Econometrics Seminars Spring 2010

Wednesdays, 4:10-5:30 pm (unless otherwise specified)
Sproul Hall 2206

Questions? Contact Tae Hwy Lee & Aman Ullah.

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

3/31/2010 No Seminar No Seminar
4/7/2010 No Seminar No Seminar
4/14/2010 Geert Ridder, USC The Aysmptotic Variance of Semiparametric Estimators with Generated Regressors
4/21/2010 No Seminar No Seminar
4/28/2010 Tae-Hwy Lee, UCR Let’s Do It Again: Bagging Equity Premium Predictors
4/29/2010* Mark Watson, Princeton University

*NOTE: (Thursday) (Joint with Econ Theory) 3:30-5pm, INTS 1113

Estimating Turning Points Using Large Data Sets (Please see the Economic Theory seminar listings for the pdf of the paper associated with this seminar)
5/5/2010 Zongwu Cai, Dept. of Math. & Stat. & Econ. – University of North Carolina at Charlotte Nonparametric Estimation and Instrument Selection in the Conditional Capital Asset Pricing Model
5/12/2010 Akio Namba, Kobe University – Japan MSE Dominance of the Positive-Part Shrinkage Estimator when Each Individual Regression Coefficient is Estimated
5/19/2010 Alfred Galichon, Ecole Polytechnique & Chicago Business School Matching with Trade-offs: “Revealed Preferences over Competing Characteristics”
5/28/2010* Eric Hillebrand, Louisiana State University

*NOTE: (This is a Friday)

Temporal Correlation of Defaults in Subprime Securitization
6/2/2010 Ivana Komunjer, UCSD Dynamic Identification of DSGE Models