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.

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


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

(2) Skewness and Kurtosis of Econometric Estimators

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