Econometrics Fall 2006
Seminars & Colloquia
Econometrics Fall 2006
Wednesdays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact Tae-Hwy Lee
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| Oct 4 | Huiyu Huang (Department of Economics, UCR) |
On Combining Forecasts (based on two papers: "To Combine Forecasts or
to Combine Information?" and "Forecasting Output Growth and Inflation:
How to Use Information in the Yield Curve") |
| Oct 11 | Dennis Kristensen (Department of Economics, Columbia University) |
Nonparametric Simulated Maximum-Likelihood Estimation of Dynamic Models (based on two papers: "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood" and "Estimation of Hidden Markov Models with Nonparamtric Simulated Maximum Likelihood") |
| Oct 18 | Aaron Smith (Dept of Agr. & Resource Economics, UC Davis) |
Markov Breaks in Regression Models |
| Oct 25 |
Canlin Li
(AGSM, UCR) |
Global Yield Curve Dynamics and Interaction: A Generalized Nelson-Siegel Approach |
| Nov 1 | Gloria Gonzalez-Rivera (Economics Department, UCR) |
Autocontours: A Dynamic Specification Test |
| Nov 5 |
Jun Li
(Department of Statistics, UCR) |
Multivariate Thresholds for Extremes and Simultaneous Monitoring of Multiple Aviation Risk Indicators |
| Nov 15 |
Marcelo Moreira (Department of Economics, Harvard University) |
Decision Theory Applied to Linear Panel Data Models |
| Nov 29 | Tao Zha
(Federal Reserve Bank, Atlanta) |
Methods For Inference In Large Multiple-Equation Markov-Switching Models |
| Dec 6 | Kevin Song (Economics Department, Univ of Pennsylvania) |
Testing Conditional Independence using Conditional Martingale Transforms |