TUESDAY - 19 June 2007 (Room: ALBERTI 2)

Chair:    Wolfgang Polasek

10.00 a.m. -11.15 a.m.   
Wolfgang Polasek (IHS and Rimini Centre for Economic Analysis)
Cross-sectional space-time modelling using ARNN(p, n) processes.

11.15 a.m. – 11.30 a.m. BREAK

11.30 a.m.  12.45 p.m. KEYNOTE SPEECH
Arnold Zellner (University of Chicago)    
Information Theory and Bayesian Analysis
(paper 1 - paper 2 )

01.00 p.m. – 03.00 p.m.  LUNCH BREAK

03.00 p.m. – 04.15 p.m.   
Thanasis Stengos (University of  Guelph and Rimini Centre for Economic Analysis, Rimini)
Information Theoretic Distribution Test with Application to Normality.

04.15 p.m. – 04.30 p.m. BREAK

04.30 p.m. – 05.45 p.m.    
Dimitrios Thomakos (University of Peloponnese and Rimini Centre for Economic Analysis, Rimini)
Selecting Portfolio Weights Using Nearest Neighbours and Direction of Change.