Econometrics Seminars Winter 2021
Fridays, 4:00-5:20 pm
Zoom meeting ID’s will be emailed out before each seminar.
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.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 01/08/2021 | Ali Mehrabani (UCR) | Estimation and Identification in Panel Data with Latent Structures |
| 01/15/2021 | Andrew Patton (Duke University) | Testing Forecast Rationality for Measures of Central Tendency |
| 01/22/2021 | Liyuan Cui (City University, Hong Kong) | Large positive definite covariance estimation for high frequency data via sparse and low-rank decomposition |
| 1/25/2021
*Monday |
Workshop : Ethics Presentation
Organizer: Carolyn Sloane |
|
| 01/29/2021 | Saman Banafti (UCR) | Inferential Theory for Granular IVs in High Dimensions |
| 02/05/2021 | Yaojue Xu (UCR) | Higher Order Elicitability and Forecast Encompassing for Volatility Forecasts |
| 02/12/2021 | Xinwei Ma (UCSD) | Local Regression Distribution Estimators |
| 02/19/2021 | Chu-An Liu (Academia Sinica, Taipei) | Model Averaging Prediction by K-Fold Cross-Validation |
| 02/26/2021 | Xinyu Zhang (Chinese Academy of Sciences, Beijing) | Some topics on least squares model averaging |
| 03/05/2021 | Yongmiao Hong (Center for Forecasting Science, Chinese Academy of Sciences, and School of Economics and Management, University of Chinese Academy of Sciences) | Consistent Testing for Structural Changes in Time Series Regression Models via Discrete Fourier Transform |
| 03/12/2021 | Qiankun Zhou (Louisiana State University) | Estimation and Statistical Inference for Short Panel Models with both Interactive Effects and Threshold Effects |