Econometrics Seminars Fall 2010

Mondays, 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.

9/27/2010 Karim Chalak, Boston College Identification of Local Treatment Effects Using a Proxy for an Instrument
10/4/2010 Patrik Guggenberger, UCSD On the Relative Robustness of the Size of Tests to Local Model Violations 
10/11/2010 No Seminar No Seminar
10/18/2010 No Seminar No Seminar
10/25/2010 Jungmo Yoon, Claremont McKenna College Quantile Regression Analysis With Missing Response, With Applications to Inequality Measures and Data Combination
11/1/2010 Yundong Tu, UCR Bagging Nonparametric and Semiparametric Forecasts with Economic Constraints
11/8/2010 Bruce Hansen, University of Wisconsin Multi-step Forecast Model Selection

Selection and Model Averaging for Nonparametric Estimation 

11/9/2010* Bruce Hansen, University of Wisconsin

*NOTE: 3:40-5pm

Reference paper 1

Reference paper 2

Reference paper 3 

11/15/2010 Hyungsik Roger Moon, USC Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
11/22/2010 Yun Wang, UCR Nonparametric Regression Estimation with General Parametric Error Covariance: A More Efficient Two-Step Estimator
11/29/2010 Martin Weidner, USC Semiparametric Estimation of Nonlinear Panel Data Models with Generalized Random Effects