Session: CS4-13
Econometric Theory 3

Time

14:15 - 16:15 on Friday, 10th of November 2017

Venue

Room 13

14:15

A Simple Test foir Conditional Restrictions with Incomplete Information

Manuel Dominguez (Universidad Complutense), Ignacio Lobato (ITAM)
14:15

General Tests for Nonlinear Restrictions Under Local Misspecification

Gabriel Montes-Rojas (Universidad de Buenos Aires), Walter Sosa-escudero (Universidad de San Andrés), Anil Bera (University of Illinois)
14:15

Multivariate Specification Tests Based on a Dynamic Rosenblatt Transform

Igor Kheifets (ITAM)
14:15

Efficient Parameter Estimation for Multivariate Jump-Diffusions

François Guay (Cornerstone Research), Gustavo Schwenkler (Boston University)