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
2/16/2023
*Zoom
Yundong Tu (Peking University)
2/23/2023
*Zoom
Liangjun Su (Tsinghua University, Beijing)
3/02/2023
*Zoom
*10:00am
Anders Kock (University of Oxford)
3/09/2023
*Zoom
Bin Chen (University of Rochester) Time-Varying Matrix Factor Model
3/16/2023
*Sproul 2206
Anh Tran (UC Riverside) Forecasting Discrete Outcomes Using Many Highly Correlated Predictors