Texas Camp Econometrics 10
Del Lago Resort
Lake Conroe, Texas
February 26-27, 2005

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Saturday

2/26/2004

 Time Title Presenter University
  1:00 - 2:00

Forecasting When There is a Single Break

 Graham Elliott  UCSD
  2:00 - 2:30

Semi-Nonparametric Modeling of Densities on the Unit Interval, with Applications to Censored Mixed Proportional Hazard Models and Ordered Probability Models

 Herman Bierens Penn State
  2:30 - 3:00 Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems Peter Pedroni Rice University
  3:00 - 3:30 Identification and Estimation of Nonlinear Models with
Misclassification Error Using Instrumental Variables: A General Solution		 Yingyao Hu UT Austin
  3:30 - 4:00   Break  
  4:00 - 4:30 Intergenerational Relationships over the Lifecycle and the
Determination of Wages		 Adi Mayer Texas A&M
  4:30 - 5:00 Financial Market Integration: Theory and Evidence Vadym Volosovych UH
  5:00 - 5:30 On the Usefulness of Classical Unit Root Pre-Tests and Bayesian Alternatives in Forecasting with Autoregressive Models Tom Fomby SMU
  5:30 - 6:00 Socially Optimal Binary Prediction

Robert Lieli

UT Austin
  6:00 - 7:00   Hotel Check-in  
 

7:00

  

Dinner

  

 

Sunday

2/27/2004

 Time Title Presenter University
  7:00 - 8:30   Continental Breakfast  
  8:30 - 9:00 A Distributional Analysis of the Return to Marriage Dipa Sarkar SMU
  9:00 - 9:30 Who Gains Most From Catholic Schooling:  Catholic Schooling Effect under a Heterogeneous Framework Ozkan Eren SMU
  9:30 - 10:00 Threshold Effects in the Relationship Between Inflation and Growth: A New Panel-Data Approach David Drukker Stata
  10:00 - 10:30   Break  
  10:30 - 10:50 ARCH Models with Nonstationary Covariates Heejoon Han Rice University
  10:50 - 11:10 On Estimating the Mixed Effects Model Robin Sickles Rice University
  11:10 - 11:30 Testing for Martingales in Continuous Time Rahul Vasudev Rice University
  11:30 - 12:00 Robust, Super-Consistent Non-Parametric Quantile
  Estimation of Efficiency with An Application to
  Federal Reserve Check Processing Operations		 Paul Wilson UT Austin
  12:00 - 1:30   Lunch  
  1:30 - 2:00 Estimation and Inference in the Cointegrated System with Stationary Covariates Byeongseon Seo Texas A&M
  2:00 - 2:30 Derivation and Estimation of a Phillips Curve with
Sticky Price and Sticky Information		 Murat Arslan UH