81. Program: 8th World Congress Seattle,Washington http://www.econometricsociety.org/meetings/wc00/AUTORUN.HTM

Welcome to the Program of the 8th World Congress of the Econometric Society Seattle,Washington August, 2000. Named Lectures Invited Program Contributed Program Contributed Papers

82. Econometric Society Home Page Chicago, IL. http://www.econometricsociety.org/meetings/es98/index.html

1998 North American Winter Meeting of the Econometric Society Summary of Completed Program The 1998 Joint Meeting with the American Economic Association was held in Chicago, Illinois on January 3-5, 1998, as a part of the Allied Social Science Association Meeting. The program consisted primarily of contributed papers. Program Committee Information about Chicago Program and Session Information

83. Econometric Society Home Page Montreal, Canada. http://www.econometricsociety.org/meetings/nasm98/program.html

1998 North American Summer Meeting of the Econometric Society Summary of Completed Program HTML version of the complete final Program, updated June 17th, 1998 The first author (*) is the presenter of the paper. Any error in the program (presenter, co-authors, affiliation, title) should be reported to us at nasm98@cirano.umontreal.ca Sponsors The following sponsors are providing financial help for the North American Summer Meeting of the Econometric Society: Academic Sponsors Chaire Jarislowsky in technology and international competition CIRANO (Centre for Interuniversity Research and ANalysis on Organizations) CRDE CREFE NCM (Network for Computing and Mathematical Modeling) Corporate and Government Sponsors Banque Nationale du Canada / National Bank of Canada Canadian National / Canadien National Cartons St-Laurent inc. / St. Laurent Paperboard inc. Industrie Canada / Industry Canada ... Institut des banquiers canadiens / The Institute of Canadian Bankers Provigo Distribution inc. Wednesday, June 24, 1998 5:00-9:00 pm Informal gathering (J-M400) Thursday, June 25, 1998

84. Econometric Software An annotated collection of links to econometric software resources, by John Kane. http://www.oswego.edu/~economic/econsoftware.htm

Econometric software Econometric software package information Amos This package is designed for estimating linear structural equation models. It is particularly well suited for models with latent variables or measurement error components. Bootstrap methods are provided for the computation of standard errors. While this is not a general purpose econometrics package, it is useful in specialized applications. A free student version is available for Windows and OS/2 platforms. AREMOS This package, provided by Global Insight , is primarily designed for the analysis and manipulation of time-series and panel data. AREMOS estimates OLS, 2SLS, 3SLS, ARIMA, VAR, cointegration, and some nonlinear models. It is available on Windows platforms. Autobox A package that automates the identification of ARIMA and transfer function models. This package is available on DOS, Windows, and RISC platforms. BMDP A classic package that estimates regression, logit, survival function, maximum likelihood (user-specified function), and ARIMA models. Available on Windows platforms. DataDesk A Mac/Windows program designed for exploratory data analysis. Peforms basic regression analysis.

85. Econometric Theory Supporting website by P.C.B. Phillips for Cambridge University Press Journal. http://korora.econ.yale.edu/et/

86. Stata: Data Analysis And Statistical Software Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules. http://www.stata.com/

87. Spatial Statistics Software For Matlab And Fortran Fortran 90 code by Kelley Pace. http://www.spatial-statistics.com/software_index.htm

Spatial Statistics Software and Spatial Data The public domain Spatial Statistics Toolbox for Matlab 1.1, 2.0, and Spacestatpack for Fortran 90 excel at estimating large-scale lattice models. The Matlab Spatial Statistics Toolbox includes code for simultaneous spatial autoregressions (SAR), conditional spatial autoregressions (CAR), and mixed regressive spatially autoregressive (MRSA) models. In addition, it contains code for creating sparse spatial weight matrices and finding the log-determinants (needed for maximum likelihood). Hence, the Matlab Spatial Statistics Toolbox includes the most common estimators employed in spatial econometrics. These products use sparse matrices and other computational techniques to greatly accelerate computations and to expand the size of potential data sets analyzed. Spatial Statistics Toolbox for Matlab 2.0 (zip) The package also contains some spatiotemporal data from Baton Rouge. It currently occupies over 8 MB, so you may wish to time your download strategically. Also, you can download this package, other packages, and the articles via anonymous FTP (ftp.spatial-statistics.com/Spatial_Statistics_Toolbox or ftp.spatiotemporal.com). Some FTP clients perform downloading much better than browsers. For example, WS_FTP, CuteFTP, and FTP Explorer allow resumption of interrupted transfers and contain other features that make them ideal for downloading large files over the net. If you wish to examine the package without downloading the entire file, you can download the documentation separately (pdf format) :

