Triangle Econometrics Workshop

The Triangle Econometrics Workshop is from 3:30pm to 5:00pm at the National Institute of Statistical Sciences (NISS).

Fall 2012

• August 30: Xiaohong Chen (Yale), "TBA".
• September 6: Peter Christoffersen (Toronto), "Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?".
• November 29: Jeff Russell (Chicago Booth), "How Effective are Realized Effective Spreads?".
• December 7 (NISS): 2012 Triangle Econometrics Conference.

Spring 2013

• January 31: Marcelo Moreira (Columbia), "Contributions to the Theory of Similar Tests".
• March 21: Allan Timmerman (UCSD), "Forecasting Stock Returns under Economic Constraints".
• March 28: Wei Biao Wu (Chicago), "Simultaneous nonparametric inference of time series" and the slides.
• April 18: Vadim Marmer (UBC), "Efficient Inference in Econometric Models When Identification Can Be Weak".

Directions to National Institute of Statistical Sciences (NISS), 19 T.W. Alexander Drive, Research Triangle Park:

• FROM CHAPEL HILL:
  Take I40 towards the Research Triangle Park. Exit in left direction onto Alexander Drive. Follow Alexander to NISS address.
• FROM DURHAM:
  Take 147 towards the Research Triangle Park. Exit right onto Alexander Drive. Follow Alexander to NISS address.
• FROM RALEIGH:
  Take I40 towards the Research Triangle Park. Exit right onto Alexander Drive. Follow Alexander to NISS address.

Past schedule of the TEW.