Econometrics Seminars Fall 2004

Mondays, 4:10-5:30pm (unless otherwise specified) Sproul Hall 2206

Questions? Contact Aman Ullah.

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
10/4/2004	Roger Moon Economics- USC	Empirical Likelihood Estimation Based on Inequality Moment Constraints
10/11/2004	Yuying Gao Electrical Engineering- UCR	Derivative Pricing from Cellular Automata
10/18/2004	Bernard Gress Economics- UCR	Spatial Hedonic Housing Pricing Models Staying Ahead in the Innovation Race: New-product Introductions and Relative Firm Value
10/25/2004	Shuba Srinivasan AGSM- UCR	Background
11/1/2004	Wei Sun Economics- UCR	Semiparametric Analysis of Income Inequality: An Application to China Cross-Validation and the Estimation of Conditional Probability Densities Nonparametric Estimation of Distributions with Categorical and Continuous Data
11/8/2004	Jeff Racine Economics- Syracuse University	Cross-Validated Local Linear Nonparametric Regression Efficient Estimation of Average Treatment Effects With Mixed Categorical and Continuous Data
11/15/2004	Chung-Ming Kuan Academia- Sinica Taiwan	An Unobserved Components Model with Regime Switching between Permanent and Transitory Innovations
11/17/2004*	Gautam Tripathi Economics- University of Connecticut *NOTE: Wednesday Sproul 2206 4:10-5:30 pm	Combining Datasets to Overcome Selection Caused by Censoring and Truncation in Moment Based Models
11/29/2004	Bruce Hansen Economics- University of Wisconsin	Nonparametric Conditional Density Estimation
12/6/2004	Barbara Rossi UCSD and Duke University	Expectations Hypotheses Tests and Predictive Regressions at Long Horizons
12/8/2004*	Weiping Yang Economics- UCR *NOTE: Wednesday Sproul 2206 4:10-5:30 pm	Modeling Granger-Causality and Nonlinearity in Conditional Bivariate Distribution Using Copula
12/10/2004*	Xiao Huang Economics- UCR *NOTE: Friday Sproul 2206 4:10-5:30 pm	Panel VAR Under Cross Sectional Dependence