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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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IDENTIFICATION OF STOCHASTIC SEQUENTIAL BARGAINING<br />

Xun Tang, Economics Department, University of Pennsylvania<br />

Co-Author: Antonio Merlo, University of Pennsylvania<br />

CHOICE PROBABILITY GENERATING FUNCTIONS<br />

Mogens Fosgerau, DTU, Denmark<br />

Co-Authors: Michel Bierlaire, EPFL and Daniel McFadden, University of<br />

California, Berkeley<br />

INFERENCE OF SIGNS OF INTERACTION E<br />

FFECTS IN SIMULTANEOUS GAMES WITH INCOMPLETE<br />

INFORMATION<br />

Aureo Paula, University of Pennsylvania<br />

Co-Author: Xun Tang, Economics Department, University of<br />

Pennsylvania<br />

14:15 - 16:15 FINANCIAL ECONOMETRICS I (ECO)<br />

Chairperson: Paul Kattuman, Judge Business<br />

School, University of Cambridge<br />

MODELLING MULTIVARIATE JOINT TAILS AND APPLICATION IN<br />

EXTREME RISK SPILLOVERS BETWEEN BANKING SYSTEMS<br />

Xiao Qin, Shanghai Jiao Tong University<br />

Co-Authors: Ruoen Ren, Beihang University and Richard Smith,<br />

University of North Carolina, Chapel Hill<br />

ASYMMETRIC STOCHASTIC CONDITIONAL DURATION MODEL -- A<br />

MIXTURE-OF-NORMAL APPROACH<br />

Dinghai Xu, University of Waterloo<br />

Co-Authors: John Knight, University of Western Ontario and Tony<br />

Wirjanto, University of Waterloo<br />

EFFICIENT ESTIMATION OF LEARNING MODELS<br />

Veronika Czellar, HEC Paris<br />

Co-Author: Laurent Calvet, HEC Paris<br />

EMERGING MARKETS AND HEAVY TAILS<br />

Paul Kattuman, Judge Business School, University of Cambridge<br />

Co-Authors: Rustam Ibragimov, Department of Economics, Harvard<br />

University and Marat Ibragimov, Tashkent State University of Economics<br />

14:15 - 16:15 HYPOTHESIS TESTS II (ECO)<br />

Chairperson: Pascale Valery, HEC Montreal<br />

FINITE SAMPLE NONPARAMETRIC TESTS FOR LINEAR<br />

REGRESSIONS<br />

Karl Schlag, Universitat Pompeu Fabra<br />

Co-Author: Olivier Gossner, Paris School of Economics<br />

A HYPOTHESIS TEST FOR MAXIMUM SCORE ESTIMATION<br />

Walter Mayer, University of Mississippi<br />

Co-Author: Chen Wu, Black Hills State University<br />

ROBUST INFERENCE UNDER MOMENT RESTRICTIONS<br />

Taisuke Otsu, Yale University<br />

Co-Author: Yuichi Kitamura,<br />

WALD-TYPE TESTS WHEN RANK CONDITIONS FAIL: A SMOOTH<br />

Room 5E<br />

Room 5F

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