Econometrics Seminars Spring 2009
Fridays, 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 |
|---|---|---|
| 4/3/2009 | No Seminar | No Seminar |
| 4/10/2009 | No Seminar due to Business Cycle Conference 4/10 & 11, 2009 | No Seminar |
| 4/16/2009* | Lung-Fei Lee, Ohio State Univeristy
* Graduate student seminar, Sproul 2206 from 5:10 – 6:30 pm |
Estimation of Spatial Autroregressive Panel Data Models with Fixed Effects |
| 4/17/2009* | Lung-Fei Lee, Ohio State University
* Joint seminar with Applied Economics |
Some Recent Developments in Spatial Panel Data Models |
| 4/24/2009* | Marcel Fafchamps, Oxford University
*THIS WILL BE AN APPLIED ECONOMICS SEMINAR |
Determinants of the Choice of Migration Destination |
| 4/27/2009 | Yongmiao Hong, Cornell University | Asset Return Predictability over Different Time Horizons: A Nonparametric Approach” |
| 4/28/2009* | Yongmiao Hong, Cornell University
*Graduate student seminar, Sproul 2206 from 5:10 – 6:30pm |
The Martingale theory in economics and finance: An Econometric Perspective” Paper 1 | Paper 2 |
| 5/1/2009 | Yundong Tu, UCR | “Forecasting Using Supervised Factor Models” |
| 5/8/2009 | Jeffrey Racine, McMaster University, Canada | Constrained Nonparametric Kernel Regression: Estimation and Inference |
| 5/15/2009 | Hyungsik Roger Moon, University of Southern California | Likelihood Expansion for Panel Regression Models with Factors |
| 5/22/2009 | Aman Ullah, UCR | (1) Expectations of Quadratic Forms in Normal and Non-normal Errors with Econometric Applications |
| 5/29/2009 | Aman Ullah, UCR | (1) Estimation and Forecasting of Dynamic Conditional Covriance: A Semi-parametric Multivariate Model
(2) Semi-parametric Estimator of Time Series Conditional Varinance |
| 6/5/2009 | No Seminar | No Seminar |