University of California, Riverside


Seminars & Colloquia

Econometrics Winter 2011

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

Questions? Contact Gloria Gonzalez-Rivera

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

Jan 3 No Seminar No Seminar
Jan 10 Peter R. Hansen, Stanford University Realized GARCH: A Joint Model For Returns and Realized Measures of Volatility
Jan 17 No Seminar - MLK Jr. Birthday Holiday No Seminar
Jan 20, Thursday 2:10-3:30pm Jerry Hausman, MIT - Boston Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity
Jan 21, Friday Jerry Hausman, MIT - Boston Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing
Jan 24 Oscar Jorda, UC Davis Performance Evaluation of Zero Net-Investment Strategies
Jan 31 Thomas Kim, UCR School of Business Distribution of Individual Stock Performances in a Mutual Fund and the Fund Manager's Stock Picking Ability
Feb 07 Pascale Valery, HEC Montreal - Canada Wald-type Tests When Rank Conditions Fail: A Smooth Regularization Approach
Feb 14 Jose Lopez, Federal Reserve, San Francisco Extracting Deflation Probability Forecasts From Treasury Yields
Feb 21 No Seminar - Presidents Day Holiday No Seminar
Feb 28 Allan Timmerman, UC San Diego  Out-Of-Sample Forecast Evaluation: Choice of Sample Split
Mar 07 Victoria Zinde-Walsh, McGill University - Canada Measurement Error and Convolution Equations In Generalized Functions Spaces

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