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.

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