL
CONNECTIONS, AND AID EFFICACY
Manabu Nose, Brown University, Economics |
||
BEYOND MICROCREDIT: GIVING THE POOR A WAY TO SAVE THEIR WAY OUT
OF POVERTY
Kumar Aniket, University of Cambridge |
14:15 - 16:15 |
DEVELOPMENT: EMPIRICAL ISSUES II (DEV)
Chairperson: Dan Lu, the University of Chicago |
Room 3C |
MIGRATION AND ENTREPRENEURSHIP IN MEXICO
Daniel Yi Xu, New York University Co-Author: Kevin Thom, New York University |
||
THE IMPACTS OF FACE-TO-FACE AND FREQUENT INTERACTIONS ON
INNOVATION: EVIDENCE FROM UPSTREAM-DOWNSTREAM RELATIONS
Tomohiro Machikita, Institute of Developing Economies Co-Author: Yasushi Ueki, Institute of Developing Economies, Bangkok Research Center, Japan External Trade Organization |
||
IMPACT OF INDUSTRIALIZATION ON RELATIVE FEMALE SURVIVAL: EVIDENCE
FROM TRADE POLICIES
Tanika Chakraborty, DIW Berlin |
||
AGGLOMERATION EXTERNALITIES AND INDUSTRY CONCENTRATION DYNAMICS
Dan Lu, the University of Chicago |
14:15 - 16:15 |
BOUNDS (ECO)
Chairperson: Andrew Chesher, University College London |
Room Yangtze Hall |
CONCAVE-MONOTONE TREATMENT RESPONSE AND MONOTONE TREATMENT
SELECTION: WITH AN APPLICATION TO THE RETURNS TO SCHOOLING
Tsunao Okumura, Yokohama National University Co-Author: Emiko Usui, Nagoya University |
||
IV MODELS OF ORDERED CHOICE
Smolinski Konrad, European University Institute/ CeMMAP Co-Author: Andrew Chesher, University College London |
||
SHARP IDENTIFICATION REGIONS IN MODELS WITH CONVEX PREDICTIONS:
GAMES, INDIVIDUAL CHOICE, AND INCOMPLETE DATA
Arie Beresteanu, Duke University Co-Authors: Ilya Molchanov, Bern University and Francesca Molinari, Cornell University |
||
SET IDENTIFYING MODELS WITH DISCRETE OUTCOMES AND ENDOGENOUS
VARIABLES
Andrew Chesher, University College London Co-Author: Smolinski Konrad, European University Institute/ CeMMAP |
14:15 - 16:15 |
COINTEGRATION (ECO)
Chairperson: Peter Boswijk, University of Amsterdam |
Room 5D |
MEASURING CORRELATIONS OF INTEGRATED BUT NOT COINTEGRATED
VARIABLES - A SEMIPARAMETRIC APPROACH
Yiguo Sun, University of Guelph Co-Authors: Cheng Hsiao, University of Southern California and Qi Li, Texas A&M University |
||
CO-INTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
Giuseppe Cavaliere, University of Bologna Co-Authors: Anders Rahbek, University of Copenhagen and Robert Taylor, University of Nottingham |
||
SUMMABILITY OF STOCHASTIC PROCESSES
(A GENERALIZATION OF INTEGRATION AND CO-INTEGRATION VALID FOR
NON-LINEAR PROCESSES)
Vanessa Berenguer, U. Carlos III de Madrid Co-Author: Jesus Gonzalo, U. Carlos III de Madrid |
||
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION
Peter Boswijk, University of Amsterdam |
14:15 - 16:15 |
MODEL SELECTION (ECO)
Chairperson: Bruce Hansen, University of Wisconsin |
Room 5E |
EFFICIENT SELECTION OF THE ORDER OF AN AR(\INFTY):
A UNIFIED APPROACH WITHOUT KNOWING THE ORDER OF INTEGRATEDNESS
CY (Chor-yiu) SIN, National Tsing Hua University, Taiwan Co-Authors: Ching-Kang ING, Academia Sinica and Shu-Hui YU, National University of Kaohsiung |
||
DATA-DRIVEN MODEL EVALUATION: A TEST FOR REVEALED
PERFORMANCE
