University of California, Riverside


Econometrics Spring 2006

Seminars & Colloquia

Econometrics Spring 2006

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

Questions? Contact Aman Ullah & Gloria Gonzalez-Rivera

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

April 12
Kajal Lahiri (Economics Department/SUNY, Albany) joint with Economic Theory Limits to Forcasting: How fast do we adapt to news? How far ahead can we forecast? Papers: 1 | 2 | 3
April 14 Timo Terasvirta (Stockholm School of Economics) Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
April 21 Vassilis Polimenis (AGSM/UCR) Skewness correction for asset pricing
April 26
James Stock (Economics Department, Harvard Univeristy) joint with Economic Theory An Empirical Comparison of Methods for Forecasting Using Many Predictors
April 28 Allan Timmermann (Economics Department/UCSD) joint with Economic Theory Predictability of stock returns and asset allocation under structural breaks
May 5 Oscar Jorda (UC Davis) Projection Minimum Distance:An estimator for dynamic macro models
May 12 Kairat Mynbaev (Kazakhstan Inst of Mgt) OLS Asymptotics for Vector Autoregressions with Deterministic Regressors
May 19 Rosa Matzkin (Northwestern University) joint with Economic Theory Nonparametric Simultaneous Equations
May 26 Grazia Pittau (University of Rome & Columbia University) Empirical evidence of income dynamics across EU regions
May 31
Joao Victor Issler (Getulio Vargas Graduate School of Economics) joint with Economic Theory Estimating the Stochastic Discount Factor without a Utility Function
June 2 Hal White (UCSD) Seminar (open to all): An Extended Class of Instrumental Variables for the Estimation of Causal Effects

Lecture(intended for Graduate Students although everyone is welcome): A Unified Framework for Defining and Identifying Causal Effects
June 7
Daniel Jeske (Statistics Department/UCR) The Effectiveness of Bootstrap Bias Correction with Heavy Tailed Distributions

More Information 

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