NBER/NSF TIME SERIES SEMINAR
Duke University, October 10-11, 1997
Financial support from the following organisations is gratefully acknowledged:
National Bureau of Economic Research/National Science Foundation
Bankers Trust Company (Global Investments)
National Institute of Statistical Sciences
Duke University, through
* Institute of Statistics and Decision Sciences
* Department of Economics
* Fuqua School of Business
UNC Chapel Hill, Department of Economics
LIST OF PARTICIPANTS
ABRAHAM, Bovas
Department of Statistics, University of Waterloo
babraham@math.uwaterloo.ca
AGUILAR, Omar
ISDS, Duke University
omar@stat.duke.edu
AHN, Sung
College of Business & Economics, Washington State University
ahn@wsu.edu
ANDERSEN, Torben
Kellogg School, Northwestern University
t-andersen@nwu.edu
BADARINATHI, Ravija
UNC Wilmington
ravij@uncwil.edu
BAYARRI, Susie
Department of Statistics & OR, University of Valencia
susie.bayarri@uv.es
BLOOMFIELD, Peter
Department of Statistics, North Carolina State University
bloomfield@stat.ncsu.edu
BOLLERSLEV, Tim
Department of Economics, University of Virginia
bollerslev@virginia.edu
BREIDT, F. Jay
Department of Statistics, Iowa State University
jbreidt@iast$
BROCKWELL, Peter
Royal Melbourne Institute of Technology
pjbrock@time.stat.colostate.edu
CHAN, Ngai Hang
Department of Statistics, Carnegie Mellon University
chan@stat.cmu.edu
CHEN, Rong
Department of Statistics, Texas A&M University
chen@stat.tamu.edu
CHEN, Xiaohong
Department of Economics, University of Chicago
xchen1@midway.uchicago.edu
CHIB, Siddhartha
John M. Olin School of Business, Washington University
chib@simon.wustl.edu
COPPEJANS, Mark
Department of Economics, Duke University
mtc@econ.duke.edu
DAVIS, Richard
Department of Statistics, Colorado State University
rdavis@stat.colostate.edu
DE OLIVEIRA, Victor
Department of Mathematics, University of Maryland
vdo@math.umd.edu
DICKEY, David
Department of Statistics, North Carolina State University
dickey@stat.ncsu.edu
DIEBOLD, Francis
Department of Economics, University of Pennsylvania
fdiebold@mail.sas.upenn.edu
ENGLE, Robert
Department of Economics, University of California-San Diego
rengle@weber.ucsd.edu
ESPASA, Antoni
University Carlos
espasa@eco.uc3m.es
FINDLEY, David
Statistical Research Division, U.S. Census Bureau
dfindley@census.gov
GALLANT, A. Ronald
Department of Economics, University of North Carolina
ron_gallant@unc.edu
GANGOPADHYAY, Ashis K.
Department of Mathematics, Boston University
ag@math.bu.edu
GEORGE, ED
Department of MSIS, University of Texas at Austin
egeorge@mail.utexas.edu
GEWEKE, John
Department of Economics, University of Minnesota
geweke@atlas.socsci.umn.edu
GHYSELS, Eric
Department of Economics, Penn State University
eghysels@psu.edu
HAMILTON, James
Department of Economics, University of California, San Diego
jhamilto@weber.ucsd.edu
HANSEN, Bruce
Department of Economics, Boston College
bruce.hansen@bc.edu
HANSEN, Lars Peter
Department of Economics, University of Chicago
lphan@cicero.spc.uchicago.edu
HERCE, Miguel
Department of Economics, University of North Carolina
mherce@gibbs.oit.unc.edu
HINICH, Melvin
Department of Government, University of Texas, Austin
hinich@mail.la.utexas.edu
HUERTA, Gabriel
ISDS, Duke University
gabriel@stat.duke.edu
KLEIBERGEN, Frank
Econometric Institute, Erasmus University Rotterdam
kleibergen@few.eur.nl
KONTKANEN, Petri
University of Helsinki
pkontkan@cs.helsinki.fi
KOHN, Robert
University of New South Wales
r.kohn@unsw.edu.au
KRAUZE, Kazimierz
Department of Econometrics, University of Gdansk
zrkk@panda.bg.univ.gda.pl
LE FOL, Gaelle
Laboratoire de Finance-Assurance, CREST
lefol@ensae.fr
LENARDUZZI, Licia
I.A.M.I., C.N.R.
licia@iami.mi.cnr.it
LIN, Henry
Institute of Economics, Academia Sinica, Taiwan
jlin@sinica.edu.tw
LIU, Jane
ISDS, Duke University
jane@stat.duke.edu
LOPES, Hedibert
ISDS, Duke University
hedibert@stat.duke.edu
LOURDES, Viridiana
ISDS, Duke University
vl@stat.duke.edu
McLEOD, A. I.
