We are delighted to announce that the 2005 Journal of Applied Econometrics Annual Lectures will be given by Professor John F. Geweke of the University of Iowa, on

Compound Markov Normal Mixture Models


Bayesian Financial Decision-Making


University Ca'Foscari of Venice, Italy


The Lecture Series was launched in 1997 in a move to promote applied econometrics. Each year two lectures are delivered on consecutive days by an eminent speaker. The hope is that these lectures will redress the balance of many applied econometrics presentations, where a major part of the discussion is often concerned with theoretical issues, leaving little time for serious consideration of the empirical results and their interpretations.

In the first of the two lectures the speaker sets up the theoretical model and discusses the econometric theory involved in estimation and testing of the model and the second lecture focuses wholly on the empirical results and their interpretation. We believe this is an exciting opportunity for serious consideration of empirical results in economics.

Previous JAE Lecturers have been Professor James Heckman of the University of Chicago, Professor Peter C. B. Phillips of Yale University, Professor Daniel McFadden of the University of California at Berkeley, Professor Guy Laroque of the Institut National de la Statistique et des Etudes Economiques (INSEE), France, Professor Robert F. Engle of the University of California at San Diego and Stern Business School, New York University, Professor Ariel Pakes of Harvard University, Professor Chuck Manski of Northwestern University, and Professor David F. Hendry of the University of Oxford.

Please, see also: http://jae.wiley.com/announcements/Venice_announcement_final.htm


JAE Lectures 2005

Italian research project
Econometric Models for the Analysis of Financial Markets
finaced by MIUR