Econometrics Spring 2005
Seminars & Colloquia
Econometrics Spring 2005
Seminars Mondays, 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.
| March 28 | Doug Steigerwald (Economics, UC Santa Barbara) |
Noise Reduced Realized Volatility: A Kalman Filter Approach |
| April 11 | Rossen Valkanov (Finance, UCLA) |
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns |
| April 18 | OPEN | |
| April 25 | Asger Lunde (Aarhus School of Business, Denmark) |
Regular and Modified Kernal-Based Estimators of Integrated Variance: The case with Independent Noise |
| May 2 | Andrew Ang (Columbia Business School) |
Note: Two seminars by Andrew Ang
Seminar I 1:10 - 2:30 pm in Sproul 2206 The Term Structure of Real Rates and Expected Inflation Seminar II 4:10 - 5:30 pm in SPR 2206 Risk Return and Dividends |
| May 12 | Lutz Kilian (Economics, University of Michigan) |
How Useful is Bagging in Forcasting Economic Time Series? A Case of U.S. CPI Inflation
Note: this is a Thursday seminar |
| May 23 | OPEN | |
| May 30 | HOLIDAY | |
| June 6 | FINALS WEEK |