Econometrics Seminars Fall 2006

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

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.

10/4/2006 Huiyu Huang (Department of Economics, UCR) On Combining Forecasts (based on two papers: “To Combine Forecasts or to Combine Information? and Forecasting Output Growth and Inflation: How to Use Information in the Yield Curve”)
10/11/2006 Dennis Kristensen (Department of Economics, Columbia University) Nonparametric Simulated Maximum-Likelihood Estimation of Dynamic Models (based on two papers: “Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood” and “Estimation of Hidden Markov Models with Nonparamtric Simulated Maximum Likelihood”
10/18/2006 Aaron Smith (Dept of Agr. & Resource Economics, UC Davis) Markov Breaks in Regression Models
10/25/2006 Canlin Li (AGSM, UCR) Global Yield Curve Dynamics and Interaction: A Generalized Nelson-Siegel Approach
11/1/2006 Gloria Gonzalez-Rivera (Economics Department, UCR) Autocontours: A Dynamic Specification Test
11/5/2006 Jun Li (Department of Statistics, UCR) Multivariate Thresholds for Extremes and Simultaneous Monitoring of Multiple Aviation Risk Indicators
11/15/2006 Marcelo Moreira (Department of Economics, Harvard University) Decision Theory Applied to Linear Panel Data Models
11/29/2006 Tao Zha (Federal Reserve Bank, Atlanta) Methods For Inference In Large Multiple-Equation Markov-Switching Models
12/6/2006 Kevin Song (Economics Department, Univ of Pennsylvania) Testing Conditional Independence using Conditional Martingale Transforms