Breakfast (complimentary at the LSU
Conference Center)
- 9:30-10:20
- Welcome
- Chandra Bhat, Texas, and Christiano Varian, Univ. Ca’Foscari. A
Comparison of Maximum Simulated Likelihood Methods and Composite
Marginal Likelihood Methods for the Estimation of Multi-level Binary
and Ordered Response Systems
- 10:20-10:40 Coffee Break
- 10:40-12:00
- Florian Heiss, Munich, The Panel Probit Model: Adaptive
Integration on Sparse Grids
- Saleem Shaik, North Dakota State, Ashok Mishra, LSU, and
Christine Wilson, Kansas State, Role of Financial Variables on
Efficiency and Productivity: Gamma Simulated Maximum Likelihood
Estimation
- 12:00-1:30 Lunch Break (Box lunches provided in LSU Conference
Center)
- 1:30-2:20
- Tore Kleppe, Univ. Bergen, Jun Yu, Singapore Management Univ,
and Hans Skaug, Univ. Bergen, Simulated Maximum Likelihood Estimation
of Continuous Time Stochastic Volatility Models
- Ivan Jeliazkov, UC-Irvine and Esther Lee, UC-Irvine, MCMC
Perspectives on Simulated Likelihood Estimation
- 2:50-3:10 Coffee Break
- 3:10-3:50
- Tong Zeng, LSU, and R. Carter Hill, LSU, Pretest Estimation in
the Random Parameters Logit Model
5:30-8:00 Dinner at Juban's, a "Louisiana Style" restaurant
www.jubans.com