Sponsors: Edwin T. Jaynes Center
                 The Business and Economic Section -ASA
                 ONR Grant no. N00014-03-1-0621
Endorsed by: ISBA

A Conference in Honor of Arnold Zellner:
Recent Developments in the Theory, Method, and Application of
Information and Entropy Econometrics

September 19-21, 2003

  • Introduction/Background
  • Objectives/Topics
  • Program Committee
  • Invited Speakers
  • Papers
  • Program and Abstracts
  • Publications
  • List of Participants
  • Sponsors
  • Travel
  • Hotel Accommodations
  • Taxis and Shuttles
  • American University
  • AU Campus Map
  • Washington DC
  • Registration
  • Grant Request
  • Local Coordinator:
    Camille Hinds

    IEE_Conf@american.edu

    Updated: September 14, 2003

    PLEASE NOTE: DRAFTS ARE SUBJECT TO REVISION PRIOR TO CONFERENCE

    PAPERS:

    "On the Efficient Use of the Informational Content of Estimating Equations:
    Implied Probabilities and Euclidean Empirical Likelihood"

    Helene Bonnal (U. de Toulouse)
    Eric Renault (U. de Montreal)

    "Estimating Price Elasticities of Financial Services:
    The Case of UK Personal Pensions"

    Oliver Burkart  (Financial Services Authority, UK)

    "Information Optimality and Bayesian Models"
    Bertrand Clarke (U. British Columbia)

    "Exponential Tilting with Weak Instruments: Estimation and Testing"
    Mehmet Caner (U. Pittsburg)

    "On the Asymptotic Efficiency of GMM"
    Marine Carrasco (U. Rochester)
    Jean-Pierre Florens (Universite de Toulouse)

    "Static and Dynamic Information for Duration Analysis"
    Nader Ebrahimi (Northern Illinois U.)
    Ehsan Soofi (U. Wisconsin-Milwaukee)

    "Performance and Risk Aversion of Funds with Benchmarks:
    A Large Deviations Approach"

    F. Douglas Foster (Australian Graduate School)
    Mike Stutzer (U. Colorado)

    "Priors and Information-Theoretic Estimation"
    Amos Golan (American U.)
    Henryk Gzyl (U. of Simon Bolivar-Venezuela)

    "Information in Generalized Method of Moments Estimation and
    Entropy based Moment Selection"

    Alastair Hall (NC State U.)
    Kalidas Jana (NC State U.)
    Changmock Shin (NC State U.)

    "Estimation and Inference in the Case of Competing Sets of Estimating Equations"
    George Judge (Berkeley)
    Ron Mittelhammer (Washington State U.)

    "Modeling Land Use Decisions with Aggregate Data: Dynamic Land Use"
    Douglas Miller (Purdue)
    Andrew Plantinga (Oregon State)

    "An Information-Theoretic Methodology for Estimating Bayesian Probability Forecast
    of a Downturn-Predicting the 2001 Recession"

    Mehdi Mostaghimi (Southern Connecticut State)

    "Maximum Entropy Estimation of a Restricted Hildreth-Houck Random Coefficients Model
    with an Application to cost allocation in Multi-Product farming in France"

    Ludo Peeters (Limburg Univ. Centre, Belgium)
    Yves Surry (INRA, Centre de Rennes, France)

    "Best Empirical Models when the Parameter Space is Infinite Dimensional"
    Werner Ploberger (U. of Rochester)
    Peter CB Phillips (Cowles Foundation, Yale)

    "Entropy-Based Dynamic Specification Searches"
    Jeff Racine (Syracuse)
    Esfandiar Maasoumi (Southern Methodist U.)

    "Exponentially Tilted Empirical Likelihood"
    Susanne M. Schennach (U. Chicago)

    "Local GEL Estimation with Conditional Moment Restrictions"
    Richard Smith (U. of Warwick)

    "Information Importance of Explanatory Variables"
    Ehsan Soofi (U. of Wisconsin)
    Joseph Retzer (Maritz Research)

    "Maximum Entropy for Time Series in Econometrics and Finance"
    Hrishikesh Vinod (Fordham U.)

    "Maximum Entropy Density Estimation of Grouped Data"
    Ximing Wu (U. Gelph)
    Jeffrey Perloff (Berkeley)

    "Some Aspects of the History of Bayesian Information Processing"
    Arnold Zellner (U. Chicago)