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Poster Session I

Friday, October 21st 1:00pm - 2:00pm
Segal Centre Rooms
Session Chair: Nikola Gradojevic (Lakehead University)

  1. “Empirical Likelihood Block Bootstrap”, Jason Allen (Queen’s University), Allan Gregory (Queen’s) and Katsumi Shimotsu (Queen’s)
  2. “Modified-Wald Tests with Weak Identification”, Bertille Antoine (University of Montreal & North Carolina) and Eric Renault (University of North Carolina)
  3. “Jumping Hedges: An Examination of Movements in Copper Spot & Futures Markets”, Wing Chan (Wilfrid Laurier University)
  4. “Nonparametric Estimation of Sharp Correlation Bounds”, Yanqin Fan (Vanderbilt University)
  5. “Bayesian Model Selection for Fuzzy Regression: An Application to South African Equivalence Scales”, Hui Feng (University of Victoria)
  6. “Joint Change point Estimation in regression Coefficients and Variances of the Errors of a Linear Model”, Oleg Glouchakov (York University)
  7. “A Modified Nonparametric Prewhitened Covariance Estimator” , Masayuki Hirukawa (Concordia University)
  8. “Nonparametric Estimation of the Propensity Score with Local Likelihood Method”, (Cevat) Burc Kayahan (University of Guelph)
  9. “Robust Granger Causality tests in the VARX framework”, Dietmar Bauer (Arsenal Research), Alex Maynard (University of Toronto)
  10. “Term Structure Estimation with Missing Data”, Krisztina Nagy (University of Washington)
  11. “Partially Adaptive Estimation via the Maximum Entropy Densities”, Ximing Wu (University of Guelph) and Thanasis Stengos (University of Guelph)

 

Poster Session II

Saturday, October 22nd 5:00pm - 6:00pm
Segal Centre Rooms
Session Chair: Marie Rekkas (Simon Fraser University)

  1. “Yield-Factor Volatility Models”, Chris Perignon (Simon Fraser University) and Daniel Smith (Simon Fraser University)
  2. “Debt or Equity: Does it Matter for Firm Size Dynamics?”, Robert Petrunia (Lakehead University) and Kim Huynh (Indiana University)
  3. “Returns to Government Sponsored Training”, Miana Plesca (University of Guelph), Gueorgui Kambourov (University of Toronto) and Iourii Manovskii (University of Pennsylvania)
  4. “Model Selection & Data Quality: Bayesian Approach Revisited”, Lana Poukliakova (Simon Fraser University)
  5. “Nonparametric Estimation of Conditional CDF and Quantile Functions with Mixed Categorical and Continuous Data [slides]”, Jeff Racine (McMaster University) and Qi Li (Texas A & M University)
  6. “Recidivism and Social Interactions”, Sibel Sirakaya (University of Washington)
  7. “Short and Long Run Causality Measures”, Abderrahim Taamouti (University of Montreal) and Jean-Marie Dufour (University of Montreal)
  8. “High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market”, Konstantin Tyurin (Indiana University)
  9. “How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone”, Simon van Norden (HEC Montreal)
  10. “Estimating the Non-Compliance in Employment Experiments. An Application to the Illinois Bonus Experiment” Marcel Voia (Carleton University)
  11. “Preserving Multivariate Distributions in Multiply-Imputed Partially Synthetic Data”, Simon Woodcock (Simon Fraser University)