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.

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


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