Econometrics Seminars Spring 2006
Fridays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206
Questions? Contact Aman Ullah & Gloria Gonzalez-Rivera
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 |
|---|---|---|
| 4/12/2006* | Kajal Lahiri (Economics Department/SUNY, Albany)
*NOTE: Wednesday; joint with Economic Theory |
Limits to Forcasting: How fast do we adapt to news? How far ahead can we forecast? Papers: 1 | 2 | 3 |
| 4/14/2006 | Timo Terasvirta (Stockholm School of Economics) | Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations |
| 4/21/2006 | Vassilis Polimenis (AGSM/UCR) | Skewness correction for asset pricing |
| 4/26/2006* | James Stock (Economics Department, Harvard Univeristy)
*NOTE: Wednesday; joint with Economic Theory |
An Empirical Comparison of Methods for Forecasting Using Many Predictors |
| 4/28/2006* | Allan Timmermann (Economics Department/UCSD)
*NOTE: joint with Economic Theory |
Predictability of stock returns and asset allocation under structural breaks |
| 5/5/2006 | Oscar Jorda (UC Davis) | Projection Minimum Distance:An estimator for dynamic macro models |
| 5/12/2006 | Kairat Mynbaev (Kazakhstan Inst of Mgt) | OLS Asymptotics for Vector Autoregressions with Deterministic Regressors |
| 5/19/2006 | Rosa Matzkin (Northwestern University) joint with Economic Theory | Nonparametric Simultaneous Equations |
| 5/26/2006 | Grazia Pittau (University of Rome & Columbia University) | Empirical evidence of income dynamics across EU regions |
| 5/31/2006* | Joao Victor Issler (Getulio Vargas Graduate School of Economics)
*NOTE: Wednesday; joint with Economic Theory |
Estimating the Stochastic Discount Factor without a Utility Function |
| 6/2/2006 | Hal White (UCSD) | Seminar (open to all): An Extended Class of Instrumental Variables for the Estimation of Causal Effects
Lecture(intended for Graduate Students although everyone is welcome): A Unified Framework for Defining and Identifying Causal Effects |
| 6/7/2006* | Daniel Jeske (Statistics Department/UCR)
*NOTE: Wednesday |
The Effectiveness of Bootstrap Bias Correction with Heavy Tailed Distributions |