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