Econometrics & Finance

                                                                        11h-13h00    Tuesday, August 24  

                                                           Chairperson :    Vincent Goulet    Room :  Fabry-Pérot  
  

305 (slides)  
The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems   
Hiroaki Chigira and Taku Yamamoto

309 (slides) 
Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise   
Naoto Kunitomo and Seisho Sato

310 (slides)  
Augmented Likelihood Estimators for Mixture Models   
Markus Haas, Jochen Krause and Marc S. Paolella

326   
Using clustering techniques to defining customer churn in a non-contractual setting   
Monica Clemente and Susana San Matias

327 (slides)   
Regional Convergence in Japan: A Bayesian Spatial Econometrics Perspective   
Kazuhiko Kakamu and Hajime Wago

362 (slides)   
A generalized confidence interval for the mean response in log-regression models with a random effect   
Miguel Fonseca, Thomas Mathew and Joao Tiago Mexia

377   
Copula simulation by means of Adaptive Importance Sampling   
Marco Bee

397 (slides)  
Approximate Bayesian Computation with Indirect Moment Conditions   
Alexander Gleim and Christian Pigorsch

464 (slides)  
Statistical Data Mining for Computational Financial Modeling   
Ali Serhan Koyuncugil and Nermin Ozgulbas

439   
Shooting arrows in the stock market   
Javier Arroyo and Immanuel Bomze