MIDWEST ECONOMETRICS GROUP
5TH ANNUAL MEETING
Oct. 6-Oct .7, 1995
Chair: N.E. Savin, University of Iowa
- Richard Baillie, Michigan State University
- "Reanalysis of Risk Premium with Long Memory Models"
- Mark Jensen, Southern Illinois University
- "Ordinary Least Squares Estimate of the Fractional Differencing Parameter Using Wavelets as Derived from Smoothing Kernels"
- Ching-Fan Ching, Michigan State University
- "The Minimum Distance Estimator for the Fractionally Integrated ARMA Model"
- William Barnett, Washington University; Ronald Gallant, University of North Carolina, Chapel Hill; Melvin Hinich, University of Texas, Austin; Jochen Jungeilges, University of Osnabruck; Daniel Kaplan, McGill University; and Mark Jensen, Southern Illinois University
- "A Single-Blind Controlled Competition between Tests for Nonlinearity and Chaos"
Chair: Jeff Wooldridge, Michigan State University
- Narayana Kocherlakota and N.E. Savin, University of Iowa
- "Confidence Intervals for Sample Mean of Overdifferenced Models"
- Bruce Meyer, Northwestern University
- "Semiparametric Estimation of Hazard Models"
- Anil Bera, University of Illinois, Urbana-Champaign; and Subhash Sharma, Southern Illinois University
- "Estimating Production Uncertainty in Stochastic Production Function Models"
- William Horrace and Peter Schmidt, Michigan State University
- "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models"
John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis
- John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis
- "Bayesian Communication"
- Carmela Quintos and Guofo Zhou, Washington University
- "Specification Tests on Nonstationary Reduced Rank Models"
- Yuichi Kitamura and Michael Stutzer, University of Minnesota
- "An Information theoretic Alternative to Generalized Method of Moments Estimation"
Chair: Peter Schmidt, Michigan State University
- Yannis Bilias, University of Illinois, Urbana-Champaign
- "A Sequential Analysis of Pennsylvania 'Reemployment Bonus' Experiment"
- Lawrence Marsh, University of Notre Dame, and Arnold Zellner, University of Chicago
- "Bayesian Optimization Procedures for Firms Facing Discrete Product Demand, Economic Random Utility Models and Industry Equilibrium"
- Shiferaw Gurmu, University of Charlottesville, and Pravin Trivedi, Indiana University
- "Excess Zeros in Count Models for Recreational Boating Trips"
- Robert Parks, Washington University
- "Economics Working Paper Archive"
Chair: Pravin Trivedi, Indiana University
- Douglas Miller, Iowa State University; Amos Golan and George Judge, University of California, Berkeley
- "Recovering Information and Inference in the Case of Linear Inverse Problems with Discrete Noisy Data"
- Siliva Ferrari, Universite of Sao Paulo; Miguel Uribe-Opazo, Universite Estadual do Oeste; and Francisco Cribari-Neto, Southern Illinois University
- "Second Order Asymptotics for Score Tests in Exponential Family Models"
- Arnold Zellner, University of Chicago
- "The Finite Sample Properties of Simultaneous Equations' Estimates and Estimators: Bayesian and Non-Bayesian Approaches"
Chair: John Keating, Washington University
- Partha Deb, Indiana University-Purdue University at Indianapolis
- "Causality from Volatility to Correlation in International Stock Markets: Tests in a Logistic GARCH Framework"
- Kiseok Lee, University of Missouri
- "Unexpected Inflation, Inflation Uncertainty, and Stock Returns"
- Houston Stokes and Hugh Neuburger, University of Illinois, Chicago
- "The International Transmission of Conditional Volatility: A 21 Market Study"