MIDWEST ECONOMETRICS GROUP
1ST ANNUAL MEETING
Sept. 14 & Sept. 15, 1991
University of Notre Dame
- Barry Falk, Iowa State University (with Bong-Soo Lee)
- "The Dynamic Effects of Permanent and Transitory Labor Income on Consumption"
- Thomas Kniesner, Indiana University (with Karen Conway)
- "Estimating Male Labor Supply Functions with Panel Data"
- Donal O'Neill, University of Iowa
- "Earnings Variance Over the Life Cycle"
- Stephen Woodbury, Michigan State University
- "Misspecified Censoring in Estimating Reemployment Probabilities, with an Application to the Impact of Extended UI Benefits"
- Jan Kmenta, University of Michigan (with Howard Doran)
- "Multiple Minima in the Cochrane-Orcutt Search Procedure"
- Subhash Sharma, Southern Illinois University (with Mukhtar Ali)
- "Robustness to NonNormality of the Durbin-Watson Test for Autocorrelation"
- In Choi, Ohio State University
- "Asymptotic Normality of the Least Squares Estimates for Autoregressive Integrated Processes with Application to Hypothesis Testing"
- Richard Baillie, Michigan State University (with Tim Bollerslev)
- "Prediction in Dynamic Models with Time Dependent Variances"
- Matthew Higgins, University of Wisconsin - Milwaukee (with Anil Bera)
- "ARCH and Bilinearity as Competing Models for Nonlinear Dependence"
- Jae Sun Roh, University of Illinois
- "A Moment Test of the Constancy of Correlation Coeeficient in the Multivariate GARCH Model"
- Dan Nelson, University of Chicago
- "Estimating Conditional Variances with Misspecified ARCH Models: Asymptotic Theory"
- Bo Honore, Northwestern University (with Jim Powell)
- "Pairwise Difference Estimators of Linear Censored and Truncated Regression Models"
- Jeff Wooldridge, Massachusetts Institute of Technology and Michigan State University
- "Multiplicative Panel Data Models without the Strict Exogeneity Assumption"
- Arnold Zellner, University of Chicago
- "Some Thoughts on the Past, Present and Future of Econometrics"
- Edward Greenberg, Washington University (with R. Parks)
- "A Predictive Approach to Model Specification"
- Leigh Tesfatsion, Iowa State University (with Robert Kalaba)
- "Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories"
- Siddhartha Chib, Washington University (with James Albert)
- "Bayesian Analysis of Binary and Polychotomous Response Data"
- Kiseok Lee, University of Missouri
- "Excess Volatility of Asset Prices Driven by a State-Dependent Information Model"
- John Geweke, University of Minnesota
- "Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments"
- Lung-Fei Lee, University of Minnesota
- "Semiparametric Instrumental Variable Estimation of Simultaneous Equation Sample Selection Models"
- Roger Koenker, University of Illinois (with Pin Ng)
- "Quantile Smoothing Splines"