Preliminary Program

(Subject to the Registration of Speakers)

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15.00 – 18.00: Registration


8.00 - Registration

8.50– 9.00: Welcome and housekeeping - Auditorium

9.00 – 10.00: Keynote lecture 1: Peter Schmidt (with Christine Amsler): Distinguishing Heterogeneity and Inefficiency in Panel Data Stochastic Frontrier Model. - Auditorium

10.00 – 10.30: Coffee break

10.30 – 12.30: Parallel sessions [see below]

12.30 – 14.00: Lunch (on site) [Scientific Committee meeting: 13.00-14.00 - Senate room]

14.00 – 15.00: Keynote lecture 2: Arie Kapteyn: "A View from the Supply Side". - Auditorium

15.00 – 16.30: Parallel sessions [see below]

16.30 – 17.00: Coffee break

17.00 – 18.00: Keynote lecture 3: Richard Blundell: "The Panel Data Dynamics of Earnings and Consumption: A Nonlinear Framework”. - Auditorium

19.00: Dinner - Hungarian Academy of Sciences Club


9.00 – 10.00: Keynote lecture 4: Jacques Mairesse: "Public Funding in Scientific Research and its Relationship to Outcomes: Evidence on Attribution, Bundling and Scaling Issues for an Elite USA University”. - Auditorium

10.00 – 10.30: Coffee break

10.30 – 12.30: Parallel sessions [see below]

12.30 – 14.00: Lunch (on site)

14.00 – 15.30: Parallel sessions [see below]

15.30 – 16.00: Coffee break

16.00 – 17.00: IAAE lecture : Jeff Wooldridge: "Testing and Correcting for Endogeneity in Nonlinear Unobserved Effects Models”. - Auditorium


Parallel Contributed Sessions - Papers Accepted for Presentation

Antonio Musolesi, Jean Pierre Huiban: The Impact of Pollution Abatement Investments on Technology: Porter Hypothesis Revisited.

Haggay Etkes: Do Monthly Labor Force Surveys Affect Interviewees’ Labor Market Behavior? Evidence from Israel’s Transition from Quarterly to Monthly Surveys.

Arturas Juodis, Maurice J.G. Bun, Martin A. Carree.: On Maximum Likelihood Estimation of Dynamic Panel Data Models.

Liangjun Su, Xia Wang: On Time-Varying Factor Models: Estimation and Inference.

Maurice J.G. Bun, Rutger W. Poldermans: Weak Identification Robust Inference in Dynamic Panel Data Models.

Geert Dhaene, Koen Jochmans: Profile-score adjustment for incidental-parameters problem.

Francesco Marchionne, Michele Fratianni: Bank asset reallocation and sovereign debt.

Andrew Elzinga, Bruno Gasperini: Tests of Exchangeability for Siblings and Twins.

Jaya Krishnakumar, Thierno Balde: Estimation of Binary Choice Models Using Repeated Cross Sections.

Heng Chen: Within-group Estimators for Fixed Effects Quantile Models with Large N and Large T.

Tiago Pires, Alberto Salvo: Cash-Constrained Households and Product Size.

Jianning Kong, Donggyu Sul: Estimation of Treatment Effects under Multiple Equilibria in Repeated Public Good Experiments.

Ilaria Sangalli, Marco Lamieri: A Spatial Econometric Model for Productivity and Innovation in the Manufacturing Industry: the Role Played by Geographical and Sectorial Distances Between Firms.

Alexandra Soberon, Juan M. Rodriguez-Poo: Precautionary Savings Over the Life Cycle: Efficient Two-stage Nonparametric Instrumental Variables Estimation.

Agnes Szabo-Morvai, Anna Lovász: Does Subsidized Childcare Matter for Maternal Labor Supply? A Credible Cutoffbased Estimate at a Policy Relevant Point.

Max Gillman, Anna Adamecz, Tamas Csabafi, Laszlo Matyas: Determinants of Growth: The Return on Human and Physical Capital.

Maria A. Sheluntcova, Elena V. Kossova, Tatiana V. Kossova: Investiganting the Volume and Structure of Alcohol Consumption and their Impact on Life Expectancy in Russian Regions.

Raquel Carrasco, Pedro Albarran, Jesus M. Carro: Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels.

