| Session | Session Ref. | Date | Time | Chairman | Name | Surname | Institution | Ref. | Paper & Coauthor(s) |
| Hypothesis Tests | EC 01 | 30-8-98 | 08:30 to 10:30 | M. Magdalinos | Jean-Marie | Dufour | Université de Montreal | 458 | Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments. (With A. Trognon) |
| Hypothesis Tests | EC 01 | 30-8-98 | 08:30 to 10:30 | M. Magdalinos | Frank | Kleibergen | Erasmus University Rotterdam | 146 | Single Equation Analysis: How do Classical and Bayesian Procedures Relate?. (With E. Zivot) |
| Hypothesis Tests | EC 01 | 30-8-98 | 08:30 to 10:30 | M. Magdalinos | Richard | Paap | Erasmus University Rotterdam | 165 | Bayesian Score Statistics in Linear Models. (With F. Kleibergen) |
| Hypothesis Tests | EC 01 | 30-8-98 | 08:30 to 10:30 | M. Magdalinos | José A. F. | Machado | Universidade Nova de Lisboa | 153 | Likelihood Ratio and Goodness of Fit Processes for Quantile Regression. (With R. Koenker) |
| Switching Regime Models | EC 02 | 30-8-98 | 08:30 to 10:30 | G. Pérez-Quirós | Anders | Warne | Stockholm University | 367 | Growth, Saving, Financial Markets and Markov-Switching Regimes. (With T. Jacobson and T. Lindh) |
| Switching Regime Models | EC 02 | 30-8-98 | 08:30 to 10:30 | G. Pérez-Quirós | Marianne | Sensier | University of Manchester | 287 | A Disaggregated Markov-Switching Model of the UK Business Cycle. (With Hans-Martin Krolzig) |
| Switching Regime Models | EC 02 | 30-8-98 | 08:30 to 10:30 | G. Pérez-Quirós | Sylvia | Kaufmann | University of Vienna | 235 | Measuring business cycles with a dynamic Markov switching factor model |
| Switching Regime Models | EC 02 | 30-8-98 | 08:30 to 10:30 | G. Pérez-Quirós | Hans-Martin | Krolzig | University of Oxford | 93 | A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Unemployment. (With J. Toro) |
| Investment / Inventory Models | EC 03 | 30-8-98 | 08:30 to 10:30 | H. Entorf | Frédéric | Verschueren | Facultés Universitaires Catholiques de Mons | 320 | Co-Integration and Investment Theory |
| Investment / Inventory Models | EC 03 | 30-8-98 | 08:30 to 10:30 | H. Entorf | Jonathan | McCarthy | Bank for International Settlements, Basel | 259 | Trade Inventories. (With E. Zakrajsek) |
| Investment / Inventory Models | EC 03 | 30-8-98 | 08:30 to 10:30 | H. Entorf | Stephen | Bond | Institute for Fiscal Studies, London | 350 | Productivity, Investment and the Threat of Takeover. (With C. Meghir and F. Windmeijer) |
| Investment / Inventory Models | EC 03 | 30-8-98 | 08:30 to 10:30 | H. Entorf | Oivind Anti | Nilsen | University of Bergen | 428 | Is there any credit rationing at all? Threshold estimation in an investment model |
| Time Series Modelling I | EC 04 | 30-8-98 | 08:30 to 10:30 | P. Boswijk | Ana | Justel | Universidad Autónoma de Madrid | 479 | Detection of Outlier Patches in Autoregressive Time Series. (With D. Peña and R.S. Tsay) |
| Time Series Modelling I | EC 04 | 30-8-98 | 08:30 to 10:30 | P. Boswijk | Rafael | Flores de Frutos | Universidad Complutense de Madrid | 64 | Testing for invertibility in univariate ARIMA model |
| Time Series Modelling I | EC 04 | 30-8-98 | 08:30 to 10:30 | P. Boswijk | Christophe | Planas | Eurostat, Luxembourg | 88 | Signal Extraction in Non Invertible ARIMA Models. (With A. Maravall) |
| Time Series Modelling I | EC 04 | 30-8-98 | 08:30 to 10:30 | P. Boswijk | J. Huston | McCulloch | Ohio State University | 299 | Estimation of the Bivariate Stable Spectral Representation by the Projection Method |
| Inequality and Poverty | EC 05 | 30-8-98 | 08:30 to 10:30 | F. Cowell | Russell | Davidson | GREMAQ, Marseille | 329 | Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality. (With Jean-Yves Duclos) |
| Inequality and Poverty | EC 05 | 30-8-98 | 08:30 to 10:30 | F. Cowell | Christophe | Muller | University of Oxford | 95 | The Measurement of Dynamic Poverty with Goegraphical and Intertemporal Price Variability |
| Inequality and Poverty | EC 05 | 30-8-98 | 08:30 to 10:30 | F. Cowell | Mark | Trede | Universitaet zu Koeln | 306 | Statistical Inference for Inequality Measures with Intertemporal and Contemporaneous Stochastic Dependencies. (With C. Schluter and A. Stich) |
| Inequality and Poverty | EC 05 | 30-8-98 | 08:30 to 10:30 | F. Cowell | Christian | Kleiber | Universität Dortmund | 189 | On the Lorenz order within the generalized beta-II family of income distributions |
| Portfolio Performance | EC 06 | 30-8-98 | 08:30 to 10:30 | A. Powell | Bas J.M. | Werker | Université Libre de Bruxelles | 490 | Testing for Mean-Variance Spanning with Short Sales Contraints and Transaction Costs: The Case of Emerging Markets. (With F.A. de Roon and T.E. Nijman) |
| Portfolio Performance | EC 06 | 30-8-98 | 08:30 to 10:30 | A. Powell | Gordon | Fisher | Concordia University, Montreal | 37 | Stochastically Dominating Investment Styles for Risk-averse Investors (With K. Xu) |
| Portfolio Performance | EC 06 | 30-8-98 | 08:30 to 10:30 | A. Powell | Claes | Berg | Sveriges Riksbank, Stockholm | 43 | Are Stock Returns Predictable from Industrial Production? Evidence from the USA, Japan and some European Countries. |
| Portfolio Performance | EC 06 | 30-8-98 | 08:30 to 10:30 | A. Powell | Jenke R. Ter | Horst | Tilburg University | 213 | Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample. (With T. E. Nijman and M. Verbeek) |
| Cointegration and Inference Models I | EC 07 | 30-8-98 | 08:30 to 10:30 | C. Quintos | Michael | Jansson | University of Aarhus | 128 | Spurious Regression Amongst Dependent Integrated Processes. (With N. Haldrup) |
| Cointegration and Inference Models I | EC 07 | 30-8-98 | 08:30 to 10:30 | C. Quintos | Pentti | Saikkonen | University of Helsinki | 238 | Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Precess. (With H. Lütkepohl) |
| Cointegration and Inference Models I | EC 07 | 30-8-98 | 08:30 to 10:30 | C. Quintos | Robert M. | Kunst | Institute for Advanced Studies, Vienna | 91 | Optimal decision on the cointegrating rank in vector autorregressions |
| Cointegration and Inference Models I | EC 07 | 30-8-98 | 08:30 to 10:30 | C. Quintos | Tor | Jacobson | Sveriges Riksbank, Stockholm | 422 | Bootstrap Testing and Approximate Finite Sample Distributions for Tests of Linear Restrictions on Cointegrating Vectors. (With M. Gredenhoff) |
| Growth / Convergence I | EC 08 | 30-8-98 | 08:30 to 10:30 | E. Shioji | Ana | Lamo | University of Alicante | 434 | Convergence and Public Investment Allocation. Spain 1964-1993 |
| Growth / Convergence I | EC 08 | 30-8-98 | 08:30 to 10:30 | E. Shioji | Panicos O. | Demetriades | South Bank University, London | 163 | New Evidence on the Endogenous Growth Debate. (With P. Arestis and C. Kelly) |
| Growth / Convergence I | EC 08 | 30-8-98 | 08:30 to 10:30 | E. Shioji | Antonio I. | García Pascual | UC Santa Cruz | 272 | A Sectorial Anaysis of Productivity Convergence between France and Germany. (With F. Westermann) |
| Growth / Convergence I | EC 08 | 30-8-98 | 08:30 to 10:30 | E. Shioji | Hannu | Tanninen | University of Vaasa | 363 | Income inequality, government expeditures and growth |
| GARCH Processes I | EC 09 | 30-8-98 | 08:30 to 10:30 | G. Fiorentini | Offer | Lieberman | Israel Institute of Technology | 23 | Variance Noncasuality in Multivariate GARCH Processes. (With F. Comte) |
| GARCH Processes I | EC 09 | 30-8-98 | 08:30 to 10:30 | G. Fiorentini | Dick | van Dijk | Tinbergen Institute Rotterdam | 271 | Generalized Impulse Response Functions for Univariate Nonlinear GARCH Models |
| GARCH Processes I | EC 09 | 30-8-98 | 08:30 to 10:30 | G. Fiorentini | Timo | Teräsvirta | Stockholm School of Economics | 519 | Properties of Moments of a Family of GARCH Processes. (With C. He) |
| GARCH Processes I | EC 09 | 30-8-98 | 08:30 to 10:30 | G. Fiorentini | Celso | Brunetti | University of London | 258 | A Bivariate FIGARCH Model of Crude Oil Proce Volatility. (With C. L. Gilgert) |
| Matching / Search Models | EC 10 | 30-8-98 | 08:30 to 10:30 | W. Arulampanan | Simon M. | Burgess | University of Bristol | 223 | Externalities in the Matching of Workers and Firms in Britain. (With S. Profit) |
| Matching / Search Models | EC 10 | 30-8-98 | 08:30 to 10:30 | W. Arulampanan | Jose J. | Canals-Cerda | University of Virginia | 50 | Identification in Empirical Equilibrium Search Models |
| Matching / Search Models | EC 10 | 30-8-98 | 08:30 to 10:30 | W. Arulampanan | Aiko | van Vuuren | Tinbergen Instituut Amsterdam | 392 | Job search and non-monetary costs of moving to a new residence. (With G. van den Berg) |
| Matching / Search Models | EC 10 | 30-8-98 | 08:30 to 10:30 | W. Arulampanan | Barbara | Petrongolo | Universidad Carlos III de Madrid | 356 | Re-emplyment probabilities and returns to matching |
