Econometrics Seminars 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.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 1/3/2005 | Weiping Yang, UCR | A generalized bivariate threshold autoregressive model using copula with applications in output growth and unemployment |
| 1/10/2005 | Xiao Huang, UCR | Panel VAR under cross sectional dependence |
| 1/17/2005 | Final Exam Week | Holiday |
| 1/24/2005 | Xiangdong Long , UCR | Estimation of Multivariate GARCH models |
| 1/31/2005 | Heather Tierney, UCR | Fisher Effect:A noparametric investigation |
| 2/14/2005 | 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 |
| 2/21/2005 | Presidents Day (holiday) | Presidents Day (holiday) |
| 2/28/2005 | Jushan Bai Economics, NYU | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
| 3/7/2005 | Akio Namba, Kobe University | Japan A Paradox about the Estimation of the Scale Parameter in the Stein-Rule Estimator |
| 3/14/2005 | Final Exam Week | Final Exam Week |
| 3/21/2005 | Spring Break | Spring Break |