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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

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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

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