Econometrics
Seminars at NCSU and Triangle Econometrics Workshops for the academic year
2004-2005:
2004, fall:
September 9: TEW Speaker: Marine Carrasco,
Paper: Optimal Test for Markov Switching
October 7: TEW
Speaker: Xiahong Chen, NYU
Paper: Estimation and Model Selection of Semi-Parametric
Copula based Multivariate Dynamic Models under Copula Misspecification
October 14: NCSU Speaker:
William McCausland, Universite
de Montreal
Paper: The
Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behaviour
Location: Nelson Hall room 4210, NCSU campus. Time:
November 1: NCSU Speaker:
Aaron Smith, UC-Davis
Paper: Partially Overlapping Time Series: A New Model for
Volatility Dynamics in Commodity Prices
Location: Nelson Hall room 4210, NCSU campus. Time:
November 18: TEW Speaker: Guido Imbens,
UC-Berkeley – hosted by NCSU
Paper: Large
Sample Properties of Matching Estimators for Average Treatment Effects
December 3: Triangle
Econometrics Conference
Invited
speaker: Bo Honore,
2005, spring:
February 24: TEW Speaker: Jinyong
Hahn, UCLA
Paper:
Bias reduction for dynamic nonlinear panel models with fixed effects
March 3: TEW Speaker: Allan Timmermann, UCSD
Paper:
Testable implications of forecast optimality
March 24: TEW Speaker: Marcelo Moreira, Harvard - hosted by NCSU
Paper:
Bootstrap
and higher order expansion validity when instruments may be weak
April 21: TEW Speaker: Ross Valkonov, UCLA
Paper:
Parametric portfolio policies: exploiting the characteristics in the cross
section of equity returns