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Seminars & Colloquia
 

Econometrics Fall 2007

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

Questions? Contact Aman Ullah & Tae-Hwy Lee

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

Oct 1 TBA

 
Oct 8 Zeynep Senyuz
UCR		 A Multivariate Dynamic Factor Analysis of Permanent & Transitory Components of the US Real Economy and the Stock Market
Oct 15 Emre Yoldas
UCR		 Testing and Modeling Threshold Asymetrics in Multivariate Distributions of US Equity Returns
Oct 22 Guiseppe Ragusa
UCI		 Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach
Oct 29 Matthew Harding
Stanford		 Structural Estimation of High-Dimensional Factor Models: Uncovering the Effect of Global Factors on the US Economy
Nov 5 Mitali Das
UCD		 Linear Regression for Dependently Censored Panel Duration Models with Nonadditive Fixed Effects
Nov 12 HOLIDAY NO SEMINAR (Veterans Day Holiday)
Nov 19 Carlos Martin-Filho
Oregon State U.		 TBA
Nov 26 Carlos Maté
Universidad Pontificia Comillas, Madrid		 Forecasting Histogram-Valued Time Series (HTS) in Financial Markets. Applications to Stock Indices

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