| Health Economics | EC 11 | 30-8-98 | 11:00 to 12:30 | N. Westergard-Nielsen | Hugo A. | Benítez Silva | Yale Universty | 71 | An Empirical Analysis of the Social Security Disability Applicatio, Appeal, and Award Process. (With J. Rust, M. Buchinsky, H. Man Chan and S. Sheidvasser) |
| Health Economics | EC 11 | 30-8-98 | 11:00 to 12:30 | N. Westergard-Nielsen | Paul W. | Wilson | University of Texas | 150 | A Tale of Two Health-Care Systems: Demand for Health-Care Services by US Veterans. (With J. F. Burgess) |
| Health Economics | EC 11 | 30-8-98 | 11:00 to 12:30 | N. Westergard-Nielsen | Almas | Heshmati | Göteborg University | 24 | Productivity Measurement in Swedish Departments of Gynecology and Obstetrics |
| Long Memory Processes | EC 12 | 30-8-98 | 11:00 to 12:30 | K. Tanaka | Benedikt M. | Poetscher | University of Vienna | 375 | Convergence Results for Short-Memory Modeling of Time Series Arrays by Multistep Prediction on Likelihood Methods, with an Application to Model Selection. (With D. F. Findley and Ching-Zong Wei) |
| Long Memory Processes | EC 12 | 30-8-98 | 11:00 to 12:30 | K. Tanaka | Ignacio | Lobato | University of Iowa | 4 | A Semiparametric two step estimator in a multivariate long memory model |
| Long Memory Processes | EC 12 | 30-8-98 | 11:00 to 12:30 | K. Tanaka | Carlos | Velasco | Universidad Carlos III de Madrid | 314 | Whittle Pseudo-Maximum Likelihood Estimation of Non-Stationary Fractional Time Series. (with Peter M. Robinson) |
| Monetary / Financial Economics | EC 13 | 30-8-98 | 11:00 to 12:30 | A. Fischer | Sean | Holly | University of Cambridge | 501 | Econometric Evidence for the Asymmetric Effects of Monetary Policy. (With P. Turner) |
| Monetary / Financial Economics | EC 13 | 30-8-98 | 11:00 to 12:30 | A. Fischer | Sergio L. | Schmukler | Banco Central de la República Argentina, Buenos Aires | 298 | The Impact of Policy Announcements and News on Capital Markets: Crisis Management in Argentina During the Tequila Effect. (With Eduardo J.J. Ganapolsky) |
| Monetary / Financial Economics | EC 13 | 30-8-98 | 11:00 to 12:30 | A. Fischer | Andrew | Powell | Central Bank of Argentina, Buenos Aires | 147 | Contagion, Bank Fundamentals or Macroeconomic Shok? An Empirical Analysis of the Argentine 1995 Banking Problems. (With L. D'Amato and E. Grubisic) |
| Specification Tests | EC 14 | 30-8-98 | 11:00 to 12:30 | A. Chesher | Robert | Jung | Universitaet Tuebingen | 424 | Testing for serial dependence in time series of counts against integer-valued-autoregressive-moving-average (INARMA) alternatives |
| Specification Tests | EC 14 | 30-8-98 | 11:00 to 12:30 | A. Chesher | Christian | Hafner | Humboldt-Universität zu Berlin | 380 | Linear Autoregressive Dynamics in Financial Market Data - Inference and Implications. (With H. Herwartz) |
| Specification Tests | EC 14 | 30-8-98 | 11:00 to 12:30 | A. Chesher | Josu | Arteche | University of the Basque Country, Bilbao | 118 | Semiparametric LM Tests on Seasonal/Cyclical Long Memory |
| Economics of Family Behaviour | EC 15 | 30-8-98 | 11:00 to 12:30 | P. Mira | Audra J. | Bowlus | Free University, Amsterdam | 59 | The Role of Domestic Abuse in Labor and Marriage Markets: Observing the Unobservables. (With S. N. Seitz) |
| Economics of Family Behaviour | EC 15 | 30-8-98 | 11:00 to 12:30 | P. Mira | Xiaodong | Gong | Tilburg University | 39 | Family Structure and Female Labour Supply in Mexico City (With T. van Soest) |
| Economics of Family Behaviour | EC 15 | 30-8-98 | 11:00 to 12:30 | P. Mira | Arnstein | Aassve | University of Bristol | 385 | Time Alone: Transition to Marriage of Youth Americans. (With S. Burgess, A. Chesher and C. Propper) |
| Binary Data Models | EC 16 | 30-8-98 | 11:00 to 12:30 | R. Davidson | Insan | Tunali | Koç University, Istinye, Istanbul | 391 | Artificial Stratification as a Tool for Handling Endogeneity: With an Application to the Incidence of Child Labour in Turkey. (With G. Ridder) |
| Binary Data Models | EC 16 | 30-8-98 | 11:00 to 12:30 | R. Davidson | Daniel | McFadden | University of California, Berkeley | 462 | Estimating Features of a Distributon from Binomial Data. (With A. Lewbel) |
| Binary Data Models | EC 16 | 30-8-98 | 11:00 to 12:30 | R. Davidson | Gerd | Ronning | Universitaet Tuebingen | 425 | Non-Exogeneity of Ordinal Regressors. (With P. von Tessin) |
| Econometrics of Auction Models | EC 17 | 30-8-98 | 11:00 to 12:30 | A. Pakes | Frédéric | Jouneau | Université de Lille 3 | 461 | A Bayesian Approach the Econometrics of First-Price Auction. (With G.L. Albano) |
| Econometrics of Auction Models | EC 17 | 30-8-98 | 11:00 to 12:30 | A. Pakes | Jan C. | van Ours | CentER for Economic Research, Tilburg | 481 | Declining Prices in the Sequential Dutch Flower Auction of Roses. (With G.J. van den Berg and M. Pradham) |
| Econometrics of Auction Models | EC 17 | 30-8-98 | 11:00 to 12:30 | A. Pakes | Anders | Lunander | Uppsala University | 499 | English Auction with Secret Reservation Price. An Empirical Application Based on Executive Auctions of Owner-Occupied Flats in Sweden. (With M. Eklöf) |
| Behaviour of Firms | EC 18 | 30-8-98 | 11:00 to 12:30 | W. Barnett | Nicolas | Iung | INSEE, Paris | 279 | Sales and advertising with spillovers at the firm level: estimation of a dynamic structural model on panel data. (With E. Duguet) |
| Behaviour of Firms | EC 18 | 30-8-98 | 11:00 to 12:30 | W. Barnett | Anja | König | Universität Hannover | 273 | Product Market Conditions, Rents, and Wages - A Semiparametric Analysis. (With O. Hübler) |
| Behaviour of Firms | EC 18 | 30-8-98 | 11:00 to 12:30 | W. Barnett | Eve | Caroli | Ecole Normale Supérieure, Paris | 161 | Human Capital and Organizational Change: Evidence from British and French Establishments in the 1980s and 1990s. (With J. van Reenen) |
| Education and Labour Models | EC 19 | 30-8-98 | 11:00 to 12:30 | B. Petrongolo | Emmanuel | Duguet | University of Paris 1 | 539 | Skilled Biased Technological Change at the Firm Level: Econometric Evidence from French Manufacturing. (With N. Greenan) |
| Education and Labour Models | EC 19 | 30-8-98 | 11:00 to 12:30 | B. Petrongolo | Antonio | Spilimbergo | International Monetary Fund, Washington | 502 | How do the skilled and unskilled respond to regional shoks ? The case of Spain. (With P. Mauro) |
| Education and Labour Models | EC 19 | 30-8-98 | 11:00 to 12:30 | B. Petrongolo | Jens | Ludwig | Georgetown University | 1 | School Spending and Student Achievement: New Evidence from Longitudinal Data. (With Laurie J. Bassi) |
| Discrete Choice Models I | EC 20 | 30-8-98 | 11:00 to 12:30 | D. Mc Fadden | David | Thesmar | CREST - INSEE, Paris | 508 | Identifying dynamic discrete choice models. (With T. Magnac) |
| Discrete Choice Models I | EC 20 | 30-8-98 | 11:00 to 12:30 | D. Mc Fadden | Allan H. | Würtz | University of Aarhus | 157 | The effect of nuisance parameters on size and power; LM tests in logit models. (With N.E. Savin) |
| Discrete Choice Models I | EC 20 | 30-8-98 | 11:00 to 12:30 | D. Mc Fadden | Russell | Cooper | Boston University | 197 | Aggregate Car Purchases: A Dynamic Discrete Choice Explanation. (With J. Adda) |
| Time Series Modelling II | EC 21 | 30-8-98 | 11:00 to 12:30 | A. Espasa | Kurt | Brännäs | Umea University | 442 | Esimation in Integer-Valued Moving Average Models. (With A. Hall) |
| Time Series Modelling II | EC 21 | 30-8-98 | 11:00 to 12:30 | A. Espasa | Víctor | Gómez | Ministerio de Economía y Hacienda, Madrid | 415 | The Beveridge-Nelson Decomposition: a Different Perspective With new Results. (With J. Breitung) |
| Time Series Modelling II | EC 21 | 30-8-98 | 11:00 to 12:30 | A. Espasa | Lucrezia | Reichlin | ECARE, Université Libre de Bruxelles | 148 | Principal components estimation for dynamic factor models. (With M. Lippi, M. Hallin and M. Forni) |
| Money Demand | EC 22 | 30-8-98 | 14:00 to 16:00 | A. Vredin | Elmer | Sterken | University of Groningen | 55 | Money and Infation in Ethiopia: 1966-1994 |
| Money Demand | EC 22 | 30-8-98 | 14:00 to 16:00 | A. Vredin | Andreas | Beyer | University of Copenhagen | 127 | European Money Demand and the Role of UK for its Stability: A Cointegration Analysis |
| Money Demand | EC 22 | 30-8-98 | 14:00 to 16:00 | A. Vredin | Neil R. | Ericsson | Federal Reserve Board, Washington | 220 | Empirical Modeling of Money Demand |
| Money Demand | EC 22 | 30-8-98 | 14:00 to 16:00 | A. Vredin | Elena | Gennari | European University Institute, San Domenico di Fiesole | 342 | Estimating Money Demand in Italy 1970-1994 |