Department of Statistics, The University of W. Ontario
aim@uwo.ca
MIRA, Antonietta
Department of Statistics, University of Minnesota
mira@stat.umn.edu
MORETTIN, Pedro
Brazil
pam@ime.usp.br
MUELLER, Peter
ISDS, Duke University
pm@stat.duke.edu
PANTULA, Sastry
Department of Statistics, North Carolina State University
pantula@stat.ncsu.edu
PARK, Youngjin
Department of Statistics, North Carolina State University
yjpark@stat.ncsu.edu
PARMIGIANI, Giovanni
ISDS, Duke University
gp@stat.duke.edu
PATTERSON, Douglas M
Department of Finance, Virginia Polytechnic Institute & State University
amex@vt.edu
PEÑA, Daniel
Department of Statistics, Universidad Carlos III de Madrid
dpena@est-econ.uc3m.es
PETRIS, Giovanni
Department of Statistics, Carnegie Mellon University
giovanni@stat.cmu.edu
PÖTSCHER, Benedikt
poetscher@smc.univie.ac.at
Institut fur Statistik, OR and Computer Methods, University of Vienna
POLASEK, Wolfgang
University of Basel, Switzerland
wolfgang@iso.iso.unibas.ch
POURAHMADI, Mohsen
Division of Statistics, Northern Illinois University
pourahm@math.niu.edu
PRADO, Raquel
ISDS, Duke University
raquel@stat.duke.edu
PUTNAM, Bluford
CDC Investment Management Corporation, NY
putnam@cdcna.cdcc.com
QUINTANA, José
CDC Investment Management Corporation, NY
jquint@cdcna.cdcc.com
RAJ, Baldev
School of Business and Economics, Walfrid Laurier University
braj@mach1.wlu.ca
RAY, Bonnie
Department of Math, New Jersey Institute of Technology
borayx@m.njit.edu
REINSEL, Gregory
Department of Statistics, University of Wisconsin
reinsel@stat.wisc.edu
RUGGERI, Fabrizio
CNR-IAMI
fabrizio@iami.mi.cnr.it
RUSSELL, Jeffrey
Graduate School of Business, University of Chicago
jeffrey.russell@gsb.uchicago.edu
SANCHEZ, Ismael
Universidad de Alicante
ismael@merlin.fae.ua.es
SANSO, Bruno
Simon Bolivar University VZ, and Duke University
bruno@stat.duke.edu
SATO, Seisho
The Institute of Statistical Mathematics, Tokyo
sato@ism.ac.jp
SCHMIDT, Peter
Department of Economics, Michigan State University
schmidtp@pilot.msu.edu
SCOTT, Stuart
Bureau of Labor Statistics
scott_s@bls.gov
SHEPHARD, Neil
Nuffield College
neil.shephard@nuf.ox.ac.uk
SMITH, Aaron
University of California-San Diego
asmith@weber.ucsd.edu
STOCK, James
Kennedy School of Government, Harvard University
james_stock@harvard.edu
STOFFER, David
Department of Mathematics, University of Pittsburgh
stoffer@stat.pitt.edu
STROUD, Jonathan
ISDS, Duke University
jon@stat.duke.edu
TAUCHEN, George
Department of Economics, Duke University
get@econ.duke.edu
TELES, Paulo
Department of Statistics, Temple University
fcporto@fisher.stat.temple.edu
TIAO, George
Graduate School of Business, University of Chicago
gct@gsbgct.uchicago.edu
TSAY, Ruey
Graduate School of Business, University of Chicago
ruey.tsay@gsb.uchicago.edu
VIDAKOVIC, Brani
ISDS, Duke University
brani@stat.duke.edu
WATSON, Mark
Woodrow Wilson School, Princeton University
mwatson@wws.princeton.edu
WEI, William
School of Business Administration, Department of Statistics, Temple University
v1000e@vm.temple.edu
WEST, Kenneth
Department of Economics, University of Wisconsin
kdwest@facstaff.wisc.edu
WEST, Mike
ISDS, Duke University
mw@stat.duke.edu
ZIVOT, Erik