Econometrics Seminars at NCSU and Triangle Econometrics Workshops for the academic year 2004-2005:

 

2004, fall:

September 9: TEW               Speaker: Marine Carrasco, University of Rochester

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: 3.40-5.00pm

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: 3.40-5.00pm

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, Northwestern University

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

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