TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
University<br />
SEMI-PARAMETRIC LIKELIHOOD INFERENCE FOR WORST CASE<br />
DYNAMIC DISCRETE GAMES<br />
Zhengyuan Gao, University of Amsterdam<br />
Co-Author: Kees Jan van Garderen, University of Amsterdam<br />
STRUCTURAL ESTIMATION AND COUNTERFACTUAL<br />
EXPERIMENTS IN GAMES WHEN THE DATA COME FROM<br />
MULTIPLE EQUILIBRIA<br />
Pedro Mira, CEMFI<br />
Co-Author: Victor Aguirregabiria, University of Toronto<br />
14:15 - 16:15 WEAK IDENTIFICATION (ECO)<br />
Chairperson: Jean-Marie Dufour, McGill University<br />
WEAK INSTRUMENTS AND THE FIRST STAGE F-STATISTIC IN IV<br />
MODELS WITH A NONSCALAR ERROR COVARIANCE STRUCTURE<br />
Maurice Bun, University of Amsterdam<br />
Co-Author: Monique De Haan, University of Amsterdam<br />
SPECIFICATION TESTS FOR STRONG IDENTIFICATION<br />
Bertille Antoine, Simon Fraser University<br />
Co-Author: Eric Renault,<br />
ESTIMATION AND INFERENCE WITH WEAK IDENTIFICATION<br />
Xu Cheng, University of Pennsylvania<br />
Co-Author: Donald Andrews, Yale University<br />
EXOGENEITY TESTS, WEAK IDENTIFICATION AND IV ESTIMATION:<br />
IS THE CURE WORSE THAN THE ILLNESS ?<br />
Jean-Marie Dufour, McGill University<br />
Co-Author: Firmin Doko, Universite de Montreal<br />
14:15 - 16:15 SPECIFICATION TESTING (ECO)<br />
Chairperson: Aman Ullah, University Of California,<br />
Riverside<br />
CONSISTENT MODEL SPECIFICATION TESTING<br />
Andreea Halunga, University of Exeter<br />
Co-Author: James Davidson, University of Exeter<br />
FUNCTIONAL COEFFICIENT REGRESSION MODELS WITH TIME<br />
TREND<br />
Qi Li, Texas A&M University<br />
Co-Author: Zhongwen Liang, Texas A&M University<br />
NONPARAMETRIC SPECIFICATION TESTS FOR CONTINUTOUS-<br />
TIME STOCHASTIC VOLATILITY MODELS BASED ON VOLATILITY<br />
DENSITY<br />
Yang Zu, University of Amsterdam<br />
A NONPARAMETRIC GOODNESS-OF FIT BASED TEST FOR<br />
CONDITIONAL HETEROSKEDASTICITY<br />
Aman Ullah, University Of California, Riverside<br />
14:15 - 16:15 APPLIED BAYESIAN INFERENCE (ECO)<br />
Chairperson: Nicholas Kiefer, Cornell University<br />
Room 5H<br />
Room 5I<br />
Room 5J