TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com

Co-Author: Naoto Kunitomo, University of Tokyo
11:15 - 12:45 UNIT ROOTS (ECO)
Chairperson: Morten Nielsen, Queen's University
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE
BREAK IN TREND AND NON-STATIONARY VOLATILITY
David Harvey, University of Nottingham
Co-Authors: Giuseppe Cavaliere, University of Bologna, Stephen
Leybourne, University of Nottingham and Robert Taylor, University of
Nottingham
UNIT ROOT TESTS WITH WAVELETS
Ramo Gencay, Simon Fraser University
Co-Author: Yanqin Fan, Vanderbilt University
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF THE UNIT
ROOT HYPOTHESIS
Morten Nielsen, Queen's University
Co-Author: Michael Jansson, UC Berkeley
11:15 - 12:45 MEASUREMENT ERROR (ECO)
Chairperson: Asger Lunde, School of Economics
and Management, Aarhus University
WELL-POSEDNESS OF MEASUREMENT ERROR MODELS FOR
SELF-REPORTED DATA
Yingyao Hu, Johns Hopkins University
Co-Author: Yonghong An, Johns Hopkins
TWO-STEP ESTIMATION OF A SINGLE REGRESSOR ERRORS-IN-
VARIABLE MODEL WITH CORRELATED MEASUREMENT ERRORS
Qing Li, University of Lausanne
ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION
FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR
Asger Lunde, School of Economics and Management, Aarhus University
Co-Author: Peter Reinhard Hansen, Stanford University, department of
Economics
13:00 - 14:00 POLICY SESSION
13:00 - 14:00 PLENARY POLICY PANEL I
Chairperson: Sir James Mirrlees, Chinese University
of Hong Kong
Room 5H
Room 5I
Room Auditorium
MIRRLEES REVIEW: REFORMING THE TAX SYSTEM FOR THE 21ST
CENTURY
Richard Blundell, University College London, Steve Bond, University of
Oxford, Roger Gordon, UCSD and Guy Laroque, INSEE-CREST and
University College London
14:15 - 16:15 CONTRIBUTED SESSIONS
14:15 - 16:15 GEOGRAPHY, CULTURE, AND GROWTH IN
COMPARATIVE PERSPECTIVE (HIS)
Room Gran Melia F5