Econometrics Seminars Winter 2004

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

Questions? Contact Tae Hwy-Lee or the workshop assistant Pamella J. Rousseau .

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

DATE	NAME	TITLE OF PRESENTATION
1/12/2004*	Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor *NOTE: Monday Sproul 2206 4:10-5:30 pm	“Persistence and Asymmetries” Threshold Stochastic Unit Root Models (TARSUR) The case of stock prices
1/14/2004	Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor	Threshold Integrated Moving Average Models (Does size matter? may be so)
1/21/2004	Yong Bao UCR	“Finite Sample Moments of Econometric Estimators with Non-IID Observations,”
1/28/2004	Jinseo Cho Victoria University of Wellington School of Economics & Finance	“Testing For Independent And Identical Distributions”
3/3/2004	Xiaohong Chen NYU	“Estimation and Model Selection of Semi-parametric Copula-based Multivariate Dynamic Models under Copula Misspecification”
3/10/2004*	Marcelle Chauvet UCR *NOTE: Joint with Theory	“Tracking and Forecasting Business Cycle Fluctuations”