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Fourteenth Annual Meeting

Fourteenth Annual Meeting. of the. Midwest Econometrics Group. Northwestern University. Host: Rosa L. Matzkin. Friday, October 15 and Saturday, October 16. 2004 MEG Dinner Speaker. Lars Peter Hansen. Homer J. Livingston Distinguished Service Professor .

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Fourteenth Annual Meeting

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  1. Fourteenth Annual Meeting of the Midwest Econometrics Group Northwestern University Host: Rosa L. Matzkin Friday, October 15 and Saturday, October 16

  2. 2004 MEG Dinner Speaker Lars Peter Hansen Homer J. Livingston Distinguished Service Professor Department of Economics - University of Chicago

  3. Dinner Host Speaker MEG Fellows 1993 Anil K. Bera 1999 Yannis Bilias 1995 Siddhartha Chib 2002 Stephen R. Cosslett 2001 Andrew J. Filardo 1992* 1995* John F. Geweke* 1996* 1994* Arthur S. Goldberger* 2004 Lars P. Hansen 2000* 1998* James J. Heckman* 1994* 2002* Joel L. Horowitz* 2003 George G. Judge 1993 Roger Koenker 2003 David M. Mandy 1993 Charles F. Manski 1991 Lawrence C. Marsh 2004* 2000* Rosa L. Matzkin* 1996 N. Eugene Savin 1997* 1992* Peter J. Schmidt* 1998* 1997* Pravin K. Trivedi* 2001 Kenneth D. West 1999 Jeffrey M. Wooldridge 1991 Arnold Zellner * double duty

  4. Midwest Econometrics Group (MEG) Econometric Theory and Methods MEG fall meetings: 2005 Southern Illinois University (Carbondale)2004Northwestern University (Evanston)2003 University of Missouri (Columbia)2002 The Ohio State University (Columbus)2001 Federal Reserve Bank of Kansas City (Kansas City)2000 University of Chicago (Hyde Park)1999 Iowa State University (Ames)1998 Indiana University (Bloomington)1997 Michigan State University (East Lansing)1996 University of Wisconsin (Madison)1995 Washington University (St. Louis)1994 University of Iowa (Iowa City)1993 University of Illinois (Urbana-Champaign)1992 Federal Reserve Bank of Minneapolis (Minneapolis)1991 University of Notre Dame (South Bend) Add your name and address (or make changes) to MEG mailing list (for postal delivery). Join or leave (or do both to change) MEG e-mail list.

  5. MIDWEST ECONOMETRICS GROUP To add yourself to the MEG mailing list or to submit address or other changes, please type in your NAME and other items: NAME:ADDRESS1: ADDRESS2: ADDRESS3: CITY: STATE: ZIPCODE:COUNTRY: E-MAIL: OFFICE PHONE: DEPT PHONE: FAX: HOME PHONE: WEB HOME PAGE: OTHER (please specify): MIDWEST ECONOMETRICS GROUP To add yourself to the MEG mailing list or to submit address or other changes, please type in your NAME and other items: NAME:ADDRESS1: ADDRESS2: ADDRESS3: CITY: STATE: ZIPCODE:COUNTRY: E-MAIL: OFFICE PHONE: DEPT PHONE: FAX: HOME PHONE: WEB HOME PAGE: OTHER (please specify):

  6. Join or leave the ECONOMETRICS list This screen allows you to join or leave the ECONOMETRICS list. Your e-mail address: Your name: Subscription type: Regular Digest (traditional) Digest (MIME format) Digest (HTML format) Index (traditional) Index (HTML format) Mail header style: Normal LISTSERV-style header LISTSERV-style, with list name in subject LISTSERV-style, short “Dual" (second header in mail body) sendmail-style Acknowledgements: No acknowledgements Short message confirming receipt Receive copy of own postings Both copy of own postings and short message confirming receipt Miscellaneous: Mail delivery disabled temporarily Address concealed from REVIEW listing

  7. Next year, ==========================

  8. Next year: MEG 2005 Southern Illinois University at Carbondale Host: Subhash Sharma Dinner Speaker: William H. Greene October 14 – 15, 2005

  9. Today, ========================== 28 papers in 8 sessions.

  10. Friday, October 15 1:30 – 3:30Parallel Sessions Session 1: Econometric Theory I Indiana Room, 2nd Floor Session 2: Macroeconometrics I Purdue Room B, 1st Floor Session 3: Empirical Approaches I Iowa Room, 2nd Floor Session 4: Volatility Purdue Room A, 1st Floor 3:30 – 4:00 Break 4:00 – 5:30 Parallel Sessions Session 5: Econometric Theory II Indiana Room, 2nd Floor Session 6: Bayesian Methods Iowa Room, 2nd Floor Session 7: Estimation Methods Purdue Room B, 1st Floor Session 8: Semi-/Nonparametric Methods Purdue Room A, 1st Floor Reception 6:00 – 7:00, Dinner 7:00 – Northwestern Rm,1st Floor After Dinner Presentation: Lars P. Hansen – Northwestern Rm

  11. Tomorrow, ========================== 42 papers in 14 sessions.

  12. Saturday, October 16 9:00 – 10:30Parallel Sessions Session 9: Econometric Theory III Leverone Hall, G36 Session 10: Cointegration Leverone Hall, G42 Session 11: Bootstrap and Jacknife Leverone Hall, G43 Session 12: Testing Methods I Leverone Hall, G44 Session 13: Nonparametric Methods Leverone Hall, G45 10:30 – 11:00 Break 11:00 – 12:30 Parallel Sessions Session 14: Financial Econometrics Leverone Hall, G36 Session 15: Testing Methods II Leverone Hall, G42 Session 16: Estimation and Testing Leverone Hall, G43 Session 17: Macroeconometrics II Leverone Hall, G44 Session 18: Panel Data Leverone Hall, G45 12:30 – 2:00 Lunch Leverone Hall 2:00 – 3:30 Parallel Sessions Session 19: Time Series Leverone Hall, G42 Session 20: Empirical Approaches II Leverone Hall, G43 Session 21: Macroeconomics III Leverone Hall, G44 Session 22: Exchange Rates Leverone Hall, G45

  13. Finally, ==========================

  14. Question? ====================

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