| Cost Functions / Production Frontiers | EC 23 | 30-8-98 | 14:00 to 16:00 | G. Koop | Kaddour | Hadri | Exeter University | 261 | Estimation of a Doubly Heterodastic Stochastic Frontier Cost Function |
| Cost Functions / Production Frontiers | EC 23 | 30-8-98 | 14:00 to 16:00 | G. Koop | William A. | Barnett | Washingtown University in Saint Louis | 10 | Technology Modeliing: Curvature Is Not Sufficient for Regularity. (With M. Kirova and M. Pasupathy) |
| Cost Functions / Production Frontiers | EC 23 | 30-8-98 | 14:00 to 16:00 | G. Koop | Uwe | Jensen | Christian-Albrechts-Universität, Kiel | 305 | Is it efficient to analyse ehhiciency rankings? |
| Cost Functions / Production Frontiers | EC 23 | 30-8-98 | 14:00 to 16:00 | G. Koop | Terje | Skjerpen | Statistics Norway, Oslo | 160 | Random Coefficients and Unbalanced Panel Data: Factor Substitution and Returns to Scale in Norwegian Chemical Plants. (With E. Biorn and K. Lindquist) |
| Topics on Macroeconomics | EC 24 | 30-8-98 | 14:00 to 16:00 | L. Serven | Athanasios | Orphanides | Federal Reserv Board, Washington | 144 | Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero. (With V. Wieland) |
| Topics on Macroeconomics | EC 24 | 30-8-98 | 14:00 to 16:00 | L. Serven | Volker | Wieland | Federal Reserve Board, Washington | 145 | Robustness of Simple Monetary Policy Rules under Model Uncertainty. (With A. Levin and J. Williams) |
| Topics on Macroeconomics | EC 24 | 30-8-98 | 14:00 to 16:00 | L. Serven | Svend | Hylleberg | University of Aarhus | 84 | A Note on the Estimation of Markup Pricing in Manufacturing. (With R. W. Jorgensen) |
| Topics on Macroeconomics | EC 24 | 30-8-98 | 14:00 to 16:00 | L. Serven | Jesús | Vázquez | Universidad del País Vasco, Bilbao | 90 | Model-based filtering in endogenus growth models: an introduction. (With S.I. Restrepo-Ochoa) |
| Discrete Choice Models II | EC 25 | 30-8-98 | 14:00 to 16:00 | R. Carrasco | Alan | Duncan | University of York, Heslington | 507 | Simulating Transitions in Multinominal Probit Models. (With M. Weeks) |
| Discrete Choice Models II | EC 25 | 30-8-98 | 14:00 to 16:00 | R. Carrasco | Fabrizia | Mealli | Università di Firenze | 52 | Indirect Estimation of Logit Models with Random-Effects. (With G. Calzolari and C. Rampichini) |
| Discrete Choice Models II | EC 25 | 30-8-98 | 14:00 to 16:00 | R. Carrasco | Melvyn | Weeks | University of Cambridge | 493 | The Statistical Relationship Between Bivariate and Multinomial Choice Models. (With C. Orme) |
| Discrete Choice Models II | EC 25 | 30-8-98 | 14:00 to 16:00 | R. Carrasco | Rocco | Mosconi | Politecnico di Milano | 468 | Non-Causality in Bivariate Binary Time Series. (With R. Seri) |
| Fractionally Integrated Processes | EC 26 | 30-8-98 | 14:00 to 16:00 | I. Lobato | Ingolf | Dittmann | Universität Dortmund | 304 | Residual-Based Tests for Fractional Cointegration: A Monte Carlo Study |
| Fractionally Integrated Processes | EC 26 | 30-8-98 | 14:00 to 16:00 | I. Lobato | Michael A. | Hauser | University of Economics and Business Administration, Vienna | 369 | Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study |
| Fractionally Integrated Processes | EC 26 | 30-8-98 | 14:00 to 16:00 | I. Lobato | Katsuto | Tanaka | Hitotsubashi University, Kunitachi | 276 | The Nonstationary Fractional Unit Root |
| Fractionally Integrated Processes | EC 26 | 30-8-98 | 14:00 to 16:00 | I. Lobato | Uwe | Hassler | Free University of Berlin | 89 | Fractional Cointegrating Regressions in the Presence of Linear Time Trends. (With Francesc Marmol) |
| Aggregation | EC 27 | 30-8-98 | 14:00 to 16:00 | R. Blundell | Attila | Hornok | Budapest University of Economics | 58 | Aggregation and Unit Roots in Economic Time Series. (With L. Matyas) |
| Aggregation | EC 27 | 30-8-98 | 14:00 to 16:00 | R. Blundell | Emanuela | Marrocu | University of Warwick | 337 | Effects of cross-sectional aggregation on non-linear time series models: a Monte Carlo study |
| Aggregation | EC 27 | 30-8-98 | 14:00 to 16:00 | R. Blundell | Paolo | Zaffaroni | Banca d'Italia, Rome | 456 | Aggregation of Simple Linear Dynamics: Exact Asymptotic Results. (With M. Lippi) |
| Aggregation | EC 27 | 30-8-98 | 14:00 to 16:00 | R. Blundell | René | Tchuidjang | Université de Paris I Panthéon Sorbonne | 79 | Stochastic Aggregation of Econometric Models |
| Cointegration and Inference Models II | EC 28 | 30-8-98 | 14:00 to 16:00 | J. Gonzalo | André | Lucas | Vrije Universiteit | 51 | Semi-nonparametric cointegration testing. (With P. Boswijk) |
| Cointegration and Inference Models II | EC 28 | 30-8-98 | 14:00 to 16:00 | J. Gonzalo | Helmut | Luetkepohl | Humboldt--University | 80 | Testing for the Cointegrating Rank of a VAR Process with an Intercept. (With P. Saikkonen) |
| Cointegration and Inference Models II | EC 28 | 30-8-98 | 14:00 to 16:00 | J. Gonzalo | H. Peter | Boswijk | University of Amsterdam | 498 | Likelihood Ratio Tests for a Unit Root and Cointegration with a Linear Trend |
| Cointegration and Inference Models II | EC 28 | 30-8-98 | 14:00 to 16:00 | J. Gonzalo | Soren | Johansen | European University Institute, San Domenico di Fiesole | 506 | A small sample correction for the test for hypotheses on the cointegrating vectors |
| Panel Data Models | EC 29 | 30-8-98 | 14:00 to 16:00 | S. Bond | Marno | Verbeek | Center for Economic Studies, Leuven | 503 | Estimating Dynamic Models from Repeated Cross-Sections. (With F. Vella) |
| Panel Data Models | EC 29 | 30-8-98 | 14:00 to 16:00 | S. Bond | Biing-Shen | Kuo | National Chengchi University, Taipei | 123 | Testing for a PPP in a Panel of Industries Countries Allowing for Cross-Sectional Dependence. (With Anne Mikkola) |
| Panel Data Models | EC 29 | 30-8-98 | 14:00 to 16:00 | S. Bond | Bagi H. | Baltagi | Texas A&M University | 136 | Unequally Spaced Panel Data Regressions with AR(1) Disturbances. (With Ping X. Wu) |
| Panel Data Models | EC 29 | 30-8-98 | 14:00 to 16:00 | S. Bond | Sourafel | Girma | University of Nottingham | 20 | A quasi-differencing aproach to dynamic modelling from a time series of independentcross sections |
| Financial Economterics I | EC 30 | 30-8-98 | 14:00 to 16:00 | P. Schotman | Ronald | Mahieu | Erasmus University Rotterdam | 177 | Price Discovery on Foreign Exchange Markets with Differentially Informed Traders. (With F. de Jong, P. Schotman and I. van Leeuwen) |
| Financial Economterics I | EC 30 | 30-8-98 | 14:00 to 16:00 | P. Schotman | Jean-Paul | Niccolaï | Ecureuil-Gestion, Paris | 393 | Managing funds in the US Market: how to distinguish between transitory distorsions and structural changes in the stock prices? (With C. Bruneau and Ch. Duval-Kieffer) |
| Financial Economterics I | EC 30 | 30-8-98 | 14:00 to 16:00 | P. Schotman | Janine | Aron | University of Oxford | 327 | Policy Rules and Bidding Behaviour in the Ethiopian Foreign Exchange Auction |
| Financial Economterics I | EC 30 | 30-8-98 | 14:00 to 16:00 | P. Schotman | Marcelo | Fernandes | Université Libre de Bruxelles | 333 | Forecasting financial crashes: A catastrophe theory approach |
| Wages and Employment | EC 31 | 30-8-98 | 14:00 to 16:00 | S. Burgess | Francis | Kramarz | CREST-INSEE, Paris | 482 | Interfirm Mobility and Wages in France and in the US. (With M. Buchinsky and D. Fougère) |
| Wages and Employment | EC 31 | 30-8-98 | 14:00 to 16:00 | S. Burgess | Eric | Maurin | INSEE, Paris | 154 | Fixed-term Contracts and the Dynamics of Labour Demand. (D. Goux and M. Pauchet) |
| Wages and Employment | EC 31 | 30-8-98 | 14:00 to 16:00 | S. Burgess | Larry D. | Singell Jr. | University of Oregon | 120 | Worker Sorting and the Employer-Size Wage Differential: Who Stays and Who Goes? (With Bum-Yoal Lee) |
| Wages and Employment | EC 31 | 30-8-98 | 14:00 to 16:00 | S. Burgess | Frédéric | Karame | Université Paris I | 262 | Looking for Asymetries in French Job Creation and Destruction Flows. (With Corinne Perraudin) |
| Method of Moments / Indirect Estimation | EC 32 | 31-8-98 | 08:30 to 10:30 | M. Billio | Carmela | Quintos | New York University | 69 | Weak Instruments and Spurious Regressions |
| Method of Moments / Indirect Estimation | EC 32 | 31-8-98 | 08:30 to 10:30 | M. Billio | Fabio | Trojani | Università della Svizzera Italiana, Lugano | 432 | Bounded Influence Generalized-Method-of-Moments Estimators and Tests. (With E. Ronchetti) |
| Method of Moments / Indirect Estimation | EC 32 | 31-8-98 | 08:30 to 10:30 | M. Billio | Costin | Protopopescu | Université de Toulouse I | 480 | Generalization of the L^2 - Distance and Its Applications in the Indirect Estimation |
| Method of Moments / Indirect Estimation | EC 32 | 31-8-98 | 08:30 to 10:30 | M. Billio | Ramdan | Dridi | University of Toulouse I | 255 | Semiparametric Indirect Inference |
