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Seminars & Colloquia
 

Econometrics Fall 2006

Wednesdays, 4:10-5:30 pm (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.

Oct 4 Huiyu Huang
(Department of Economics, UCR)
On Combining Forecasts (based on two papers: "To Combine Forecasts or to Combine Information?" and "Forecasting Output Growth and Inflation:
How to Use Information in the Yield Curve")
Oct 11 Dennis Kristensen
(Department of Economics, Columbia University)
 Nonparametric Simulated Maximum-Likelihood Estimation of Dynamic Models (based on two papers: "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood" and "Estimation of Hidden Markov Models with Nonparamtric Simulated Maximum Likelihood")
Oct 18  Aaron Smith
(Dept of Agr. & Resource Economics, UC Davis)		 Markov Breaks in Regression Models
Oct 25 Canlin Li
(AGSM, UCR)
 Global Yield Curve Dynamics and Interaction: A Generalized Nelson-Siegel Approach
Nov 1 Gloria Gonzalez-Rivera
(Economics Department, UCR)
Autocontours: A Dynamic Specification Test
Nov 5 Jun Li
(Department of Statistics, UCR)
Multivariate Thresholds for Extremes and Simultaneous Monitoring of Multiple Aviation Risk Indicators
Nov 15 Marcelo Moreira
(Department of Economics, Harvard University)
Decision Theory Applied to Linear Panel Data Models
Nov 29 Tao Zha
(Federal Reserve Bank, Atlanta) 		Methods For Inference In Large Multiple-Equation Markov-Switching Models
Dec 6 Kevin Song
(Economics Department, Univ of Pennsylvania)
Testing Conditional Independence using Conditional Martingale Transforms

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