Econometrics Seminars Winter 2005

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

Questions? Contact Aman Ullah or Tae-Hwy Lee.

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

1/3/2005 Weiping Yang, UCR A generalized bivariate threshold autoregressive model using copula with applications in output growth and unemployment
1/10/2005 Xiao Huang, UCR Panel VAR under cross sectional dependence
1/17/2005 Final Exam Week Holiday
1/24/2005 Xiangdong Long , UCR Estimation of Multivariate GARCH models
1/31/2005 Heather Tierney, UCR Fisher Effect:A noparametric investigation
2/14/2005 Changjin Kim Economics, Korea University and University of Washington Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
2/21/2005 Presidents Day (holiday) Presidents Day (holiday)
2/28/2005 Jushan Bai Economics, NYU Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
3/7/2005 Akio Namba, Kobe University Japan A Paradox about the Estimation of the Scale Parameter in the Stein-Rule Estimator
3/14/2005 Final Exam Week Final Exam Week
3/21/2005 Spring Break Spring Break