Econometrics Seminars Fall 2007
Mondays, 4:10-5:30 pm (unless otherwise specified)
Sproul Hall 2206
Questions? Contact Aman Ullah& Tae-Hwy Lee
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 |
|---|---|---|
| 10/1/2007 | TBA | TBA |
| 10/8/2007 | Zeynep Senyuz UCR | A Multivariate Dynamic Factor Analysis of Permanent & Transitory Components of the US Real Economy and the Stock Market |
| 10/15/2007 | Emre Yoldas UCR | Testing and Modeling Threshold Asymetrics in Multivariate Distributions of US Equity Returns |
| 10/22/2007 | Guiseppe Ragusa UCI | Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach |
| 10/29/2007 | Matthew Harding Stanford | Structural Estimation of High-Dimensional Factor Models: Uncovering the Effect of Global Factors on the US Economy |
| 11/5/2007 | Mitali Das UCD | Linear Regression for Dependently Censored Panel Duration Models with Nonadditive Fixed Effects |
| 11/12/2007 | HOLIDAY | NO SEMINAR (Veterans Day Holiday) |
| 11/19/2007 | Carlos Martin-Filho Oregon State U. | TBA |
| 11/26/2007 | Carlos Mate Universidad Pontificia Comillas, Madrid | Forecasting Histogram-Valued Time Series (HTS) in Financial Markets. Applications to Stock Indices |