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Econometrics Winter 2004
Seminars & Colloquia
Econometrics Winter 2004
Seminars Wednesdays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact Tae Hwy-Lee or the workshop assistant Pamella J. Rousseau .
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader. Copies of papers may be available from Pam.
| January 12, Monday
Sproul 2206 4:10-5:30 pm |
Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor | "Persistence and Asymmetries" Threshold Stochastic Unit Root Models (TARSUR) The case of stock prices |
| January 14, Wednesday Sproul 2206 4:10-5:30 pm | Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor | "Threshold Integrated Moving Average Models: Does Size Matter? Maybe So" Threshold Integrated Moving Average Models (Does size matter? may be so) |
| January 21, Wednesday Sproul 2206 4:10-5:30 pm | Yong Bao UCR | "Finite Sample Moments of Econometric Estimators with Non-IID Observations," |
| January 28 , Wednesday Sproul 2206 4:10-5:30 pm | Jinseo Cho Victoria University of Wellington School of Economics & Finance | "Testing For Independent And Identical Distributions"
A copy of this paper is available from Tae-Hwy Lee |
| March 3, Wednesday Sproul 2206 4:10-5:30 pm | Xiaohong Chen NYU | "Estimation of Copula-Based Semi-parametric Time Series Models"
"Estimation and Model Selection of Semi-parametric Copula-based Multivariate Dynamic Models under Copula Misspecification" |
| March 10, Wednesday Sproul 2206 4:10-5:30 pm | Marcelle Chauvet UCR Joint with Theory | "Tracking and Forecasting Business Cycle Fluctuations" |