Econometrics Seminars Winter 2023
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 |
|---|---|---|
| 1/12/2023 *Zoom |
Donggyu Kim (KAIST, Seoul) | Large Volatility Matrix Analysis Using Global and National Factor Models |
| 1/19/2023 *Zoom |
Ekaterina Seregina (Colby College) | Doubly Sparse Estimator for High-Dimensional Covariance Matrices |
| 1/26/2023 *Sproul 2206 |
Pedro Issac Chavez Lopez (UC Riverside) | High Dimensional Supervised Forecasting for Conditional Quantiles: Quantile Three Pass Regression Filter |
| 2/02/2023 *Zoom |
Qihui Chen (CUHK-Shenzhen) | Semiparametric Conditional Factor Models: Estimation and Inference |
| 2/09/2023 *Zoom *10:00am |
Burak Saltoglu (Boğaziçi University, Istanbul) | Analyzing Individual Risk Taking Behavior with Machine Learning: An Application with a Pension Fund Data |
| *2/14/2023 (Tuesday) *Zoom |
Yundong Tu (Peking University) | Shrinkage Estimation of Multiple Threshold Factor Models |
| 2/23/2023 *Zoom |
Liangjun Su (Tsinghua University, Beijing) | Low-rank Panel Quantile Regression: Estimation and Inference |
| 3/02/2023 *Zoom *10:00am |
Anders Kock (University of Oxford) | Consistency of p-norm based tests in high dimensions: characterization, monotonicity, domination. |
| 3/09/2023 *Zoom |
Bin Chen (University of Rochester) | Time-Varying Matrix Factor Model |
| 3/16/2023 |
No Seminar | |