Robin C. Sickles, Anthony J. Glass, Karligash Kenjegalieva: A Spatial Autoregressive Stochastic Frontier Model for Panel Data with Asymmetric Efficiency Spillovers.

Kazuhiko Hayakawa: Alternative Over-identifying Restriction Test in GMM with Grouped Moment Conditions.

Josep Lluís Carrion-i-Silvestre, Laura Surdeanu: Panel GLS Unit Root Tests and Common Factors.

Matthew Harding, Carlos Lamarche: Sparsity-Based Estimation of a Panel Quantile Count Data Model with Applications to Big Data.

Fa Wang, Badi H. Baltagi, Chihwa Kao: Identification and Estimation of a Large Factor Model with Structural Instability.

Camilla Mastromarco, Leopold Simar: Global Dependence and Productivity: A Robust Nonparametric World Frontier Analysis.

Georges Bresson, Badi H. Baltagi: Robust Linear Static Panel Data Models Using e-Contamination.

Samuel Sender, An Exact Finite-sample Correction to Fully-modified Estimators of Cointegrated Panels.

Ana Maria Ireguie, Monica Giulietti, Jesus Otero: A Pair-wise Analysis of the Law of One Price: Evidence from the Crude Oil Market.

Felipa de Mello-Sampayo: Gravity for Outsourcing: an Application with Input-Output Dataset.

Peter Fuleky, Luigi Ventura, Qianxue Zhao: International Risk Sharing in the Short and Long Run under Country Heterogeneity.

Terence C. Cheng, Pravin K. Trivedi: Attrition Bias in Panel Data: A Sheep in Wolf's Clothing? A Case Study Based on the MABEL Survey.

Kadija Charni: Is it Better to Work when we Are Older? An Empirical Comparison Between France and Great Britain.

Lorenzo Trapani: Inference on the Number of Factors in Factor Models.

Jan F. Kiviet, Milan Pleus, Rutger Poldermans: Accuracy and Effciency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models.

Lynda Khalaf, Charles J. Saunders: Confidence Intervals in Autoregressive Panels, Invariance, and Indirect Inference.

Ben Halima Mohamed Ali, Hyafil-Solelhac Virginie, Koubi Malik, Regaert Camille: The Effects of the Complementary Sickness Benefits (CSB) on Sick Leave Duration: an Approach Based on Collective Bargaining Agreements.

Elena Grinza: Excess Worker Turnover and Firm Productivity.

Ji Yan, Kun Tian, Saeed Heravi: Consumers’ Asymmetric Demand Patterns for Nutrition-Claim Products versus Non-Nutrition-Claim Products: Evidence from UK.

Yoshitsugu Kitazawa: Exploration of Dynamic Fixed Effects Logit Models from a Traditional Angle.

Ni Zhen, Wladimir Raymondy: Dynamics of Technological Innovation and Employment Panel Evidence from Luxembourg.

Hugo Kruiniger: Efficient ML and GMM Estimation of Panel Data Models with Cross-sectional Heteroskedasticity.

Christian Krekel, Jens Kolbe, Henry Wustemann: The Greener, The Happier? The Effects of Urban Green and Abandoned Areas on Residential Well-Being.

Víctor López-Pérez: Do Professional Forecasters Behave as if They Believed in the New Keynesian Phillips Curve for the Euro Area?.

Bin Jiang, G. Forchini, Bin Peng: Common Shocks in Panels with Endogenous Regressors.

Kevin E. Staub, Timo Boppart: Online Accessibility of Scholarly Literature, and Academic Innovation.

Alexander Torgovitsky: Partial Identification of State Dependence.

Rajius Idzalika, Thomas Kneib: The Effect of Income on Democracy Revisited A Flexible Distributional Approach.

Kun Tian: The Time-Varying Ss Rule: A Semiparametric Hazard Function Estimation with the UK PPI Microdata.

João Pereira dos Santos, Ernesto Freitas: Do Unemployment, Income, and Inequality Explain Regional Differences in Health? Evidence from a Country in Crisis.

Timothy Neal: The Unbiased Estimation of Hetereogeneous Coeffcients in Panel Data Models with Common Factors and Feedback Effects.

Cavit Pakel, Neil Shephard, Kevin Sheppard, Robert F. Engle: Fitting Vast Dimensional Time-varying Covariance Models.

