Econometrics Seminars Fall 2007

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

Questions? Contact Aman UllahTae-Hwy Lee

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

10/1/2007 TBA TBA
10/8/2007 Zeynep Senyuz UCR A Multivariate Dynamic Factor Analysis of Permanent & Transitory Components of the US Real Economy and the Stock Market
10/15/2007 Emre Yoldas UCR Testing and Modeling Threshold Asymetrics in Multivariate Distributions of US Equity Returns
10/22/2007 Guiseppe Ragusa UCI Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach
10/29/2007 Matthew Harding Stanford Structural Estimation of High-Dimensional Factor Models: Uncovering the Effect of Global Factors on the US Economy
11/5/2007 Mitali Das UCD Linear Regression for Dependently Censored Panel Duration Models with Nonadditive Fixed Effects
11/12/2007 HOLIDAY NO SEMINAR (Veterans Day Holiday)
11/19/2007 Carlos Martin-Filho Oregon State U. TBA
11/26/2007 Carlos Mate Universidad Pontificia Comillas, Madrid Forecasting Histogram-Valued Time Series (HTS) in Financial Markets. Applications to Stock Indices