Christopher Parmeter, Virginia Tech Co-Author: Jeffrey Racine, McMaster University |
||
ECONOMETRIC MODEL SELECTION IN THE PRESENCE OF NONSTATIONARITY
Jae-Young Kim, Seoul National University |
||
MULTI-STEP FORECAST SELECTION
Bruce Hansen, University of Wisconsin |
14:15 - 16:15 |
STATE SPACE AND FACTOR MODELS (ECO)
Chairperson: Peng Wang, Hong Kong University of Science and Technology |
Room 5F |
DYNAMIC FACTOR MODELS WITH SMOOTH LOADINGS FOR ANALYZING THE TERM
STRUCTURE OF INTEREST RATES
Michel Van der Wel, Erasmus University Rotterdam Co-Authors: Borus Jungbacker, VU University, Tinbergen Institute and Siem Jan Koopman, VU University, Tinbergen Institute |
||
INFINITE-DIMENSIONAL VARS AND FACTOR MODELS
Alexander Chudik, CIMF and European Central Bank Co-Author: M. Hashem Pesaran, Cambridge University and USC |
||
FITTING DYNAMIC FACTOR MODELS TO NON-STATIONARY TIME SERIES
Michael Eichler, Maastricht University Co-Authors: Giovanni Motta, Maastricht University and Rainer von Sachs, Universit� catholique de Louvain |
||
LARGE DIMENSIONAL FACTOR MODELS WITH A MULTI-LEVEL FACTOR
STRUCTURE: IDENTI…CATION, ESTIMATION AND INFERENCE
Peng Wang, Hong Kong University of Science and Technology |
14:15 - 16:15 |
DURATION MODELS (ECO)
Chairperson: Jaap Abbring, CentER, Department of Econometrics & OR, Tilburg University |
Room 5H |
THE LIKELIHOOD OF MIXED HITTING TIMES
Tim Salimans, Tinbergen Institute and Erasmus School of Economics, Rotterdam, The Netherlands Co-Author: Jaap Abbring, CentER, Department of Econometrics & OR, Tilburg University |
||
AN ALTERNATIVE SEMIPARAMETRIC REGRESSION APPROACH TO NONLINEAR
DURATION MODELING: THEORY AND APPLICATION
Pipat Wongsaart, The University of Adelaide Co-Author: Jiti Gao, The University of Adelaide |
||
IDENTIFIABILITY AND ESTIMATION OF THE SIGN OF A COVARIATE EFFECT
IN THE COMPETING RISKS MODEL
Ralf Wilke, University of Nottingham Co-Author: Simon Lo, Lingnan University |
||
A NOTE ON THE NON-PARAMETRIC IDENTIFICATION OF GENERALIZED
ACCELERATED FAILURE-TIME MODELS
Jaap Abbring, CentER, Department of Econometrics & OR, Tilburg University Co-Author: Geert Ridder, University of Southern California |
14:15 - 16:15 |
TREATMENT EFFECT ESTIMATION (ECO)
Chairperson: Ivan Fernandez-Val, Boston University |
Room Pearl Hall |
TO CONTROL OR NOT TO CONTROL? BIAS OF SIMPLE MATCHING VS
DIFFERENCE-IN-DIFFERENCE MATCHING IN A DYNAMIC FRAMEWORK
Sylvain Chabe-Ferret, CEMAGREF |
||
QUANTILE TREATMENT EFFECTS IN THE REGRESSION DISCONTINUITY DESIGN
Blaise Melly, Brown University Co-Author: Markus Froelich, Universit�t Mannheim |
||
TREATMENT EVALUATION IN THE PRESENCE OF SAMPLE SELECTION
Martin Huber, University of St. Gallen |
||
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS
Ivan Fernandez-Val, Boston University Co-Authors: Victor Chernozhukov, MIT and Blaise Melly, Brown University |
16:45 - 18:15 | PLENARY SESSION |
16:45 - 18:15 |
FISHER-SCHULTZ LECTURE
Chairperson: Roger Myerson, University of Chicago |
Room Grand Ballroom |
WILLPOWER AND SELF CONTROL
Drew Fudenberg, Harvard University |
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