Econometrics Winter 2004 Seminars

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

Questions? Contact Tae Hwy-Lee or the workshop assistant Pamella J. Rousseau.

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

January 12, Monday Sproul 2206 4:10-5:30 pm	Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor	"Persistence and Asymmetries" Threshold Stochastic Unit Root Models (TARSUR) The case of stock prices
January 14, Wednesday Sproul 2206 4:10-5:30 pm	Jesus Gonzalo University Carlos III of Madrid, Spain Distinguished Visitor	"Threshold Integrated Moving Average Models: Does Size Matter? Maybe So" Threshold Integrated Moving Average Models (Does size matter? may be so)
January 21, Wednesday Sproul 2206 4:10-5:30 pm	Yong Bao UCR	"Finite Sample Moments of Econometric Estimators with Non-IID Observations, "
January 28 , Wednesday Sproul 2206 4:10-5:30 pm	Jinseo Cho Victoria University of Wellington School of Economics & Finance	"Testing For Independent And Identical Distributions" A copy of this paper is available from Tae-Hwy Lee
March 3, Wednesday Sproul 2206 4:10-5:30 pm	Xiaohong Chen NYU	"Estimation of Copula-Based Semi-parametric Time Series Models" "Estimation and Model Selection of Semi-parametric Copula-based Multivariate Dynamic Models under Copula Misspecification"
March 10, Wednesday Sproul 2206 4:10-5:30 pm	Marcelle Chauvet UCR Joint with Theory	"Tracking and Forecasting Business Cycle Fluctuations"