University of California, Riverside


Seminars & Colloquia

Econometrics Spring 2013

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

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.


04/03/2013 Hyungsik Roger Moon, USC  Inference Of VARs Identified With Sign Restrictions
04/10/2013  Yacine Ait-Sahalia, Princeton University The Latency Advantage Of High Frequency Traders
04/11/2013 (2:10-3:30 in Spr 2206) Yacine Ait-Sahalia, Princeton University An Introduction To High Frequency Financial Econometrics
04/17/2013  Juri Marcucci, Bank of Italy The Predictive Power Of Google Searches In Forecasting Unemployment
04/24/2013  Tiemen Woutersen, University of Arizona Calculating Confidence Intervals For Continuous And Discontinuous Functions Of Parameters
04/29/2013 (this is a joint Economic Theory and Econometrics seminar to be held on a Monday) Kirstin Hubrich, European Central Bank Financial Stress And Economic Dynamics: The Transmission of Crises
05/06/2013 (please note this is a Monday) Yongmiao Hong, Cornell University Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach
05/08/2013  Ru Zhang, UCR Economics PhD Candidate Properties Of Parameter Estimation And Forecasts For ARMA And Financial Time Series Models
05/15/2013  Shujie Ma, UCR Statistics Partial Linear Single Index Models for Repeated Measurements
05/22/2013 Sebastiano Manzan, Baruch College, New York Forecasting The Distribution Of Economic Variables In A Data-Rich Environment
05/29/2013  Casper de Vries, Erasmus Universiteit Rotterdam & Chapman University

Tail Shape Homogenity, Scale Heterogeneity: Semi Parametric Tests & A Portfolio Application


The Downside Risk Of Heavy Tails Induces Low Diversification

06/05/2013 (please note, this is an Economic Theory presentation) Vincenzo Quadrini, University of Southern California Risky Investment With Limited Enforcement



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