Econometrics Seminars Spring 2013
Wednesday, 4:10- 5:30pm (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 |
|---|---|---|
| 4/3/2013 | Hyungsik Roger Moon, USC | Inference Of VARs Identified With Sign Restrictions |
| 4/10/2013 | Yacine Ait-Sahalia, Princeton University | The Latency Advantage Of High Frequency Traders |
| 4/11/2013* | Yacine Ait-Sahalia, Princeton University
*NOTE: (2:10-3:30 in Spr 2206) |
An Introduction To High Frequency Financial Econometrics |
| 4/17/2013 | Juri Marcucci, Bank of Italy | The Predictive Power Of Google Searches In Forecasting Unemployment |
| 4/24/2013 | Tiemen Woutersen, University of Arizona | Calculating Confidence Intervals For Continuous And Discontinuous Functions Of Parameters |
| 4/29/2013* | Kirstin Hubrich, European Central Bank
*NOTE: (this is a joint Economic Theory and Econometrics seminar to be held on a Monday) |
Financial Stress And Economic Dynamics: The Transmission of Crises |
| 5/6/2013* | Yongmiao Hong, Cornell University
*NOTE: (please note this is a Monday) |
Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach |
| 5/8/2013 | Ru Zhang, UCR Economics PhD Candidate | Properties Of Parameter Estimation And Forecasts For ARMA And Financial Time Series Models |
| 5/15/2013 | Shujie Ma, UCR Statistics | Partial Linear Single Index Models for Repeated Measurements |
| 5/22/2013 | Sebastiano Manzan, Baruch College, New York | Forecasting The Distribution Of Economic Variables In A Data-Rich Environment |
| 5/29/2013 | Casper de Vries, Erasmus Universiteit Rotterdam & Chapman University | Tail Shape Homogenity, Scale Heterogeneity: Semi Parametric Tests & A Portfolio Application
The Downside Risk Of Heavy Tails Induces Low Diversification |
| 6/5/2013* | Vincenzo Quadrini, University of Southern California
*NOTE: (please note, this is an Economic Theory presentation) |
Risky Investment With Limited Enforcement |