Econometrics Winter 2005
Seminars & Colloquia
Econometrics Winter 2005
Mondays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact Aman Ullah or Tae-Hwy Lee. When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| January 3 | Weiping Yang, UCR | A generalized bivariate threshold autoregressive model using copula with applications in output growth and unemployment |
| January 10 | Xiao Huang, UCR | Panel VAR under cross sectional dependence |
| January 17 | Final Exam Week | Holiday |
| January 24 | Xiangdong Long , UCR | Estimation of Multivariate GARCH models |
| January 31 | Heather Tierney, UCR | Fisher Effect:A noparametric investigation |
| Feb 14 | Changjin Kim (Economics, Korea University and University of Washington) | Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data |
| Feb 21 | Presidents Day (holiday) | |
| Feb 28 | Jushan Bai (Economics, NYU) | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
| March 7 | Akio Namba, Kobe University | Japan A Paradox about the Estimation of the Scale Parameter in the Stein-Rule Estimator |
| March 14 | Final Exam Week | Final Exam Week |
| March 21 | Spring Break | Spring Break |