88. Random Number Generator KISS RNG by George Marsaglia http://www.fortran.com/kiss.f90

89. Clustering Fortran 90 codes. http://www.sissa.it/dataclustering/bretton_woods.html

90. Rice Grad Student - Otto Schwalb By Otto Schwalb. http://www.stat.rice.edu/~schwalb/

Otto Schwalb Graduate student Department of Statistics Rice University e-mail: schwalb@stat.rice.edu B.A. Mathematics (1993) - Belmont Abbey College M.S. Mathematical Sciences (1995) - Clemson University M.A. Statistics (1998) - Rice University Ph.D. Statistics (1999) - Rice University For the case of 1-way MANOVA and 3 groups, we have developed equations which provide quantiles of the multivariate studentized range procedure which are off by no more than 0.0151 in the worst case, but generally are a great deal more accurate than that. The strength of these equations is that they are applicable to the case of unequal groups as well as the case of equal groups. Currently the equations can be used for the following situations: quantiles: dimensions: group sizes: arbitrary group sizes between 4 and 100 (e.g. n1=8,n2=13, and n3=21). quantile requested: dimension: quantile: Code for the equations: FORTRAN 77 mvsr.f Splus Publication related to these equations: Otto Schwalb and James R. Thompson (1998). "Approximate Quantiles for the Multivariate Studentized Range in the Case of Three Unequal Groups", Proceedings of the Third U.S. Army Conference on Applied Statistics

91. EnKF Home Page Fortran 90 code by Geir Evensen. http://enkf.nersc.no/

The Ensemble Kalman Filter and Smoother EnKF home page Personal home page EnKF Documentation EnKF code EnKF publications Evensen's publications ... EnKF_Eclipse (password) EnKF-The Ensemble Kalman Filter Geir Evensen Nansen Environmental and Remote Sensing Center Bergen, Norway 2nd edition of data assimilation book available: Geir Evensen: Data assimilation, The Ensemble Kalman Filter, 2nd ed., Springer, 2009 Springer link and Amazon link 02.02.2007: Updated routine with mean preserving rotations in the EnKF SQRT schemes for analysis computation (Sakov 2006) is now available. See upgrades for details. A new development has now lead to significant improvement in the EnKF algorithm and an enhanced understanding of the methodology, see Evensen (2004) with Correction The EnKF is a sophisticated sequental data assimilation method. It applies an ensemble of model states to represent the error statistics of the model estimate, it applies ensemble integrations to predict the error statistics forward in time, and it uses an analysis scheme which operates directly on the ensemble of model states when observations are assimilated. The EnKF has proven to efficiently handle strongly nonlinear dynamics and large state spaces and is now used in realistic applications with primitive equation models for the ocean and atmosphere. A recent article in the Siam News Oct. 2003 by Dana McKenzie suggests that the killer heat wave that hit Central Europe in the summer 2003 could have been more efficiently forecast if the EnKF had been used by Meteorological Centers. See the article "Ensemble Kalman Filters Bring Weather Models Up to Date" on

92. Progress Robust regression. http://wis.kuleuven.be/stat/Programs/progress.f

<= 2.5'/ 1 ' i i '// 1 ' (b) vertical outlier : RD

93. Summer Meeting Held at the University of Maryland, College Park. http://www.cramton.umd.edu/Summer2001/announce.html

The North American Summer Meetings of the Econometric Society June 21-24, 2001 Hosted by the Department of Economics, University of Maryland Lodging Registration Program Summary Conference Maker ... Restaurants The University of Maryland Inn and Conference Center will be the site of the 2001 North American Summer Meeting of the Econometric Society. Further information and the complete program are available using the above links. Questions? Email Maria Penas The University of Maryland, College Park is located in the Greater Washington, D.C. Area For things to see and do in the Washington area, click the picture

