Econometrics Seminars Spring 2010
Wednesdays, 4:10-5:30 pm (unless otherwise specified)
Sproul Hall 2206
Questions? Contact Tae Hwy Lee & Aman Ullah.
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 3/31/2010 | No Seminar | No Seminar |
| 4/7/2010 | No Seminar | No Seminar |
| 4/14/2010 | Geert Ridder, USC | The Aysmptotic Variance of Semiparametric Estimators with Generated Regressors |
| 4/21/2010 | No Seminar | No Seminar |
| 4/28/2010 | Tae-Hwy Lee, UCR | Let’s Do It Again: Bagging Equity Premium Predictors |
| 4/29/2010* | Mark Watson, Princeton University
*NOTE: (Thursday) (Joint with Econ Theory) 3:30-5pm, INTS 1113 |
Estimating Turning Points Using Large Data Sets (Please see the Economic Theory seminar listings for the pdf of the paper associated with this seminar) |
| 5/5/2010 | Zongwu Cai, Dept. of Math. & Stat. & Econ. – University of North Carolina at Charlotte | Nonparametric Estimation and Instrument Selection in the Conditional Capital Asset Pricing Model |
| 5/12/2010 | Akio Namba, Kobe University – Japan | MSE Dominance of the Positive-Part Shrinkage Estimator when Each Individual Regression Coefficient is Estimated |
| 5/19/2010 | Alfred Galichon, Ecole Polytechnique & Chicago Business School | Matching with Trade-offs: “Revealed Preferences over Competing Characteristics” |
| 5/28/2010* | Eric Hillebrand, Louisiana State University
*NOTE: (This is a Friday) |
Temporal Correlation of Defaults in Subprime Securitization |
| 6/2/2010 | Ivana Komunjer, UCSD | Dynamic Identification of DSGE Models |