| Labour Supply / Minimum Wages | EC 33 | 31-8-98 | 08:30 to 10:30 | E. Wasmer | Maite | Martínez-Granado | Universidad Carlos III de Madrid | 307 | Added worker effect: the case of female labour force participation for the UK |
| Labour Supply / Minimum Wages | EC 33 | 31-8-98 | 08:30 to 10:30 | E. Wasmer | Michael R. | Ransom | Brigham Young University, Provo | 212 | Empirical Test of Labour Monopsony: School Teachers in Missouri. (With W. M. Boal and P. M. Beck) |
| Labour Supply / Minimum Wages | EC 33 | 31-8-98 | 08:30 to 10:30 | E. Wasmer | Paul | Bingley | Ärhus University Science Park | 360 | The Incidence of Income Tax on Labour Supply and Wages. (With G. Lanot) |
| Labour Supply / Minimum Wages | EC 33 | 31-8-98 | 08:30 to 10:30 | E. Wasmer | Rob | Euwals | Mannheim University | 61 | Testing the Predictive Value of Subjective Labour Supply Data. (With B. Melenberg and A. van Soest) |
| Cointegrated Systems | EC 34 | 31-8-98 | 08:30 to 10:30 | J. Dolado | Mathias | Hoffmann | European University Institute, San Domenico di Fiesole | 295 | National Stochastic Trends and International Macroeconomic Fluctuations |
| Cointegrated Systems | EC 34 | 31-8-98 | 08:30 to 10:30 | J. Dolado | Herman K. | van Dijk | Erasmus University Rotterdam | 269 | Nayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income. (With R. Paap) |
| Cointegrated Systems | EC 34 | 31-8-98 | 08:30 to 10:30 | J. Dolado | Jean-Pierre | Urbain | University of Maastricht | 231 | Testing for Common Cycles in VAR Models with Cointegration. (With A. Hecq and F. C. Palm) |
| Cointegrated Systems | EC 34 | 31-8-98 | 08:30 to 10:30 | J. Dolado | Paolo | Paruolo | University of Bologna | 411 | On the effects of mispecification in cointegrated models |
| Nonlinear Time Series Analysis I | EC 35 | 31-8-98 | 08:30 to 10:30 | T. Terasvirta | Joerg | Breitung | Humboldt University Berlin | 455 | Nonparametric Tests for Nonlinear Cointegration |
| Nonlinear Time Series Analysis I | EC 35 | 31-8-98 | 08:30 to 10:30 | T. Terasvirta | Tommaso | Proietti | Università di Perugia | 252 | Characterising Asymmetries in Business Cycle using Smooth Transition Structural Time Series Models |
| Nonlinear Time Series Analysis I | EC 35 | 31-8-98 | 08:30 to 10:30 | T. Terasvirta | Michael | Sampson | Concordia University, Montreal | 183 | A Long-Linear General Equilibrium Model with Applications to VAR Econometrics, Commodity Prices and Convergence |
| Nonlinear Time Series Analysis I | EC 35 | 31-8-98 | 08:30 to 10:30 | T. Terasvirta | Philip Hans | Franses | Erasmus University Rotterdam | 48 | Does Seasonality in Unemployment Change with its (Nonlinear) Business Cycle? |
| Business Cycle Models | EC 36 | 31-8-98 | 08:30 to 10:30 | L. Reichlin | Gerhard | Rünstler | Institute for Advanced Studies, Vienna | 205 | Measuring stylized business cycles fact with stochastic cycles |
| Business Cycle Models | EC 36 | 31-8-98 | 08:30 to 10:30 | L. Reichlin | Gianni | di Nicoló | Brandeis University, Waltham, Massachusetts | 431 | Did you know that monetary disturbances matter for business cycles fluctuations? Evidence from the cross section of G-7 countries. (With F. Canova) |
| Business Cycle Models | EC 36 | 31-8-98 | 08:30 to 10:30 | L. Reichlin | Ulrich | Woitek | University of Glasgow | 264 | The Interaction Between Business Cycles and Productivity Growth: Evidence from US Industrial Data. (With J. R. Malley and V. A. Muscatelli) |
| Business Cycle Models | EC 36 | 31-8-98 | 08:30 to 10:30 | L. Reichlin | Ansgar | Belke | Ruhr-Universität Bochum | 33 | Partisan Political Business Cycles in Germany? Empirical Tests in the Light of the Lucas-Critique |
| Semiparametric Applications | EC 37 | 31-8-98 | 08:30 to 10:30 | P. Lavergne | Rosalia | Vazquez Alvarez | Tilburg University (KUB) | 232 | Nonparametric bounds on the income distribution in the presence of sample non-response |
| Semiparametric Applications | EC 37 | 31-8-98 | 08:30 to 10:30 | P. Lavergne | Jordi | Jaumandreu | Fundación Empresa Pública, Madrid | 485 | Non-Parametric Estimation of Adjustment Cost Curves of Employment. (With M.A. Delgado) |
| Semiparametric Applications | EC 37 | 31-8-98 | 08:30 to 10:30 | P. Lavergne | J.M.C. | Santos Silva | ISEG/ Universidade Técnica de Lisboa | 110 | Powell's SCLS: A Newton Type Algorithm, Influence Diagnostics and Alternative Covariance Matrix Estimators |
| Semiparametric Applications | EC 37 | 31-8-98 | 08:30 to 10:30 | P. Lavergne | Arthur | Lewbel | Brandeis University, Waltham | 494 | Semiparametric Qualitative Response Model Estimation with Instrumental Variables and Unknown Heteroscedasticity |
| Riskmetrics | EC 38 | 31-8-98 | 08:30 to 10:30 | O. Lieberman | Stefan | Streatmans | Tinbergen Instituut Rotterdam | 216 | Spillovers in financial markets. (With C. G. de Vries) |
| Riskmetrics | EC 38 | 31-8-98 | 08:30 to 10:30 | O. Lieberman | Robert W. | Faff | Royal Melbourne Institute of Technology | 266 | Time Varying Country Risk: An assessment of alternative modelling techniques. (With R.D. Brooks and M.D. McKenzie) |
| Riskmetrics | EC 38 | 31-8-98 | 08:30 to 10:30 | O. Lieberman | Henning | Dankenbring | Humboldt- and Free University Berlin, c/o Institute of Economi Theory 1 | 265 | Volatility Estimates of the Short Term Interest Rate with an Application to German Data |
| Riskmetrics | EC 38 | 31-8-98 | 08:30 to 10:30 | O. Lieberman | Patrick A. | Groenendijk | Free University, Amsterdam | 311 | A Hybrid Joint Volatility Ratio Test for Disentangling Dependence and Non-Normality in Financial Time Series. (With A. Lucas and C.G. de Vries) |
| Consumption | EC 39 | 31-8-98 | 08:30 to 10:30 | J. Muellbauer | Reinhard | Hujer | Johann Wolfgang Goethe- University Frankfurt | 138 | Modelling Consumer Behavior Using a Integrated Generalized Tobit-Conjoint Approach. (With J. Gamming) |
| Consumption | EC 39 | 31-8-98 | 08:30 to 10:30 | J. Muellbauer | Jérôme | Adda | INRA and CEPREMAP, Paris | 112 | Mad Cows: Consumption Risk and Endogenous Discount Rates |
| Consumption | EC 39 | 31-8-98 | 08:30 to 10:30 | J. Muellbauer | Hassan | Molana | University of Dundee | 237 | Fiscal Policy and the Composition of Private Consumption: Some Evidence from the U.S. and Canada. (With Jim Malley) |
| Consumption | EC 39 | 31-8-98 | 08:30 to 10:30 | J. Muellbauer | Marc-Arthur | Diaye | Université de Paris I (Lamia) | 14 | Preference Analysis Using Non-parametric Tests. (With F. Gardes) |
| Asset Pricing | EC 40 | 31-8-98 | 08:30 to 10:30 | J.M. Campa | Antonis | Demos | Athens University of Economics and Business | 331 | UK Stock Market Inefficiencies and the Risk Premium. (With G. Vasillelis) |
| Asset Pricing | EC 40 | 31-8-98 | 08:30 to 10:30 | J.M. Campa | Guglielmo Maria | Caporale | London Business School | 121 | Cointegration and predictability of asset prices. (With N. Pittis) |
| Asset Pricing | EC 40 | 31-8-98 | 08:30 to 10:30 | J.M. Campa | Ramazan | Gencay | University of Windsor | 27 | Pricing and Hedging Derivate Securities with Neural Networks and a Homogeneity Hint. (With R. García) |
| Asset Pricing | EC 40 | 31-8-98 | 08:30 to 10:30 | J.M. Campa | Chiente | Hsu | Duke University, Durham | 294 | Calibrating Volatility Diffusions and Extracting Integrated Volatility. (With A.R. Gallant and G. Tauchen) |
| Fertility / Demography | EC 41 | 31-8-98 | 08:30 to 10:30 | A.J. Bowlus | Pedro | Mira | CEMFI, Madrid | 445 | A Quantitative Analysis of Swedish Fertility Dynamics, 1751-1990. (With Z. Eckstein and K. Wolpin) |
| Fertility / Demography | EC 41 | 31-8-98 | 08:30 to 10:30 | A.J. Bowlus | Nathalie | Picard-Tortorici | CREST-INSEE, Université de Cergy-Pontoise, Paris | 282 | Quantity and quality of children in Africa: The impact of anticipated child mortality |
| Fertility / Demography | EC 41 | 31-8-98 | 08:30 to 10:30 | A.J. Bowlus | Raquel | Carrasco | CEMFI, Madrid | 204 | Binary Choice with Binary Endogenous Regressors in Panel Data: Estimating the Effect of Fertility on Female Labour Participation |
| Fertility / Demography | EC 41 | 31-8-98 | 08:30 to 10:30 | A.J. Bowlus | Etienne | Wasmer | Stockholm University | 21 | The Labor Market Consequences of Demographic Trends. US and France 1964-94 |
| Saving and Wealth Accumulation | EC 42 | 1-9-98 | 08:30 to 10:30 | S. Hylleberg | Denis | Fougere | CREST-INSEE, Paris | 514 | An Econometric Analysis of Household Portfolio Allocation. (With G. Gourieroux, A. Tiomo and A. Trognon) |
| Saving and Wealth Accumulation | EC 42 | 1-9-98 | 08:30 to 10:30 | S. Hylleberg | John | Muellbauer | Nuffield College, London | 326 | Saving in South Africa. (With J. Aron) |
