Econometrics Seminars Fall 2019
Mondays, 4:00-5:20 pm
Sproul 2206
Questions? Contact Ruoyao Shi.
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 |
|---|---|---|
| 9/30/2019 | Haiqing Xu, University of Texas, Austin | Estimation of Treatment Effects under Endogenous Heteroskedasticity |
| 10/7/2019 | Jeremy Fox, Rice University | Heterogenous Production Functions, Panel Data, and Productivity Dispersion |
| 10/14/2019 | Artem Prokhorov, University of Sydney in Australia | A New Family of Copulas, with Application to Estimation of a Production Frontier System |
| 10/21/2019 | Christina Amado, University of Minho in Portugal | Modelling Time-varying Volatility Interactions with an Application to Volatility Contagion |
| 10/28/2019 | Ying Zhu, UCSD | Omitted variable bias of Lasso-based inference methods: A finite sample analysis |
| 11/4/2019 | Shujie Ma, UCR | How many communities are there in a network? |
| 11/11/2019 | No Seminar | |
| 11/19/2019*
9:00-10:20am |
Jianqing Fan, Princeton University
*NOTE: This is a Tuesday, and is part of the joint Econometrics and Statistics Graduate Students lecture located in Sproul 2206 |
Statistical Machine Learning for Financial Prediction and Inference |
| 11/19/2019*
3:45-4:45pm |
Jianqing Fan, Princeton University
*NOTE: This is a Tuesday, and is part of the joint Statistics and Econometrics Seminar located in Glen Mor K106-K108. |
Statistical Inference on Membership Profiles in Large Networks |
| 11/25/2019 | Shahnaz Parseaian, UCR | Optimal Forecast under Structural Breaks with Application to Equity Premium |
| 12/2/2019 | Zhipeng Liao, UCLA | Conditional Inference for GMM Model Specification Test with Applications to Asset Pricing Models |