94. ESEM / EEA European Meetings Held in Santiago de Compostela. http://web.usc.es/~eea99/

95. Annual Meeting Held at Iowa State University. http://www.nd.edu/~meg/1999.html

1999 Program for Midwest Econometrics Group Meeting Friday-Saturday, October 8-9, 1999 Iowa State University MEG Hotel Reservations and Local Arrangements info and original call-for-papers document Friday, October 8, 1999 12:30-1:30 Registration Room 220 or 240 Scheman Building 1:30 - 3:00 Session 1: Time Series Chair: Joel Horowitz (University of Iowa) Helle Bunzel (Iowa State University), "Robust Inference in Models of Cointegration" Zhijie Xiao (University of Illinois-Champaign) and Peter C. B. Phillips (Yale University , "Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes" Junsoo Lee (University of Central Florida) and Mark Strazicich (University of Central Florida), "Minimum LM Unit Root Tests with Two Structural Breaks" 3:00 - 3:30 Coffee Break 3:30 - 5:30 Parallel Sessions 2 and 3 Session 2 Specification Testing Chair: David Mandy (University of Missouri-Columbia) Joel Horowitz (University of Iowa) and Vladimir G. Spokoiny (Weierstrass Institute for Applied Stochastics), "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative" Gautam Tripathi (University of Wisconsin) and Yuichi Kitamura (University of Wisconsin), "Testing Conditional Moment Restriction: The Canonical Case"

96. MEG Program 1997 MSU Held at Michigan State University. http://www.nd.edu/~meg/1997.html

1997 PROGRAM FOR MIDWEST ECONOMETRICS GROUP MEETING MEG Hotel Reservations and Local Arrangements info and original call-for-papers document MEG East Lansing - MSU Travel info: Air, Car, Train Additional Hotels: Kellogg Center and Residence Inn Friday, October 17 12:30-1:30 REGISTRATION : Purdue Room, 4th floor, MSU Union. 1:30-3:00 BAYESIAN METHODS AND SIMULATION ESTIMATORS Chair: Lawrence Marsh Justin Tobias (Chicago) and ARNOLD ZELLNER (Chicago), "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model" LUNG-FEI LEE (Hong Kong), "Some Common Structures of Simulated Specification Tests in Multinormal Discrete and Limited Dependent Variable Models" JOHN GEWEKE (Minnesota) and Michael Keane (Minnesota), "Mixture of Normals Probit Models" 3:00-3:30 BREAK 3:30-5:30 PARALLEL SESSIONS A. TESTING Chair: David Mandy Ian Domowitz (Northwestern) and MAHMOUD A. EL-GAMAL (Wisconsin), "A Consistent Nonparametric Test of Ergodicity for Time Series with Occasional Shocks" KYUNG SO IM (IUPUI), "Robustifying Glejser's Test of Heteroskedasticity"

97. Redirection Publishes articles dealing with a broad range of applied problems in business and economic statistics. http://www.amstat.org/publications/jbes

98. JSM 2002 Held in new York, NY. http://www.amstat.org/meetings/jsm/2002/

Get Ready for the City That Never Sleeps! August 11 - 15, 2002 New York City, New York Follow the tabs on the left to navigate through this site. Comments and suggestions are welcome at meetings@amstat.org . This page is updated frequently so visit often. Proceedings Online Program

99. William Greene - Stern School Of Business, NYU Professor of Economics, New York University Business School. Includes publications and CV. http://www.stern.nyu.edu/~wgreene/

100. Keisuke Hirano Professor of Economics at the University of Arizona. Provides research papers and course notes. http://www.u.arizona.edu/~hirano/

Keisuke Hirano Home Research Teaching CV ... Haiku Professor of Economics and APS Fellow Co-Editor, Journal of Business and Economic Statistics Teaching: Fall 2010: Economics 520 Economics 522B [For older courses please see my teaching page Current Research: Applications of Statistical Decision Theory to Economics Causal Inference in Economics and Biostatistics Identification and Estimation of Auction Models Recent Papers: "Impossibility Results for Nondifferentiable Functionals," (with Jack Porter) [ pdf "Adaptive Experimental Design Using the Propensity Score," (with Jinyong Hahn and Dean Karlan) [ pdf ], forthcoming in Journal of Business and Economic Statistics "Design of Randomized Experiments to Measure Social Interaction Effects," (with Jinyong Hahn) [ pdf Economics Letters "Asymptotics for Statistical Treatment Rules," (with Jack Porter) 2009, Econometrica [For more papers please see my research page Note to students: If you wish to meet with me, the best way is to set up an appointment by email Contact: Department of Economics University of Arizona 401 McClelland Hall 1130 E. Helen Street

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