| Saving and Wealth Accumulation | EC 42 | 1-9-98 | 08:30 to 10:30 | S. Hylleberg | Luis | Serven | The World Bank, Washington | 511 | How Effective is Fiscal Policy in Raising National Saving? (With J.H. Lopez and K. Schmidt-Hebbel) |
| Saving and Wealth Accumulation | EC 42 | 1-9-98 | 08:30 to 10:30 | S. Hylleberg | Norman | Loayza | The World Bank, Washington | 518 | What Drives Saving Across the World? (With K. Schmidt-Hebbel and L. Serven) |
| Programme Evaluation | EC 43 | 1-9-98 | 08:30 to 10:30 | C. Dustman | Patrick A. | Puhani | ZEW, Mannheim | 384 | Employment Effects of Publicy Financed Training Programs - The East German Experience. (With F. Kraus and V. Steiner) |
| Programme Evaluation | EC 43 | 1-9-98 | 08:30 to 10:30 | C. Dustman | Niels | Westergard-Nielsen | Science Park Aarhus | 465 | Apprenticeship Training in Denmark - the impavt of subsidies. (With A.R. Rasmussen) |
| Programme Evaluation | EC 43 | 1-9-98 | 08:30 to 10:30 | C. Dustman | Martin | Eichler | Universität Mannheim | 376 | An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt. (With M. Lechner) |
| Programme Evaluation | EC 43 | 1-9-98 | 08:30 to 10:30 | C. Dustman | Enrico | Rettore | Università di Padova | 365 | Why do subsidized firms survive longer? An evaluation of a program promoting youth entrepreneurship in Italy. (With E. Battistin and A. Gavosto) |
| VAR Analysis | EC 44 | 1-9-98 | 08:30 to 10:30 | H. Lütkepohl | Andrew | Levin | Federal Reserve Board, Washington | 321 | Vector Autoregressive Covariance Matrix Estimation. (With Wouter den Haan) |
| VAR Analysis | EC 44 | 1-9-98 | 08:30 to 10:30 | H. Lütkepohl | Peter J. G. | Vlaar | De Nederlandsche Bank, Amsterdam | 57 | On the asymptotic distribution of impulse response functions with long run restrictions |
| VAR Analysis | EC 44 | 1-9-98 | 08:30 to 10:30 | H. Lütkepohl | André J. | Hoogstrate | Tilburg University | 541 | Multiple Vector Autoregressions and Impulse Response Ananlysis |
| VAR Analysis | EC 44 | 1-9-98 | 08:30 to 10:30 | H. Lütkepohl | Juan José | Dolado | Universidad Carlos III de Madrid | 536 | Spanish Unemployment and Inflation Persistence: Are There Phillips Trade-Offs? (With J.D. López-Salido and J.L. Vega) |
| Wage Determination | EC 45 | 1-9-98 | 08:30 to 10:30 | F. Kramarz | Jan Erik | Askildsen | University of Bergen | 359 | Union Membership and Wage Formation. (With Oivind Anti Nilsen) |
| Wage Determination | EC 45 | 1-9-98 | 08:30 to 10:30 | F. Kramarz | Thorarinn | Petursson | Central Bank of Iceland | 18 | Wage Formation in a Cointegrated VAR Model: A Demand and Supply Aproach. (With T. Sloek) |
| Wage Determination | EC 45 | 1-9-98 | 08:30 to 10:30 | F. Kramarz | Uwe | Blien | Institut füe Arbeitsmarkt und Berufsforschung, Nürnberg | 406 | The German Wage Curve: Evidence from the IAB Employment Sample. (With B.H. Baltagi) |
| Wage Determination | EC 45 | 1-9-98 | 08:30 to 10:30 | F. Kramarz | Thiess | Büttner | Centre for European Economic Research (ZEW), Mannheim | 505 | Central Wage Bargaining and Regional Wage Rigidity: Evidence from the Entire Wage Distribution. (With B. Fitzenberger) |
| Measurement Errors | EC 46 | 1-9-98 | 08:30 to 10:30 | J.M. Dufour | John G. | Cragg | University of British Columbia, Vancouver | 217 | Using Group-Averaged Data to Correct for Measurement Error in the Linear Model |
| Measurement Errors | EC 46 | 1-9-98 | 08:30 to 10:30 | J.M. Dufour | Yngve | Willassen | University of Oslo | 291 | Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An elaboration of the Frisch/Reiersol Approach |
| Measurement Errors | EC 46 | 1-9-98 | 08:30 to 10:30 | J.M. Dufour | Erik | Mellander | The Research Institute of Industrial Economics (IUI), Stockholm | 184 | On Omitted Variables Bias and Measurement Error Bias in Return to School-ing Estimates |
| Measurement Errors | EC 46 | 1-9-98 | 08:30 to 10:30 | J.M. Dufour | Andrew | Chesher | University of Bristol | 135 | Measurement Error Bias Reduction |
| Models of Expectation | EC 47 | 1-9-98 | 08:30 to 10:30 | J. Galbraith | Fabrice | Lenglart | CREST-INSEE, Paris | 390 | Information Externalities: The Influence of Macroeconomic Information on Firm-Level Expectations. (With S. Gregoir) |
| Models of Expectation | EC 47 | 1-9-98 | 08:30 to 10:30 | J. Galbraith | Mark | Schweitzer | Maastricht University | 472 | Horizon Sensitivity of the Inflaction Hedge of Stocks. (With P. Schotman) |
| Models of Expectation | EC 47 | 1-9-98 | 08:30 to 10:30 | J. Galbraith | Philippe | Andrade | Université ParisX-Nanterre | 389 | Predicted excess returns, portfolio choices and exchange rates dynamics. (With C. Bruneau) |
| Models of Expectation | EC 47 | 1-9-98 | 08:30 to 10:30 | J. Galbraith | Michael | Schröder | Center for European Economic Research (ZEW), Mannheim | 531 | The Relationship between Expectations on Interest Rates and Exchange Rates - An International Comparison using ZEW Financial Market Survey Data - |
| Factor Models | EC 48 | 1-9-98 | 08:30 to 10:30 | C. Hsiao | Christophe | Croux | ECARE, Université Libre de Bruxelles | 149 | A Measure of Comovement for Economic Indicators: Theory and Empirics. (With L. Reichlin and M. Forni) |
| Factor Models | EC 48 | 1-9-98 | 08:30 to 10:30 | C. Hsiao | Gabriele | Fiorentini | University of Alicante | 516 | Exact likelihood-based estimation of conditionally heteroskedastic factor models. (With E. Sentana and N. Shephard) |
| Factor Models | EC 48 | 1-9-98 | 08:30 to 10:30 | C. Hsiao | Wolfgang | Polasek | Center for Economics and Businness Administration, University of Basel | 16 | Factor analysis and outliers: A Bayesian approach |
| Factor Models | EC 48 | 1-9-98 | 08:30 to 10:30 | C. Hsiao | Jorge | Rodrigues | Université Libre de Bruxelles | 334 | Clustering panels of inter-dependent time series in the frequency domain |
| Market Structure / Price Setting | EC 49 | 1-9-98 | 08:30 to 10:30 | J. Adda | Werner | Smolny | University of Konstanz | 260 | Price setting in West manufacturing. A theorical and empirical analysis |
| Market Structure / Price Setting | EC 49 | 1-9-98 | 08:30 to 10:30 | J. Adda | Stanley S. | Reynolds | University of Arizona | 196 | Theory and Evidence on the Role of Market Power in Countercyclical Markups. (With B. J. Wilson) |
| Market Structure / Price Setting | EC 49 | 1-9-98 | 08:30 to 10:30 | J. Adda | Lars-Erik | Borge | Norwegien University of Science and Technology, Dragvoll, Trondheim | 497 | Charging for public services: The case of utilities in Norwegian local governments |
| Market Structure / Price Setting | EC 49 | 1-9-98 | 08:30 to 10:30 | J. Adda | Irwin L. | Collier, Jr. | Freie Universität Berlin | 300 | Virtual Prices, Virtual Markets and Multilateral International Comparisons |
| Behaviour under Risk / Moral Hazard | EC 50 | 1-9-98 | 08:30 to 10:30 | L. Bauwens | Peter C. | Schotman | Maastricht University | 464 | Measuring Risk Attitudes in a Natural Experiment: Data from the Television Game Show LINGO. (With R.M.W.J. Beetsma) |
| Behaviour under Risk / Moral Hazard | EC 50 | 1-9-98 | 08:30 to 10:30 | L. Bauwens | Elie | Applebaum | York University, North York | 40 | An Econometric Test of Expected Utility Theory |
| Behaviour under Risk / Moral Hazard | EC 50 | 1-9-98 | 08:30 to 10:30 | L. Bauwens | Pierre | Dubois | CREST, Paris | 301 | Moral Hazard, Land Fertility and Sharecropping in a Rural Area of the Philippines |
| Behaviour under Risk / Moral Hazard | EC 50 | 1-9-98 | 08:30 to 10:30 | L. Bauwens | Bas | Donkers | Tilburg University | 186 | Estimating risk attitudes using lotteries; a large sample approach |
| Financial Econometrics II | EC 51 | 1-9-98 | 08:30 to 10:30 | A. Demos | Peter G. | Moffatt | University of East Anglia, Norwich | 438 | A microeconometric test of alternative stochastic models of risky choice. (With G. Loomes and R. Sugden) |
| Financial Econometrics II | EC 51 | 1-9-98 | 08:30 to 10:30 | A. Demos | Elena C. | Andreou | University of Manchester | 404 | Structural Shifts in the Unconditional Variance and their effects on Volatility Persistence. (With N. Pittis) |
| Financial Econometrics II | EC 51 | 1-9-98 | 08:30 to 10:30 | A. Demos | Helmut | Herwartz | Humboldt Universität zu Berlin | 371 | Multivariate Volatility Analysis of VW Stock Prices. (With H. Lütkepohl) |
| Financial Econometrics II | EC 51 | 1-9-98 | 08:30 to 10:30 | A. Demos | Olivier | Scaillet | Université Catholique de Louvain | 130 | Multiregime Term Structure Models. (With G. Gourieroux) |
| Inference in Panel Data Models | EC 52 | 1-9-98 | 14:00 to 16:00 | B. Baltagi | Javier | Álvarez | CEMFI, Madrid | 285 | The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators. (With M. Arellano) |
