Fall 2011

• September 29 (TEW): Jushan Bai (Columbia), "A contribution to dynamic panel data models with heterogeneity and possible unit roots".
• October 13 (TEW): Hiroaki Kaido (Boston University), TBA.
• October 20 (TEW): Xavier D'Haultfoeuille (CREST), "Nonparametric Identification Using Group Theory".
• October 27 (TEW): Tim Vogelsang (Michigan State), "Multivariate trend comparisons between autocorrelated climate series with general trend regressors".
• November 3 (TEW): Xun Tang (Penn), " Identification and Estimation of Discrete Bayesian Games with Multiple Equilibria Using Excluded Regressors".
• November 10 (TEW): Olivier Scaillet (Geneva), " Time-varying risk premium in large cross-sectional equity datasets".
• November 17 (NCSU regular workshop): Alex Belloni (Duke), "Model Selection and High-Dimensional Sparse Econometric Models". Paper #1 and paper #2.
• December 2 (NISS): 2011 Triangle Econometrics Conference.

Spring 2012

• February 9 (TEW): Viktor Todorov (Northwestern), "Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions"
• February 16 (NCSU regular workshop): Andrew Patton (Duke), TBA.
• February 23 (NCSU regular workshop): Aris Spanos (Virginia Tech), "Revisiting the Statistical Foundations of Panel Data Modeling".
• March 1 (NCSU regular workshop): Dobrislav Dobrev (Federal Reserve Board of Governors), TBA.
• March 8 (TEW): Xu Cheng (Penn), TBA.
• March 29 (NCSU regular workshop): Moto Shintani (Vanderbilt), TBA.
• April 5 (TEW): Kirill Evdokimov (Princeton), TBA.
• April 9 (NCSU regular workshop): Robert de Jong (Ohio State), TBA.
• April 12 (TEW): Someone (Somewhere), TBA.
• April 19 (TEW): Francis Vella (Georgetown), TBA.
• April 19 (NCSU regular workshop): Zhipeng Liao (UCLA), "Sieve Inference with Weakly Dependent Data".
• April 26 (TEW): Drew Creal (Chicago GSB), TBA.
• May 3 (TEW): Federico Bandi (Johns Hopkins), TBA.

The NCSU's regular workshop is taking place at North Carolina State University, in room 4210 of Nelson Hall, from 3:00pm to 4:15pm. Here's a map of the campus. Nelson Hall is on the top-left of the map.

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

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 econometrics workshop.