University of California, Riverside

Economics



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

More Information 

General Campus Information

University of California, Riverside
900 University Ave.
Riverside, CA 92521
Tel: (951) 827-1012

Department Information

Department of Economics
4128 Sproul Hall

Tel: (951) 827-3266
Fax: (951) 827-5685
E-mail: damaris.carlos@ucr.edu

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