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Program Overview/Outline Friday, May 4 Knight Center, Room 210 1:25 p.m. Introductory Remarks by Siddhartha Chib 1:30 p.m. - 2:45 p.m. SESSION 1 - Financial Time Series Chair: Mike Pitt Mike West, Duke University, "Dynamic Matrix-Variate Graphical Models." Hedibert Lopes, University of Chicago, "Time-Varying Joint Distributions Through Copulas." Abel Rodriguez, Duke University, "Dynamic Density Estimation with Financial Applications." 2:45 p.m. - 3:00 p.m. Refreshment Break, Knight Center, O'Donnell Lounge 3:00 - 4:15 p.m. SESSION 2 - Model Choice and Model Assessment Chair: Ivan Jeliazkov Sylvia Fruehwirth-Schnatter, University Linz/Austria, "Marginal Likelihood for Non-Gaussian Data from the Auxiliary Mixtures Sampling Output" Valen Johnson, U.T. MD Anderson Cancer Center, "Bayesian Pivotal Quantities." Liana Jacobi, University of Melbourne, "Analysis of Treatment Response Data from Eligibility Designs." 4:30 p.m. - 6:10 p.m. SESSION 3 - Bayesian Clustering, Longitudinal Analysis Chair: Sreenivas Jammalamadaka Peter Mueller, U.T. MD Anderson Cancer Center, "Bayesian Clustering with Regression." Debao Zhang, Purdue University, "Generalized Shrinkage Estimators Adaptive to Sparsity and Asymmetry of High Dimensional Parameter Spaces." Anton Westveld, Washington University, School of Law, "A Bayesian Mixed Effects Model for Longitudinal Social Network Data." Sanjib Basu, Northern Illinois University, "A Bayesian Joint Model for Longitudinal and Survival Data." 6:30 p.m. Reception, Knight Center Dining Room 7:00 p.m. DINNER, Knight Center Dining Room 9:00 p.m. - 9:30 p.m. After Dinner Talk on the Occasion of Arnold Zellner's 80th Birth Year Ed Greenberg, Washington University, and Jim Berger, Duke University.   Saturday, May 5 Knight Center, Room 200 6:45 a.m. - 7:45 a.m. BREAKFAST, Knight Center Dining Room 7:45 a.m. - 9:00 a.m. SESSION 4- Time Series Chair: Yasuhiro Omori Elena Goldman, Pace University, "Bayesian Comparison of Long Memory and Threshold Nonlinearity in Time Series Models." Steven Scott, University of Southern California, "A Nested Hidden Markov Model for Internet Browsing Behavior." Pasquale Della Corte, University of Warwick, "An Economic Evaluation of Empirical Exchange Rate Models: Robust Evidence of Predictability and Volatility Timing." 9:00 a.m. - 9:15 a.m. Refreshment Break, Knight Center, Room 211 9:15 a.m. - 10:45 a.m. SESSION 5 - Survey Data and Endogenous Regressors Chair: Rob McCulloch Justin Tobias, Iowa State University, "What Are the Consequences of Consequentiality." Ehsan Soofi, University of Wisconsin - Milwaukee, "What Are They Thinking? Capturing Uncertainty when Respondents Are Unsure of Their Likelihoods of an Event." Mingliang Li, SUNY - Buffalo, "Bayesian Estimation in a Correlated Random Coefficient Model: Do Individuals with the Highest Returns to Schooling Acquire the Most Schooling?" Patrick Waelbroeck, ENST "Sample Selection with an Endogenous Ordinal Variable." 11:00 a.m. - 12:30 p.m. SESSION 6 - Prior Distributions and Objective Bayes Chair: Susie Bayarri Susan Paddock, RAND Corporation, "Addressing Multiple Inferential Goals Using Flexible Prior Distributions in Two-Stage Hierarchical Models." William McCausland, Universite' de Montre'al, "On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature Restrictions." Marco Ferreira, University of Missouri, Columbia, "Objective Bayesian Analysis for the Student-t Regression Model." Jeffrey Mills, University of Cincinnati, "Objective Bayes Factors for Precise Hypotheses." 12:30 p.m. - 1:30 p.m. LUNCH, Knight Center, Room 340 1:30 p.m. - 2:45 p.m. SESSION 7 - Marketing and Meta Regression Chair: Andrei Strijnev Atanu Adhikari, Syracuse University, "Pricing of Experience Product under Individual Budget Constraint: A Hierarchical Bayes Model with Consumer Heterogeneity." Andres Musalem, Duke University, "A Bayesian Latent Class Approach to Ecological Inference for Multi-way Contingency Tables." Klaus Moeltner, University of Nevada, Reno, "Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for Optimal Scope?" 2:45 p.m. - 3:00 p.m. Refreshment Break, Knight Center, Room 211 3:00 p.m. - 4:15 p.m. SESSION 8 - Macroeconomics and Regional Modeling Chair: Shawn Ni Michael Dueker, Federal Reserve Bank of St. Louis, "Multivariate Markov Switching Models With Weighted Regime Determination: Giving France More Weight Than Finland." Surekha Kopparty Rao, Indiana University Northwest, "Bayesian Price Index Numbers." Olivier Parent, University of Cincinnati, "A Bayesian Spatial Model Composition Analysis of Knowledge Production."