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.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 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 |