| Inference in Panel Data Models | EC 52 | 1-9-98 | 14:00 to 16:00 | B. Baltagi | Richard D.F. | Harris | University of Exeter | 292 | Unit Root Tests for Heterogeneous Panels with Serially Correlated Errors. (With E. Tzavalis) |
| Inference in Panel Data Models | EC 52 | 1-9-98 | 14:00 to 16:00 | B. Baltagi | Erik | Leertouwer | University of Groningen | 510 | Exact inference for panel data models. (With P. Bekker and T. Wansbeek) |
| Inference in Panel Data Models | EC 52 | 1-9-98 | 14:00 to 16:00 | B. Baltagi | Maurice J.G. | Bun | University of Amsterdam | 374 | On the small sample accuracy of various inference procedures in dynamic panel data models. (With J.F. Kiviet) |
| Testing for Unit Roots | EC 53 | 1-9-98 | 14:00 to 16:00 | A. Banerjee | Ismael | Sánchez | Universidad de Alicante | 98 | Testing for Unit Roots with Prediction Errors. (With D. Peña) |
| Testing for Unit Roots | EC 53 | 1-9-98 | 14:00 to 16:00 | A. Banerjee | Pierre-Yves | Henin | Université de Paris | 347 | Is There a Unit Root in the Inflation Rate? Comparative Evidence from New Tests using Monetary Covariates. (With P. Fève and P. Jolivaldt) |
| Testing for Unit Roots | EC 53 | 1-9-98 | 14:00 to 16:00 | A. Banerjee | Rolf | Larsson | Stockholm University | 164 | Distribution approximation of unit root tests in autoregressive models |
| Testing for Unit Roots | EC 53 | 1-9-98 | 14:00 to 16:00 | A. Banerjee | Jan M. | Podivinsky | University of Southampton | 133 | The Exact Power Envelope of Tests for a Unit Root. (With Maxwell L. King) |
| Bootstrap | EC 54 | 1-9-98 | 14:00 to 16:00 | O. Linton | Alexander | Benkwitz | Humboldt-Universität, Berlin | 366 | Problems related to Bootstrapping Impulse Responses of Autoregressive Processes. (With H. Lütkepohl and M.H. Neumann) |
| Bootstrap | EC 54 | 1-9-98 | 14:00 to 16:00 | O. Linton | Miguel A. | Delgado | Universidad Carlos III de Madrid | 470 | Consistent specification testing of nonlinear in variables econometric models: asymptotic and bootstrap tests. (With M.A. Domínguez and P. Lavergne) |
| Bootstrap | EC 54 | 1-9-98 | 14:00 to 16:00 | O. Linton | Holger | Bartel | Humboldt-Universität, Berlin | 383 | Bootstrap Confidence Intervals and Hypothesis Testing for Impulse-Responses from VAR Models |
| Bootstrap | EC 54 | 1-9-98 | 14:00 to 16:00 | O. Linton | Lutz | Kilian | University of Michigan | 224 | Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
| Sample Selection Models | EC 55 | 1-9-98 | 14:00 to 16:00 | J. Cragg | Juan A. | Sanchis Llopis | University College London | 355 | Infrequency of purchase: a model for clothing consumption with panel data |
| Sample Selection Models | EC 55 | 1-9-98 | 14:00 to 16:00 | J. Cragg | María Engracia | Rochina-Barrachina | University College London | 352 | Related effects panel data sample selection models to analyze returns to experience in a human capital approach. (With C. Dustmann) |
| Sample Selection Models | EC 55 | 1-9-98 | 14:00 to 16:00 | J. Cragg | Hans | van Ophem | University of Amsterdam | 25 | Modeling Selectivity in Count Data Models |
| Sample Selection Models | EC 55 | 1-9-98 | 14:00 to 16:00 | J. Cragg | Maria | Fraga O. Martins | Université Libre Bruxelles | 332 | Parametric and Semiparametrics Estimation of Sample Selection Models: An Empirical Application to the Female Labor Force in Portugal |
| Wage Dynamics / Inequality | EC 56 | 1-9-98 | 14:00 to 16:00 | V. Steiner | Christian | Gianella | INSEE, Paris | 538 | Wages and labour market inequalities in France 1970-1993. An application of quantile regression techniques. (With B. Crépon and E. Maurin) |
| Wage Dynamics / Inequality | EC 56 | 1-9-98 | 14:00 to 16:00 | V. Steiner | Christoph M. | Schmidt | University of Heidelberg | 535 | Industry Wage Differentials Revisited: A Longitudinal Comparison of Germany and USA (1984-1996). (WIth J.P. Haisken-DeNew) |
| Wage Dynamics / Inequality | EC 56 | 1-9-98 | 14:00 to 16:00 | V. Steiner | Lorenzo | Cappellari | University of Warwick | 335 | Wage Inequality Dynamics in the Italian Labour Market: Permanent Changes or Transitory Fluctuations? |
| Wage Dynamics / Inequality | EC 56 | 1-9-98 | 14:00 to 16:00 | V. Steiner | Antje | Mertens | Humboldt-University Berlin | 82 | Wages and Worker Displacement in Germany. (With M. C. Burda) |
| Monetary Economies | EC 57 | 1-9-98 | 14:00 to 16:00 | A. Orphanides | Katarina | Juselius | European University Institute, San Domenico | 452 | Changing Monetary Transmission Mechanisms within the EU |
| Monetary Economies | EC 57 | 1-9-98 | 14:00 to 16:00 | A. Orphanides | Helene | Schuberth | Oesterreichische Nationalbank, Vienna | 414 | Monetary Transmission in Europe: A Structural Vector Error Correction Approach. (With P.J.G. Vlaar) |
| Monetary Economies | EC 57 | 1-9-98 | 14:00 to 16:00 | A. Orphanides | Anders | Vredin | Sveriges Riksbank, Stockholm | 421 | A VAR Model for Monetary Policy Analysis in a Small Open Economy. (WIth T, Jacobson, P. Jansson and A.Warne) |
| Monetary Economies | EC 57 | 1-9-98 | 14:00 to 16:00 | A. Orphanides | Zorika | Vujosevic | University of Belgrade,Yugoeslavia | 315 | Monetary Accommodation in Transition Economies: Econometric Evidence from Yugoslavia's High Inflation in the 1980s. (With P. Petrovic) |
| Simulation, Estimation and Inference | EC 58 | 1-9-98 | 14:00 to 16:00 | G. Di Nicolo | Eva | Ortega | Bank of Spain, Madrid | 63 | Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models |
| Simulation, Estimation and Inference | EC 58 | 1-9-98 | 14:00 to 16:00 | G. Di Nicolo | Peter | Winker | University of Mannheim | 38 | Quasi-Monte Carlo Methods in Stochastic Simulations (With W. Franz, K. Göggelmann and M. Schellhorn) |
| Simulation, Estimation and Inference | EC 58 | 1-9-98 | 14:00 to 16:00 | G. Di Nicolo | Lynda | Khalaf | Université Laval, Québec | 387 | Monte Carlo tests for contemporaneous correlation of disturbances in multi-equation regression models. (With Jean-Marie Dufour) |
| Simulation, Estimation and Inference | EC 58 | 1-9-98 | 14:00 to 16:00 | G. Di Nicolo | Monica | Billio | University of Venice | 243 | The Simulated Likelihood Ratio (SLR) Method. (With A. Monfort and C.P. Robert) |
| Economic Geography / Trade | EC 59 | 1-9-98 | 14:00 to 16:00 | P. Dubois | Carol H. | Shiue | Yale University | 96 | Grain Trade and Storage in the Mid-Qing, 1742-1795 |
| Economic Geography / Trade | EC 59 | 1-9-98 | 14:00 to 16:00 | P. Dubois | Robin | Burgess | London School od Economics | 399 | Market Incompleteness and Nutricional Status in Rural China |
| Economic Geography / Trade | EC 59 | 1-9-98 | 14:00 to 16:00 | P. Dubois | Jarko | Fidrmuc | Institute for Advanced Studies, Vienna | 522 | Application of Gravity Models to Commodity Groups and Trade Projections between the EU and the CEEC |
| Economic Geography / Trade | EC 59 | 1-9-98 | 14:00 to 16:00 | P. Dubois | Wolfgang | Keller | University of Wisconsin | 109 | Trade Patterns, Technology Flows, and Productivity Growth |
| Threshold Models / Pivotal Statistics | EC 60 | 1-9-98 | 14:00 to 16:00 | P. Saikonnen | Mehmet | Caner | University of Michigan | 233 | Instrumental Variable Estimation of a Threshold Model. (With B. Hansen) |
| Threshold Models / Pivotal Statistics | EC 60 | 1-9-98 | 14:00 to 16:00 | P. Saikonnen | Leena | Mörttinen | University of Helsinki | 540 | Trade Credit and Monetary Policy: Threshold Estimation Approach |
| Threshold Models / Pivotal Statistics | EC 60 | 1-9-98 | 14:00 to 16:00 | P. Saikonnen | Jesús | Gonzalo | Universidad Carlos III de Madrid | 474 | Threshold Unit Root Models |
| Threshold Models / Pivotal Statistics | EC 60 | 1-9-98 | 14:00 to 16:00 | P. Saikonnen | Olivier | Torrès | Université de Lille III | 504 | Hodges-Lehmann Sample-Split Estimators. (With J.M. Dufour |
| Financial Econometrics III | EC 61 | 1-9-98 | 14:00 to 16:00 | Host | Fabio | Fornari | Bank of Italy, Rome | 44 | Pricing options under non standard assumptions. (With A. Mele) |
| Financial Econometrics III | EC 61 | 1-9-98 | 14:00 to 16:00 | Host | Richard | Stehle | Humboldt-Universität zu Berlin | 533 | Semiparametric Modelling of the Cross-Section of Expected Returns in the German Stock Market. (With O. Bunke and V. Sommerfeld) |
| Financial Econometrics III | EC 61 | 1-9-98 | 14:00 to 16:00 | Host | Andreas | Fischer | Swiss National Bank and CEPR, Zurich | 32 | Are Interventions Self-Exciting? Evidence from SNB Interventions. (With M. Zurlinden) |
| Financial Econometrics III | EC 61 | 1-9-98 | 14:00 to 16:00 | Host | Pierre | Giot | Université Catholique de Louvain | 113 | The Logarithmic ACD model: an application to testing the Bayesian updating behavior of market makers. (With Luc Bauwens) |
