Econometrics Seminars Fall 2006
Wednesdays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact 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 |
|---|---|---|
| 10/4/2006 | Huiyu Huang (Department of Economics, UCR) | On Combining Forecasts (based on two papers: “To Combine Forecasts or to Combine Information? and Forecasting Output Growth and Inflation: How to Use Information in the Yield Curve”) |
| 10/11/2006 | Dennis Kristensen (Department of Economics, Columbia University) | Nonparametric Simulated Maximum-Likelihood Estimation of Dynamic Models (based on two papers: “Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood” and “Estimation of Hidden Markov Models with Nonparamtric Simulated Maximum Likelihood” |
| 10/18/2006 | Aaron Smith (Dept of Agr. & Resource Economics, UC Davis) | Markov Breaks in Regression Models |
| 10/25/2006 | Canlin Li (AGSM, UCR) | Global Yield Curve Dynamics and Interaction: A Generalized Nelson-Siegel Approach |
| 11/1/2006 | Gloria Gonzalez-Rivera (Economics Department, UCR) | Autocontours: A Dynamic Specification Test |
| 11/5/2006 | Jun Li (Department of Statistics, UCR) | Multivariate Thresholds for Extremes and Simultaneous Monitoring of Multiple Aviation Risk Indicators |
| 11/15/2006 | Marcelo Moreira (Department of Economics, Harvard University) | Decision Theory Applied to Linear Panel Data Models |
| 11/29/2006 | Tao Zha (Federal Reserve Bank, Atlanta) | Methods For Inference In Large Multiple-Equation Markov-Switching Models |
| 12/6/2006 | Kevin Song (Economics Department, Univ of Pennsylvania) | Testing Conditional Independence using Conditional Martingale Transforms |