MIDWEST ECONOMETRICS GROUP
3RD ANNUAL MEETING
UNIVERSITY OF ILLINOIS, URBANA-CHAMPAIGN
SEPT. 24-SEPT. 25, 1993
Chair: Tim Bollerslev, Northwestern University
- May Hagiwara and Miguel A. Herce, University of North Carolina
- "Exchange Rate Volatility and Interest Rate Differential in a Model of Portfolio Selection"
- Kiseok Lee, University of Missouri
- "Aggregate Stock Return, Output, and Risk Premium: An Analysis of Causal Relations Over Four Frequency Bands"
- Narayana R. Kocherlakota, University of Iowa
- "Testing the Consumption CAPM with Heavy-Tailed Pricing Errors"
Chair: Peter Schmidt, Michigan State University
- Arnold Zellner, University of Chicago
- "Models, Prior Information and Bayesian Analysis"
- John Geweke, University of Minnesota and the Federal Reserve Bank of Minneapolis
- "Priors for Macroeconomic Time Series and Their Applications"
- Siddhartha Chib, Washington University
- "Bayes Estimation via MCMC of Finite Mixture Distributions Subject to Markov Switching"
Chair: Roger Koenker, University of Illinois, Urbana-Champaign
- Joel L. Horowitz and Marianthi Markatou, University of Iowa and Columbia University
- "Semiparametric Estimation of Regression Models for Panel Data"
- Daric L. Brummett and Lawrence C. Marsh, University of Notre Dame
- "Estimating Neural Network Nonparametric Production Functions"
- Hidehiko Ichimura and T. Scott Thompson, University of Minnesota
- "Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficients of Unknown Distributions"
Chair: Anil K. Bera, University of Illinois, Urbana-Champaign
- Mukhtar M. Ali and Subhash C. Sharma, University of Kentucky and Southern Illinois University
- "Robustness to Nor-Normality of Regression F-Test"
- Yanqin Fan and Qi Li, University of Windsor and Indiana University
- "A General Nonparametric Model Specification Test"
- Heejoon Kang, Indiana University
- "The Simultaneity Bias in the Two-Stage Least Squares Estimation"
Chair: Paul Newbold, University of Illinois, Urbana-Champaign
- Charles F. Manski, University of Wisconsin-Madison
- "What Do Controlled Experiments Reveal about Outcomes When Treatments Vary?"
- Weiren Wang and Mai Zhou, University of Kentucky
- "Least Squares Estimation of Binary Choice Models: A Semi-Parametric Approach"
- Christopher R. Bollinger, Georgia State University and University of Wisconsin-Madison
- "Bounding Mean Regressions When a Binary Regressor Is Mismeasured"
Chair: Richard T. Baillie, Michigan State University
- Eric Ghysels and Alastair Hall, Universite de Montreal and University of Wisconsin-Madison
- "Testing for I(1) in Periodic Time Series"
- Kurt Hornik and Chung-Ming Kuan, Technische Universitat Wein and University of Illinois, Urbana-Champaign
- "The Generalized Fluctuation Tests: A Unifying View"
- Robert Parks, Washington University
- "Online Database for Economics Working Papers"