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.

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