Econometrics Seminars Winter 2022
Thursday, 3:30-4:50 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.
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 |
|---|---|---|
| 1/06/2022 *Zoom |
Yaojue Xu (UCR) | Forecast Encompassing and Granger Causality in Predictive Models of Expected Shortfalls and Growth Shortfalls |
| 1/13/2022 *Zoom |
Norman Swanson (Rutgers University) | Machine Learning with Big Data: New Empirical and Theoretical Findings |
| 1/20/2022 *Zoom |
Ricardo Pereira Masini (Princeton University) | Bridging Factor and Sparse Model |
| 1/27/2022 *Zoom |
Zhentao Shi (Georgia Institute of Technology) | High Dimensional Forecast Combinations Under Latent Structures |
| 2/03/2022 *Zoom |
No Seminar | |
| 2/10/2022 *Zoom |
Andrii Babii (University of North Carolina Chapel Hill) | High-Dimensional Granger Causality Tests with an Application to VIX and News |
| 2/17/2022 *Zoom |
Daniel Henderson (University of Alabama) | A general proposal for model-free difference-in-differences |
| 2/24/2022 *Zoom |
Saman Banafti (UCR) | Inferential Theory for Granular Instrumental Variables: Concentrated Markets and Large Dynamic Panels |
| 3/03/2022 *Zoom 9:30-10:50am |
Jesus Gonzalo (U. Carlos III de Madrid) | Climate Change Heterogeneity: A Novel Quantitative Approach |
| 3/10/2022 *Zoom |
Alberto Rossi (Georgetown University) | FinTech Apps and Machine Learning in Finance:
Selecting Mutual Funds from the Stocks They Hold: a Machine Learning Approach |