1. Fourteenth Annual Meeting of the Midwest Econometrics Group Northwestern University Host: Rosa L. Matzkin Friday, October 15 and Saturday, October 16

2. 2004 MEG Dinner Speaker Lars Peter Hansen Department of Economics - University of Chicago Homer J. Livingston Distinguished Service Professor

3. Dinner HostSpeakerMEG Fellows 1993Anil K. Bera 1999Yannis Bilias 1995Siddhartha Chib 2002Stephen R. Cosslett 2001Andrew J. Filardo 1992*1995*John F. Geweke* 1996*1994*Arthur S. Goldberger* 2004Lars P. Hansen 2000*1998*James J. Heckman* 1994*2002*Joel L. Horowitz* 2003George G. Judge 1993Roger Koenker 2003David M. Mandy 1993Charles F. Manski 1991Lawrence C. Marsh 2004*2000*Rosa L. Matzkin* 1996N. Eugene Savin 1997*1992*Peter J. Schmidt* 1998*1997*Pravin K. Trivedi* 2001Kenneth D. West 1999Jeffrey M. Wooldridge 1991Arnold Zellner * double duty

4. MEG fall meetings: 2005 Southern Illinois University (Carbondale) 2004 Northwestern University (Evanston) 2003 University of Missouri (Columbia) 2002 The Ohio State University (Columbus) 2001 Federal Reserve Bank of Kansas City (Kansas City) 2000 University of Chicago (Hyde Park) 1999 Iowa State University (Ames) 1998 Indiana University (Bloomington) 1997 Michigan State University (East Lansing) 1996 University of Wisconsin (Madison) 1995 Washington University (St. Louis) 1994 University of Iowa (Iowa City) 1993 University of Illinois (Urbana-Champaign) 1992 Federal Reserve Bank of Minneapolis (Minneapolis) 1991 University of Notre Dame (South Bend) Add your name and address (or make changes) to MEG mailing list (for postal delivery). Join or leave (or do both to change) MEG e-mail list. Midwest Econometrics Group (MEG) Econometric Theory and Methods

5. MIDWEST ECONOMETRICS GROUP To add yourself to the MEG mailing list or to submit address or other changes, please type in your NAME and other items: NAME: ADDRESS1: ADDRESS2: ADDRESS3: CITY: STATE: ZIPCODE: COUNTRY: E-MAIL: OFFICE PHONE: DEPT PHONE: FAX: HOME PHONE: WEB HOME PAGE: OTHER (please specify): MIDWEST ECONOMETRICS GROUP To add yourself to the MEG mailing list or to submit address or other changes, please type in your NAME and other items: NAME: ADDRESS1: ADDRESS2: ADDRESS3: CITY: STATE: ZIPCODE: COUNTRY: E-MAIL: OFFICE PHONE: DEPT PHONE: FAX: HOME PHONE: WEB HOME PAGE: OTHER (please specify):

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7. Next year, ========================== 

8. MEG 2005 Southern Illinois University at Carbondale Host: Subhash Sharma October 14 – 15, 2005 Next year: Dinner Speaker: William H. Greene

9. Today, ==========================  28 papers in 8 sessions.

10. 1:30 – 3:30 Parallel Sessions Session 1: Econometric Theory I Indiana Room, 2 nd Floor Session 2: Macroeconometrics I Purdue Room B, 1 st Floor Session 3: Empirical Approaches I Iowa Room, 2 nd Floor Session 4: Volatility Purdue Room A, 1 st Floor 3:30 – 4:00 Break 4:00 – 5:30 Parallel Sessions Session 5: Econometric Theory IIIndiana Room, 2 nd Floor Session 6: Bayesian Methods Iowa Room, 2 nd Floor Session 7: Estimation Methods Purdue Room B, 1 st Floor Session 8: Semi-/Nonparametric Methods Purdue Room A, 1 st Floor Reception 6:00 – 7:00, Dinner 7:00 – Northwestern Rm, 1 st Floor After Dinner Presentation: Lars P. Hansen – Northwestern Rm Friday, October 15

11. Tomorrow, ==========================  42 papers in 14 sessions.

12. 9:00 – 10:30 Parallel Sessions Session 9: Econometric Theory III Leverone Hall, G36 Session 10: Cointegration Leverone Hall, G42 Session 11: Bootstrap and Jacknife Leverone Hall, G43 Session 12: Testing Methods ILeverone Hall, G44 Session 13: Nonparametric Methods Leverone Hall, G45 10:30 – 11:00 Break 11:00 – 12:30 Parallel Sessions Session 14: Financial Econometrics Leverone Hall, G36 Session 15: Testing Methods IILeverone Hall, G42 Session 16: Estimation and Testing Leverone Hall, G43 Session 17: Macroeconometrics II Leverone Hall, G44 Session 18: Panel DataLeverone Hall, G45 12:30 – 2:00 Lunch Leverone Hall 2:00 – 3:30 Parallel Sessions Session 19: Time SeriesLeverone Hall, G42 Session 20: Empirical Approaches II Leverone Hall, G43 Session 21: Macroeconomics III Leverone Hall, G44 Session 22: Exchange Rates Leverone Hall, G45 Saturday, October 16

13. Finally, ========================== 

14. Question? ==================== 