| Growth / Convergence II | EC 62 | 2-9-98 | 08:30 to 10:30 | E. Lamo | Etsuro | Shioji | Yokohama National University | 29 | Convergence in Panel Data: Evidence from Skipping Estimation |
| Growth / Convergence II | EC 62 | 2-9-98 | 08:30 to 10:30 | E. Lamo | Pantelis | Kalaitzidakis | University of Cyprus | 34 | A Specification Analysis of Cross-Country Growth Regressions. (With T. P. Mamuneas and T. Stengos) |
| Growth / Convergence II | EC 62 | 2-9-98 | 08:30 to 10:30 | E. Lamo | Nicoletta | Rosati | Universitá di Padova | 200 | A lower bound on asymptotic variance of repeated cross-sections estimators in fixed-effect models. (With G. Masarotto and E. Rettore) |
| Growth / Convergence II | EC 62 | 2-9-98 | 08:30 to 10:30 | E. Lamo | Jonathan | Temple | University of Oxford | 134 | GMM Estimation of Empirical Growth Models. (With A. Hoeffler and S. Bond) |
| Nonlinear Time Series Analysis II | EC 63 | 2-9-98 | 08:30 to 10:30 | J. Breitung | Antoni | Espasa | Universidad Carlos III de Madrid | 483 | Modelling nonlinearities in Spanish GDP. Some differences with US output. (With J.M. Martínez) |
| Nonlinear Time Series Analysis II | EC 63 | 2-9-98 | 08:30 to 10:30 | J. Breitung | Jon A. | Breslaw | Concordia University, Montreal | 202 | Holographic Least Squares |
| Nonlinear Time Series Analysis II | EC 63 | 2-9-98 | 08:30 to 10:30 | J. Breitung | Jochen A. | Jungeilges | University of Osnabrück | 491 | WAVE: A procedure for the detection of relevant nonlinearities |
| Nonlinear Time Series Analysis II | EC 63 | 2-9-98 | 08:30 to 10:30 | J. Breitung | Gabriel | Pérez Quiros | Universidad Autónoma de Barcelona | 308 | Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (With M.M. McConnell) |
| Covariance Estimation | EC 64 | 2-9-98 | 08:30 to 10:30 | L. Kilian | Guido M. | Kuersteiner | Massachusetts Institute of Technology | 45 | Linear Covarince Matrix Lower Bounds for Time Series Estimators |
| Covariance Estimation | EC 64 | 2-9-98 | 08:30 to 10:30 | L. Kilian | Douglas J. | Hodgson | University of Rochester | 240 | Esitmation in multivariate time series regression models with elliptically symmetric errors. (With O. B. Linton and E. Choo) |
| Covariance Estimation | EC 64 | 2-9-98 | 08:30 to 10:30 | L. Kilian | James | Davidson | Cardiff Business School | 166 | Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices. (With Robert de Jong) |
| Covariance Estimation | EC 64 | 2-9-98 | 08:30 to 10:30 | L. Kilian | José Matos | Passos | ISEG-Universidade Técnica de Lisboa | 250 | Finite-Sample Performance of the Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimators |
| Forecasting | EC 65 | 2-9-98 | 08:30 to 10:30 | N. Ericsson | Kees Jan | van Garderen | University of Bristol | 288 | Optimal Prediction in Longlinear Models |
| Forecasting | EC 65 | 2-9-98 | 08:30 to 10:30 | N. Ericsson | Michael P. | Clements | University of Warwick | 169 | Evaluating the forecast densities of linear and non-linear models: Applications to output growth and unemployment. (With Jeremy Smith) |
| Forecasting | EC 65 | 2-9-98 | 08:30 to 10:30 | N. Ericsson | John W. | Galbraith | McGill University, Montreal | 395 | Content Horizons for Time-Series Economic Forecasts, with Application to Forecasts of GDP Growth |
| Forecasting | EC 65 | 2-9-98 | 08:30 to 10:30 | N. Ericsson | Oyvind | Eitrheim | Norges Bank, Oslo | 427 | Error-correction versus differencing in macroeconomic forecasting. (With T.A. Husebo and R. Nymoen) |
| Topics on Cointegration I | EC 66 | 2-9-98 | 08:30 to 10:30 | J. Hunter | Kazimierz | Krauze | University of Gdansk, Sopot | 447 | Tests for Cointegration in Models with Regime Shifts |
| Topics on Cointegration I | EC 66 | 2-9-98 | 08:30 to 10:30 | J. Hunter | Alain | Hecq | University of Maastricht | 230 | Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. (With F. C. Palm and J. Urbain) |
| Topics on Cointegration I | EC 66 | 2-9-98 | 08:30 to 10:30 | J. Hunter | Luca | Fanelli | Università de Bologna | 410 | Estimationg Multi-Equational LQAC Models with I(1) Variables: A VAR Approach |
| Topics on Cointegration I | EC 66 | 2-9-98 | 08:30 to 10:30 | J. Hunter | Antonio | Aznar | Facultad de Ciencias Económicas, Zaragoza | 132 | Prediction and Cointegration. (With M. Salvador) |
| Non-parametrics Analysis | EC 67 | 2-9-98 | 08:30 to 10:30 | M. Delgado | Juan | Mora | Universidad de Alicante | 353 | A Nonparametric Test for Serial Independence of Errors in Linear Regression. (With Miguel A. Delgado) |
| Non-parametrics Analysis | EC 67 | 2-9-98 | 08:30 to 10:30 | M. Delgado | Oliver B. | Linton | Yale University | 247 | Efficient estimation of generalized additive nonparametric regression models |
| Non-parametrics Analysis | EC 67 | 2-9-98 | 08:30 to 10:30 | M. Delgado | Pascal | Lavergne | INRA-ESR, Castanet | 241 | An equality test across nonparametric regressions |
| Non-parametrics Analysis | EC 67 | 2-9-98 | 08:30 to 10:30 | M. Delgado | Rolf | Tschernig | Humboldt University, Berlin | 239 | Multivariate Plug-in Bandwidth for a local Linear Regression. (With Lijian Yang) |
| Duration Models | EC 68 | 2-9-98 | 08:30 to 10:30 | A. Mertens | A. Gijsbert | van Lomwel | Center for Economic Research, Tilburg | 270 | Individual variation in exit rates from unemployment: a nonparametric multivariate analysis using aggregated data. (With G.J. van den Berg and J.C. van Ours) |
| Duration Models | EC 68 | 2-9-98 | 08:30 to 10:30 | A. Mertens | Jaap H. | Abbring | Vrije Universiteit, Amsterdam | 361 | The Non-Parametric Identification of Treatment Effects in Duration Models. (With G.J. van den Berg) |
| Duration Models | EC 68 | 2-9-98 | 08:30 to 10:30 | A. Mertens | Wiji | Arulampalam | University of Warwick | 221 | State dependence in unemployment incidence: evidence for British men 1991-1995 |
| Duration Models | EC 68 | 2-9-98 | 08:30 to 10:30 | A. Mertens | Paul | Rilstone | York University, North York | 417 | Efficient Estimation of Censored Duaration Models with Unobserved Heterogeneity. (With P. Bearse and J. Canals) |
| Models of Socio-economic Behaviour | EC 69 | 2-9-98 | 08:30 to 10:30 | E. Rettore | Horst | Entorf | University of Mannheim | 436 | Socio-economic and demographic factors of crime in Germany: Evidence from panel data of the German States. (With Hannes Spengler |
| Models of Socio-economic Behaviour | EC 69 | 2-9-98 | 08:30 to 10:30 | E. Rettore | Christian | Dustmann | University College London | 152 | Language and Earnings: A Panel Data Analysis. (With A. van Soest) |
| Models of Socio-economic Behaviour | EC 69 | 2-9-98 | 08:30 to 10:30 | E. Rettore | Henry | Overman | LSE, London | 381 | The influence of Neighbourhood Effects on Education Decisions in a Nationally Funded Education System: The Case of Australia. (With A. Heath) |
| Models of Socio-economic Behaviour | EC 69 | 2-9-98 | 08:30 to 10:30 | E. Rettore | Matti | Virén | Government Institute for Economic Research, Helsinki | 31 | Modelling Crime and Punishment |
| Structural Breaks | EC 70 | 2-9-98 | 08:30 to 10:30 | N. Haldrup | Giovanni | Urga | London Business School | 244 | Bootstrapping Sequential Tests for Multiple Structural Breaks. (With A. Banerjee and S. Lazarova) |
| Structural Breaks | EC 70 | 2-9-98 | 08:30 to 10:30 | N. Haldrup | Gonzalo | Camba-Mendez | National Institute of Economic and Social Research, London | 192 | UK Consumption in the Long Run: the Determinants of Consumer Spending 1925-1995. (With A.P. Blake and M. Weale) |
| Structural Breaks | EC 70 | 2-9-98 | 08:30 to 10:30 | N. Haldrup | Grayham E. | Mizon | European University Institute, Badia Fiesolana, San Domenico di Fiesole | 268 | Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK. (With D.F. Hendry) |
| Structural Breaks | EC 70 | 2-9-98 | 08:30 to 10:30 | N. Haldrup | Miguel Ángel | Arranz | Universidad de Alicante | 484 | Detrending Procedures and Cointegration Testing: ECM Tests Under Structural Breaks. (With A. Escribano) |
| GARCH Processes II | EC 71 | 2-9-98 | 08:30 to 10:30 | W. Krämer | Feike C. | Drost | Tilburg University | 312 | Efficiency Comparison of Maximum Likelihood-Based Estimators in GARCH Models. (With G. González-Rivera) |
| GARCH Processes II | EC 71 | 2-9-98 | 08:30 to 10:30 | W. Krämer | Changli | He | Stockholm School of Economics | 70 | Statistical Properties of the Asymetric Power ARCH Process. (With T. Teräsvirta) |
| GARCH Processes II | EC 71 | 2-9-98 | 08:30 to 10:30 | W. Krämer | Frank | Klaassen | Tilburg University | 408 | Improving GARCH Volatility Forecasts |
| GARCH Processes II | EC 71 | 2-9-98 | 08:30 to 10:30 | W. Krämer | Stefan | Mittnik | University of Kiel | 283 | Modeling the Persistence of Conditional Volatility with GARCH-stable Processes. (With M. S. Paolella and S. T. Rachev) |
