First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics

December 14-15, 2009, Toulouse, France

List of communications:

2009

• Christian Bontemps, "Set Identified Linear Models".
• Russell Davidson, "A Paremetric Bootstrap for Heavy-Tailed Distributions".

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• Jean-Marie Dufour, "Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions With Heterogenous Dependent Errors".

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• Jean-Pierre Florens (Toulouse School of Economics), "Endogeneity And Instrumental Variables In Dynamic Models".

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• Ronald Gallant, "Habit, Long Run Risks, Prospect? A Statistical Inquiry".

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• Christian Gouriéroux, "Microinformation, Nonlinear Filtering and Granularity".

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• Lars Peter Hansen, "Risk Price Dynamics".

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• Alain Monfort (CREST, Banque de France, and Maastricht University), "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDG Growth".

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• Hashem Pesaran (Cambridge University, CIMF and USC), "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit".

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• Eric Renault (University of North Carolina), "Generalized Method of Moments with Tail Trimming".

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