Econometrics Seminars Spring 2005
Seminars 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.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 3/28/2005 | Doug Steigerwald Economics, UC Santa Barbara | Noise Reduced Realized Volatility: A Kalman Filter Approach |
| 4/11/2005 | Rossen Valkanov Finance, UCLA | Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns |
| 4/18/2005 | OPEN | OPEN |
| 4/25/2005 | Asger Lunde Aarhus School of Business, Denmark | Regular and Modified Kernal-Based Estimators of Integrated Variance: The case with Independent Noise |
| 5/2/2005* | Andrew Ang Columbia Business School
*NOTE: Two seminars by Andrew Ang |
Seminar I 1:10 – 2:30 pm in Sproul 2206 The Term Structure of Real Rates and Expected Inflation Seminar II 4:10 – 5:30 pm in SPR 2206 |
| 5/12/2005* | Lutz Kilian Economics, University of Michigan
*NOTE: this is a Thursday seminar |
How Useful is Bagging in Forcasting Economic Time Series? A Case of U.S. CPI Inflation |
| 5/23/2005 | OPEN | OPEN |
| 5/30/2005 | HOLIDAY | HOLIDAY |
| 6/6/2005 | FINALS WEEK | FINALS WEEK |