GRAPES workshop 2010 - Program


All sessions are in the board room (Styrelserummet) on the third floor of Entréhuset (the leftmost building on the campus map).

Wednesday, Aug 11

  Speaker Title Discussant
13:00   Welcome  
13:05 David Hendry,
University of Oxford
Empirical Model Discovery (abstract slides, a print-out of the slides will be provided)
14:30 Coffee break
14:50 David Hendry,
University of Oxford
Empirical Model Discovery  
16:50 – 17:30 Moudud Alam,
Örebro University/ Dalarna University
Likelihood prediction with generalized linear and mixed models under covariate uncertainty (abstract paper)
Ghazi Shukur
18:30 Workshop dinner at Karishma, Kungsgatan 26

Thursday, Aug 12

  Speaker Title Discussant
8:40 Yushu Li,
Linné University
Linear and non-linear causality tests in a LSTAR model: wavelet decomposition in a non-linear environment (abstract paper)
Changli He
9:20 Peter Karlsson,
Jönköping International Business School
The Incompleteness Problem of the APT Model (abstract paper)
Thomas Laitila
10:00 Yuna Liu,
Umeå University
International Stock Market Integration and Market Risk: The Nordic Experience. (abstract paper)
10:30 Coffee break
10:50 Farrukh Javed,
Lund University
GARCH-Type models and Performance of Information Criteria (abstract paper) Thomas Holgersson
11:30 Jens Olofsson,
Örebro University
Algorithms to find exact inclusion probabilities for 2Pπps designs (abstract paper)
12:00 Lunch
13:00 Rashid Mansoor,
Jönköping International Business School
Estimating mean-variance ratios of financial data (abstract paper)
Anders Grimvall
13:40 Karin Stål,
Stockholm University
Added variable plots in nonlinear regression (abstract paper)
Martin Sköld
14:20 Petra Ornstein,
Uppsala University
A Generalized Rank Based Polychoric Correlation (abstract)  
14:50 Coffee break
15:10 Bertil Wegmann,
Stockholm University,
Inference in Second Price Auctions with Gamma Distributed Common Values (abstract paper)
Sune Karlsson
15:50 Shutong Ding,
Örebro University
Model Selection in Dynamic Factor Models (abstract)  
16:20 Dao Li,
Örebro University/ Dalarna University
Nonlinear Cointegration in Nonlinear Vector Autoregressive Models (abstract paper)
Thomas Holgersson
17:00 Closing