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Seminars & Colloquia
 


Econometrics Winter 2005

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

Questions? Contact Aman Ullah or Tae-Hwy Lee.

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

March 21 Spring Break  
March 14 Final Exam Week  
March 7 Akio Namba, Kobe University, Japan A Paradox about the Estimation of the Scale Parameter in the Stein-Rule Estimator
Feb 28 Jushan Bai (Economics, NYU) Confidence Intervals for Diffusion Index Forecasts and Inference for
Factor-Augmented Regressions
Feb 21 Presidents Day (holiday)  
Feb 14 Changjin Kim (Economics, Korea University and University of Washington) Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
January 31 Heather Tierney, UCR Fisher Effect:A noparametric investigation
January 24 Xiangdong Long , UCR Estimation of Multivariate GARCH models
January 17 Holiday  
January 10 Xiao Huang, UCR Panel VAR under cross sectional dependence
January 3 Weiping Yang, UCR A generalized bivariate threshold autoregressive model using copula with applications in output growth and unemployment

 

 

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