University of California, Riverside


Econometrics Winter 2005

Seminars & Colloquia

Econometrics Winter 2005

Mondays, 4:10-5:30 pm (unless otherwise specified) Sproul Hall 2206

Questions? Contact Aman Ullah or Tae-Hwy Lee. When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

January 3 Weiping Yang, UCR A generalized bivariate threshold autoregressive model using copula with applications in output growth and unemployment
January 10 Xiao Huang, UCR Panel VAR under cross sectional dependence
January 17 Final Exam Week Holiday
January 24 Xiangdong Long , UCR Estimation of Multivariate GARCH models
January 31 Heather Tierney, UCR Fisher Effect:A noparametric investigation
Feb 14 Changjin Kim (Economics, Korea University and University of Washington) Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
Feb 21 Presidents Day (holiday)  
Feb 28 Jushan Bai (Economics, NYU) Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
March 7 Akio Namba, Kobe University Japan A Paradox about the Estimation of the Scale Parameter in the Stein-Rule Estimator
March 14 Final Exam Week Final Exam Week
March 21 Spring Break Spring Break

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General Campus Information

University of California, Riverside
900 University Ave.
Riverside, CA 92521
Tel: (951) 827-1012

Department Information

Department of Economics
4128 Sproul Hall

Tel: (951) 827-3266
Fax: (951) 827-5685