6th Annual Advances in Econometrics Conference

Bayesian Econometrics

Lod and Carol Cook Conference Center www.cookconferencecenter.com

Louisiana State University, Baton Rouge, LA

November 2-4, 2007

 

Friday, November 2

 

*       Arrive at LSU

*       5:30-6:30 Reception

*       6:30-8:30 Dinner at Lod Cook Conference Center

 

Saturday, November 3

 

*       Breakfast (complimentary at the LSU Conference Center)

*       9:00-10:20

*     Siddhartha Chib, Jennifer Graves, Ivan Jeliazkov and Mark Kutzbach, On the Fitting and Comparison of Models for Multivariate Ordinal Outcomes

*     Gary Koop, Parametric and Nonparametric Inference in Equilibrium Job Search Models

*       10:20-10:40 Coffee Break

*       10:40-12:00

*     Murat K. Munkin and Pravin K. Trivedi, A Bayesian Analysis of the OPES Model with a Non-parametric Component: Application to Dental Insurance and Dental Care

*     Paolo Giordani and Robert Kohn, Adaptive Metropolis Hastings Sampling

 

*       12:00-1:30 Lunch Break & Poster Sessions (Box Lunches provided in LSU Conference Center)

*     Adom Giffen, Updating Probabilities with Data and Moments: An Extended Econometric Example

*     Arto Luoma and Jani Luoto, Bayesian Two-Stage Regression with Parametric Heteroscedasticity

 

Cross-Sectional Data, Panel Data and Microeconometrics

*       1:30-2:50

*  Sylvie Tchumtchoua and Dipak K. Dey, Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models Using Aggregate Data

*   Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan "Bayesian Inference in a Cointegrating Panel Data Model

*       2:50-3.10 Coffee Break

*       3.10-4:30 Paper Presentation

*    Siddhartha Chib and Liana Jacobi, Calculating the Effect of a Randomized Intervention from Panel Data Subject to Noncompliance

*    Justin Tobias, Ariun Ishdorj and Helen H. Jensen, Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach

 

Time-Series and Macroeconometrics

*       1:30-2:50

*  Veni Arakelian and Efthymios G. Tsionas, An Exact Analysis of the Consumption CAPM

*    William McCausland and Brahim Lgui, Bayesian Inference on Time-Varying Proportions

*       2:50-3.10 Coffee Break

*       3.10-4:30 Paper Presentation

*    Michiel D. dePooter, Rene Segers and Herman K. van Dijk, On the Practice of Bayesian Inference in Basic Economic Time Series Models Using Gibbs Sampling

*    Deborah Gefang, Investigating Nonlinear Purchasing Power Parity During the Post-Bretton Woods Era--A Bayesian Exponential Smooth VECM Approach

 

*       6:30-9:00 Dinner at Juban’s, a “Louisiana Style” restaurant www.jubans.com

 

Sunday, November 4

*       Breakfast (complimentary at the LSU Conference Center)

*       9:00-10:20

*    Dimitris Korobilis, Bayesian Estimation, Model Selection and Forecasting in the Dynamic Factor Model

*    Christopher O'Donnell and Vanessa Rayner, Imposing Necessary Conditions for Stationarity on ARCH and GARCH Models

*       10:20-10:40 Coffee Break

*       10:40-12:00

*   Michael K. Andersson and Sune Karlsson, Bayesian Forecast Combination for VAR Models

*    Arnold Zellner, Bayesian Econometrics: Past, Present and Future

*       12:00 Lunch (Box Lunches provided in LSU Conference Center) and Departure

 

For information on the Advances in Econometrics conference, contact Carter Hill (eohill@lsu.edu). 

For more information on the Department of Economics or the Ourso College visit www.bus.lsu.edu.