| Unemployment | EC 72 | 2-9-98 | 14:00 to 16:00 | M. Burda | Claudio | Lupi | ISPE, Rome | 448 | Regional Disparities and the Italian Nairu. (With G. Brunello and P. Ordine) |
| Unemployment | EC 72 | 2-9-98 | 14:00 to 16:00 | M. Burda | Steinar | Holden | University of Oslo | 368 | Measuring structural unemployment. Is there a rough and ready answer? (With R. Nymoen) |
| Unemployment | EC 72 | 2-9-98 | 14:00 to 16:00 | M. Burda | Viktor | Steiner | Centre for European Economic Research, Mannheim | 86 | Extended Benefit-Entitlement Periods and the Duration of Unemplyment in West Germany |
| Unemployment | EC 72 | 2-9-98 | 14:00 to 16:00 | M. Burda | Gary | Koop | University of Edinburgh | 167 | Dynamic Asymmetries in US Unemployment. (With S. Potter) |
| Topics on Cointegration II | EC 73 | 2-9-98 | 14:00 to 16:00 | G. Urga | Robert-Paul | Berben | University of Nijmegen | 274 | Long Horizon Regressions: An Alternative Ponit of View. (With D. van Dijk) |
| Topics on Cointegration II | EC 73 | 2-9-98 | 14:00 to 16:00 | G. Urga | Niels | Haldrup | University of Aarhus | 83 | Multicointegration in Stock-Flow Models. (With T. Engsted) |
| Topics on Cointegration II | EC 73 | 2-9-98 | 14:00 to 16:00 | G. Urga | Kim M. | Lind | Danish Institute of Agricultural and Fisheries Economics, Valby | 520 | An I(2) Analysis of a Factor Demand System |
| Topics on Cointegration II | EC 73 | 2-9-98 | 14:00 to 16:00 | G. Urga | John | Hunter | Brunel University, Uxbridge | 358 | Identifying Long-run Behaviour with Non-Stationary Data |
| Macro Policy and Forecasting | EC 74 | 2-9-98 | 14:00 to 16:00 | M. Clements | Alessandro | Rebucci | QMW College, London | 382 | External Shocks, Macroeconomic Policy, and Growth: A Panel VAR Approach |
| Macro Policy and Forecasting | EC 74 | 2-9-98 | 14:00 to 16:00 | M. Clements | Alpay | Filiztekin | Koç University, Istinye, Istanbul | 439 | Estimates of the Returns to Scale for US Manufacturing. (With S. Altug) |
| Macro Policy and Forecasting | EC 74 | 2-9-98 | 14:00 to 16:00 | M. Clements | Michael | Magdalinos | Athens University of Economics & Business | 537 | Parsimonious Modeling and Forecasting: Some Analytic Results |
| Macro Policy and Forecasting | EC 74 | 2-9-98 | 14:00 to 16:00 | M. Clements | Valentina | Corradi | University of Pennsylvania, Philadelphia | 174 | Comparing Predictive Ability in Cointegrated Economic Systems. (With C. Olivetti and N. R. Swanson) |
| Modelling Exchange Rates | EC 75 | 2-9-98 | 14:00 to 16:00 | G. Caporale | Ana María | Fuertes | London Guildhall University | 170 | TAR Models of European Real Exchange Rates 1973-97. (With Jerry Coakley) |
| Modelling Exchange Rates | EC 75 | 2-9-98 | 14:00 to 16:00 | G. Caporale | Frederique | Bec | Université de Cergy-Pontoise | 198 | Trading Costs for Goods and PPP: A Nonlinear Alternative for Real Exchange Rate Dynamics. (With Mélika Ben Salem) |
| Modelling Exchange Rates | EC 75 | 2-9-98 | 14:00 to 16:00 | G. Caporale | Jose Manuel | Campa | New York University | 101 | Exchange Rates and Trade: How Important Is Hysteresis in Trade? |
| Modelling Exchange Rates | EC 75 | 2-9-98 | 14:00 to 16:00 | G. Caporale | Lisbeth | La Cour | Copenhagen Business School | 175 | Modelling the ECU Against the US Dollar: A Structural Monetary Interpretation. (With R. MacDonald) |
| Seasonality | EC 76 | 2-9-98 | 14:00 to 16:00 | P.H. Franses | Hans-Eggert | Reimers | Hochschule Wismar | 85 | Labour Demand in Germany and Seasonal Cointegration |
| Seasonality | EC 76 | 2-9-98 | 14:00 to 16:00 | P.H. Franses | A.M. Robert | Taylor | University of York | 78 | Tests of the Seasonal Unit Root Hypothesis against Heteroscedastic Seasonal Integration. (With R. J. Smith) |
| Seasonality | EC 76 | 2-9-98 | 14:00 to 16:00 | P.H. Franses | Luigi | Ermini | Stockholm School of Economics | 155 | Testing DHSY as a Restricted Conditional Model of a Triariate Seasonally Cointegrated System |
| Seasonality | EC 76 | 2-9-98 | 14:00 to 16:00 | P.H. Franses | Gianluca | Cubadda | Università di Roam "La Sapienza" | 418 | Common Features in Time Series with both Deterministic and Stochastic Seasonality |
| High Frequency / Diffusion Models | EC 77 | 2-9-98 | 14:00 to 16:00 | J. Davidson | Joanne | McGarry | University of Essex | The Estimation of Systems of Joint Differential - Difference Equations with Non-Integer Lags | |
| High Frequency / Diffusion Models | EC 77 | 2-9-98 | 14:00 to 16:00 | J. Davidson | Nour | Meddahi | Université de Montréal | 467 | Modelling High-Frequency Data in Continuous Time. (With E. Renault and B.J.M. Werker) |
| High Frequency / Diffusion Models | EC 77 | 2-9-98 | 14:00 to 16:00 | J. Davidson | George J. | Jiang | University of Groningen | 191 | Finite Sample Comparsion of Alternative Estimators of Ito Diffusion Processes - A Monte Carlo study. (With J. L. Knight) |
| High Frequency / Diffusion Models | EC 77 | 2-9-98 | 14:00 to 16:00 | J. Davidson | Serge | Darolles | CREST, Paris | 309 | Truncated Dynamics and Estimation of Diffusion Equations. (With C. Gouriéroux) |
| Income Mobility | EC 78 | 2-9-98 | 14:00 to 16:00 | C. Muller | Roope | Uusitalo | University of Helsinki | 126 | Estimating heterogeneus treatment effects in the Becker schooling model. (With K. Connely) |
| Income Mobility | EC 78 | 2-9-98 | 14:00 to 16:00 | C. Muller | Christian | Schluter | University of Bristol | 26 | Income Dynamics in Germany, the USA, and the UK - Evidence from Panel Data |
| Income Mobility | EC 78 | 2-9-98 | 14:00 to 16:00 | C. Muller | Martin | Fournier | CREST, Paris | 373 | Distribution, Development and Education: Taiwan, 1979-1992. (With F. Bourguignon and M. Gurgand) |
| Income Mobility | EC 78 | 2-9-98 | 14:00 to 16:00 | C. Muller | Frank A. | Cowell | London School of Economics | 222 | Income Mobility - A Robust Approach |
| Intraday Returns in Financial Markets | EC 79 | 2-9-98 | 14:00 to 16:00 | O. Scaillet | Thierry | Kamionka | Université de Toulouse I | 215 | Timing of orders, orders aggressiveness and the order book at the Paris Bourse. (With C. Bisière) |
| Intraday Returns in Financial Markets | EC 79 | 2-9-98 | 14:00 to 16:00 | O. Scaillet | Siem Jan | Koopman | Tilburg University | 199 | Modelling Bid-Ask Spreads in Competitive Dealership Markets. (With Hung Neng Lai) |
| Intraday Returns in Financial Markets | EC 79 | 2-9-98 | 14:00 to 16:00 | O. Scaillet | Sascha | Rieken | University of Kiel | 318 | Put-Call Parity and the Informational Efficiency of the German DAX-index Options Market. (With S. Mittnik) |
| Intraday Returns in Financial Markets | EC 79 | 2-9-98 | 14:00 to 16:00 | O. Scaillet | Joachim | Grammig | Johann Wolfgang Goethe-University Frankfurt | 227 | An Encompassing ACD Specification, and Intra-Day Seasonality in ACD Models. (With R. Hujer, S. Kokot and K. Maurer) |
| Econometric Theory | EC 80 | 2-9-98 | 14:00 to 16:00 | H. Van Dijk | Klaus L. P. | Vasconcellos | CCEN / UFPE, Recife | 12 | Bias Corrected Estimates in Multivariate Student t Regression Models |
| Econometric Theory | EC 80 | 2-9-98 | 14:00 to 16:00 | H. Van Dijk | Jan R. | Magnus | Tilburg University | 290 | Estimation of regression coefficients of interest when other regression coefficients are of no interest. (With J. Durbin) |
| Econometric Theory | EC 80 | 2-9-98 | 14:00 to 16:00 | H. Van Dijk | Walter | Krämer | Universität Dortmund | 188 | Diagnostic cheking in linear processes with infinitive variance. (With R. Runde |
| Econometric Theory | EC 80 | 2-9-98 | 14:00 to 16:00 | H. Van Dijk | Ingmar | Prucha | The University of Maryland | 7 | A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autorregressive Model with Autorregressive Errors. (With Harry Kelejian) |
| Conditional Heteroskedasticity | EC 81 | 2-9-98 | 14:00 to 16:00 | S. Mittnik | Jean-Michel | Zakoïan | CREST, Paris | 302 | Conditional Heteroskedasticity Driven by Hidden Markov Chains. (With C. Francq and M. Roussignol) |
| Conditional Heteroskedasticity | EC 81 | 2-9-98 | 14:00 to 16:00 | S. Mittnik | Param | Silvapulle | La Trobe University, Bundoora, Victoria | 19 | Testing for ARCH in ARCH-in-Mean Model. (With R. Beg and M. Silvapulle) |
| Conditional Heteroskedasticity | EC 81 | 2-9-98 | 14:00 to 16:00 | S. Mittnik | Cheng | Hsiao | University of Southern California, Los Angeles | 322 | A Consistent Test for Conditional Heteroskedasticity in Time-Series Regression Models. (With Qi Li) |
| Conditional Heteroskedasticity | EC 81 | 2-9-98 | 14:00 to 16:00 | S. Mittnik | Michel | Lubrano | GREMAQ-CNRS, Marseille | 253 | Smooth Transition ARCH Models: A Bayesian Perspective |