We have it as well. Ours is always the last Thursday and Friday of October. I supose some take off for warmer areas, but it is not like what I hear of Jersey Week either. Perhaps it is because of highschool and Badger football, as well as our beloved Packers that we all don't leave.
I am a college recruiter, so I use the MN and WI teacher convention dates to have students visit campus...I can't leave, too good of an opportunity.