Mirco Rubin, Elena Andreou, Patrick Gagliardini, Eric Ghysels: Mixed-frequency Large-scale Factor Models.

Kim P. Huynh, Heng Chen, Marie-Helene Felt: Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples.

Selin Pelek, Jean-François Jacques: Labor Supply Responses to Minimum Wage Increase: Evidence from Turkey.

Dragana Nikodinoska: Determinants and Development of Electricity Consumption of German Households Over Time.

Michael R.M. Abrigo, Inessa Love: Estimation of Panel Vector Autoregression in Stata: a Package of Programs. Withdrawn.

Aparajita Dasgupta: Can the Major Public Works Policy Buffer Negative Shocks in Early Childhood?

Andreea Halunga, Chris D. Orme, Takashi Yamagata: A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models.

Evren Ceritoglu: How Prudent are Households in Turkey?.

Yongcheol Shin, Vanessa Gunnella, Camilla Mastromarco, Laura Serlenga: The Euro Effects on Intra-EU Trade Flows and Balance: Evidence from the Cross Sectionally Dependent Panel Gravity Models.

Koen Jochmans: Two-way models for gravity.

Hande Karabiyik, Joakim Westerlund, Paresh Narayan: Testing for Predictability in Panels with General Predictors.

Marcel Voia, Jean-Thomas Bernard, Ba Chu, Lynda Khalaf: Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.

Wendun Wang, Richard Paap, Xinyu Zhang: To Pool or Not to Pool: What Is a Good Strategy?

Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Isaac Miller, Joon Y. Park: Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.

Chihwa Kao, Badi H. Baltagi, Fa Wang: Change Point Estimation in Large Heterogeneous Panels .

Ou Yang, Anthony Scott, Peter Sivey: Pre-school Children’s Demand for Sugar Sweetened Beverages: Evidence from Stated-preference Panel Data.

Wen Xu: Testing Large Time-Variations in Factor Models.

Georgios Georgiadis: Multilateral and Bilateral Multi-Country Models: Differences in Spillover Estimates?.

Andrew Adrian Yu Pua: On IV Estimation of the Dynamic Binary Panel Data Model with Fixed Effects.

Shigeki Kano: Moment-based Specification Tests for Random Effects Dynamic Probit Models.

Xun Lu, Liangjun Su: Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects.

Laura Hospido, Enrique Moral-Benito: The Public Sector Wage Premium in Spain: Evidence from Longitudinal Administrative Data.

Felix Chan, Laurent Pauwels: Some Theoretical Results on Forecast Combinations.

Alexandra Belova: Price Strategies of the International Airline Market.

Marike Knoef, Jim Been: Estimating a Panel Data Sample Selection Model with Part-time Employment: Selection Issues in Wages Over the Life-cycle.

Blanca Sanchez-Robles, Marta Bengoa, Yochanan Schachmurove: Latin America’s FDI Patterns: A Panel Data Gravity Model to Assess the Role of Regional Integration Agreements.

Lieke Kools, Marike Knoef: Health State Dependence in Europe; Estimates and Implications for Health Expenditures and Pension Payout Schemes.

Dayna Zaclicever: Firm Size and Export Performance: Evidence from Uruguayan Manufacturing SMEs.

Camilla Jensen: Policy Evaluation Using Multi-level Panel Designs: Institutional Capacity Building Among Polish Regional Zones Administrations.

Giovanni Urga, Chihwa Kao, Lorenzo Trapani: Testing for Breaks in Cointegrated Panels.

Izabela Sobiech: Remittances, Finance and Growth: Does Financial Development Foster Remittances and Their Impact on Economic Growth?.

Jim Been, Susann Rohwedder, Michael Hurd: Home Production as a Substitute for Market Consumption: Reactions of Time-Use to Shocks in Housing Wealth.

Stelios Karagiannis, Nikos Benos: Inequality and Growth: Why Physical and Human Capital Interactions Matter.

Paul Rilstone: Asymptotic Expansions and Approximate Moments for Non-Linear Panel Data Models With Separable Errors.

Gulcan Onel, Wirusana Tantiwongampai, James L. Seale, Jr.: Food Consumption Patterns: Evidence from Pooled OECD Data.

Simon Reese: Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates.