Econometrics
Seminars & Colloquia
Econometrics Fall 2007
Mondays, 4:10-5:30 pm (unless otherwise specified)
Sproul Hall 2206
Questions? Contact Aman Ullah & Tae-Hwy Lee
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| Oct 1 |
TBA | |
| Oct 8 |
Zeynep Senyuz UCR | A Multivariate Dynamic Factor Analysis of Permanent & Transitory Components of the US Real Economy and the Stock Market |
| Oct 15 |
Emre Yoldas UCR | Testing and Modeling Threshold Asymetrics in Multivariate Distributions of US Equity Returns |
| Oct 22 |
Guiseppe Ragusa UCI | Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach |
| Oct 29 |
Matthew Harding Stanford | Structural Estimation of High-Dimensional Factor Models: Uncovering the Effect of Global Factors on the US Economy |
| Nov 5 |
Mitali Das UCD | Linear Regression for Dependently Censored Panel Duration Models with Nonadditive Fixed Effects |
| Nov 12 |
HOLIDAY | NO SEMINAR (Veterans Day Holiday) |
| Nov 19 |
Carlos Martin-Filho Oregon State U. | TBA |
| Nov 26 |
Nov 26 Carlos Mate Universidad Pontificia Comillas, Madrid | Forecasting Histogram-Valued Time Series (HTS) in Financial Markets. Applications to Stock Indices |