Econometrics Seminars Winter 2010

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

Questions? Contact Gloria Gonzalez-Rivera

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

1/6/2010 No Seminar No Seminar
1/13/2010 Peter Christoffersen, McGill University  – CANCELLED TBA
1/20/2010 Hashem Pesaran, Cambridge University Infinite-Dimensional VARs and Factor Models
1/27/2010 Daniel Jeske, UCR Statistics CUSUM Techniques for Timeslot Sequences With Applications to Network Surveillance
2/3/2010* Lynne Billard, University of Georgia

*NOTE: (Departmental Presentation)

Symbolic Data: What is it, an Illustrated Introduction
2/4/2010* Lynne Billard, University of Georgia

*NOTE: (Graduate Student Presentation)

Principal Component Analysis for Interval-Valued Data
2/10/2010 No Seminar No Seminar
2/17/2010 Gloria Gonzalez-Rivera, UCR Economics Time Series and Symbolic Data
2/24/2010 Aaron Smith, UC Davis Volatility Dynamics and Seasonality in the NYMEX Energy Complex
3/3/2010* Eric Renault, University of North Carolina

*NOTE: (Departmental Presentation)

Generalized Method of Moments with Tail Trimming
3/4/2010* Eric Renault, University of North Carolina

*NOTE: (Graduate Student Presentation, 12:40pm – 2:30pm)

Volatility Estimation with High Frequency Data
3/10/2010 Tae-Hwy Lee, UCR Economics Presentation has been re-scheduled for the Spring Quarter