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.

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


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


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