Econometrics Seminars Winter 2022

Thursday, 3:30-4:50 pm
In-Person Seminars will be held in Sproul 2206.
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
1/06/2022
*Zoom
Yaojue Xu (UCR) Forecast Encompassing and Granger Causality in Predictive Models of Expected Shortfalls and Growth Shortfalls
1/13/2022
*Zoom
Norman Swanson (Rutgers University) Machine Learning with Big Data: New Empirical and Theoretical Findings
1/20/2022
*Zoom
Ricardo Pereira Masini (Princeton University) Bridging Factor and Sparse Model
1/27/2022
*Zoom
Zhentao Shi (Georgia Institute of Technology) High Dimensional Forecast Combinations Under Latent Structures
2/03/2022
*Zoom
TBA
2/10/2022
*Zoom
Andrii Babii (University of North Carolina Chapel Hill) High-Dimensional Granger Causality Tests with an Application to VIX and News
2/17/2022
*Zoom
Daniel Henderson (University of Alabama) A general proposal for model-free difference-in-differences
2/24/2022
*Zoom
Saman Banafti (UCR)
3/03/2022
*Zoom
9:30-10:50am
Jesus Gonzalo (U. Carlos III de Madrid)
3/10/2022
*Zoom
Alberto Rossi (Georgetown University)