| Fall Meeting September 11-12, 1992 |
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| Friday, September 11 | |
| 1:30 p.m. | Econometric Problems in Panel Data |
| Chair and discussion leader: David Runkle, Federal Reserve Bank of Minneapolis and University of Minnesota |
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| Audra Bowlus, University of Iowa “Job Match Quality Over the Business Cycle” |
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| Stephen R. Cosslett, Ohio State University “Maximum Likelihood Estimation Subject to Aggregate Constraints” |
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| Beum-Jo Park, University of Illinois-Champaign “Quantile Regression and the Duration of Unemployment” |
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| Lung-fei Lee, University of Michigan “Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models” |
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| 3:10 p.m. | Refreshments |
| 4:00 p.m. | Time Series in the Long Run |
| Chair and discussion leader: Danny Quah, Federal Reserve Bank of Minneapolis and London School of Economics |
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| In Choi, Ohio State University “Residual Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series” |
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| Beth Fisher Ingram, University of Iowa “Explaining Business Cycles: A Multiple Shock Approach” (with N. E. Savin, University of Iowa) |
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| Naresh C. Mallick, University of Illinois-Champaign “The Mean-Squared Error of Forecast and Its Boundedness for the Unit Root and the Trend Stationary Models” |
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| Margie A. Tieslau, Michigan State University “A Generalized Method of Moments Estimator for Long-Memory Processes” |
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| 6:00 p.m. | Social hour |
| 7:00 p.m. | Dinner |
| Peter Schmidt “Some Easy-to-Digest After Dinner Remarks” |
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| Saturday, September 12 | |
| 8:30 a.m. | Informal continental breakfast |
| 9:00 a.m. | Bayesian Methods for Time Series |
| Chair and discussion leader: John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis |
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| Siddhartha Chib, Washington University “Bayes Inference via Gibbs Sampling in Regression Models with AR(p) and MA(q) Errors” (with Edward Greenberg, Washington University) |
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| Charles Whiteman, University of Iowa “Toward a New ‘Minnesota’ Prior: Forecasting and Conditional Projection Using Real Business Cycle Model Priors” (with Beth Fisher Ingram, University of Iowa) |
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| Arnold Zellner, University of Chicago “Time Series Analysis, Forecasting and Econometric Modeling: The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach” |
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| 10:15 a.m. | Coffee |
| 10:45 a.m. | Regression Methods |
| Chair and discussion leader: John Geweke, University of Minnesota and Federal Reserve Bank of Minneapolis |
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| Lawrence Marsh, University of Notre Dame “Selected Shrinkage Estimators and Principal Elements Regression” (with Kevin D. Brunson, University of Notre Dame) |
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| SungSup Ra, University of Illinois-Champaign “Testing for the Regression Coefficient Stability” |
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| N. E. Savin, University of Iowa “Multiple Optima and Asymptotic Approximations in the Partial Adjustment Model” (with Douglas A. McManus, Federal Reserve System, and John C. Nankervis, City of London Polytechnic) |
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| Leigh Tesfatsion, Iowa State University “Multicriteria Estimation” (with Robert Kalaba, Iowa State University) |
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| 12:30 p.m. | Lunch |
| 1:30 p.m. | Financial Time Series |
| Chair and discussion leader: Danny Quah, Federal Reserve Bank of Minneapolis and London School of Economics |
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| Anil K. Bera, University of Illinois-Champaign “Specification Test for a Linear Regression Model with ARCH Process” (with Xiao-Lei Zuo, University of Illinois) |
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| Peter Rossi, University of Chicago “Bayesian Analysis of Stochastic Volatility Models” (withEric Jacquier, Cornell University, and Nick Polson, University of Chicago) |
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| Houston H. Stokes, University of Illinois-Chicago “Detecting and Modeling Nonlinearity in Stock Returns” (with Hugh M. Neuburger, Consultant) |
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| 2:45 p.m. | Refreshments |
| 3:30 p.m. | Nonstandard Estimation and Testing Problems |
| Chair and discussion leader: Scott Thompson, University of Minnesota |
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| Joel Horowitz, University of Iowa “Root-N Consistent Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable” (with Geert Ridder, University of Groningen) |
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| Yum-keung Kwan, University of Chicago “Estimating Non-linear Rational Expectation Models by Simulated Method of Partial Likelihood” (with Ingrid Tierens, University of Chicago) |
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| Pravin K. Trivedi, Indiana University “Tests of Independence in Parametric Models: With Applications and Illustrations” (with A. Colin Cameron, University of California-Davis) |
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| Weiren Wang, University of Kentucky “Semi-Parametric Estimation of Disequilibrium Models” (with Mai Zhou, University of Kentucky) |
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