Econometrics Spring 2006
Seminars & Colloquia
Econometrics Spring 2006
Fridays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact Aman Ullah & Gloria Gonzalez-Rivera
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| April 12 Wednesday |
Kajal Lahiri (Economics Department/SUNY, Albany) joint with Economic Theory | Limits to Forcasting: How fast do we adapt to news? How far ahead can we forecast? Papers: 1 | 2 | 3 |
| April 14 | Timo Terasvirta (Stockholm School of Economics) | Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations |
| April 21 | Vassilis Polimenis (AGSM/UCR) | Skewness correction for asset pricing |
| April 26 Wednesday |
James Stock (Economics Department, Harvard Univeristy) joint with Economic Theory | An Empirical Comparison of Methods for Forecasting Using Many Predictors |
| April 28 | Allan Timmermann (Economics Department/UCSD) joint with Economic Theory | Predictability of stock returns and asset allocation under structural breaks |
| May 5 | Oscar Jorda (UC Davis) | Projection Minimum Distance:An estimator for dynamic macro models |
| May 12 | Kairat Mynbaev (Kazakhstan Inst of Mgt) | OLS Asymptotics for Vector Autoregressions with Deterministic Regressors |
| May 19 | Rosa Matzkin (Northwestern University) joint with Economic Theory | Nonparametric Simultaneous Equations |
| May 26 | Grazia Pittau (University of Rome & Columbia University) | Empirical evidence of income dynamics across EU regions |
| May 31 Wednesday |
Joao Victor Issler (Getulio Vargas Graduate School of Economics) joint with Economic Theory | Estimating the Stochastic Discount Factor without a Utility Function |
| June 2 | Hal White (UCSD) | Seminar (open to all): An Extended Class of Instrumental Variables for the Estimation of Causal Effects
Lecture(intended for Graduate Students although everyone is welcome): A Unified Framework for Defining and Identifying Causal Effects |
| June 7 Wednesday |
Daniel Jeske (Statistics Department/UCR) | The Effectiveness of Bootstrap Bias Correction with Heavy Tailed Distributions |