Fall 2012

• August 30 (TEW, hosted by Duke): Xiaohong Chen (Yale), "TBA".
• September 6 (TEW, hosted by Duke): Peter Christoffersen (Toronto), "Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?".
• September 13 (NCSU): Jakob Stoeber (Technische Universitat Munchen), "Vine Copulas - Basics and recent developments".
• September 20 (Duke): Adam McCloskey (Brown), "Bonferroni-Based Size-Correction for Nonstandard Testing Problems".
• October 5 (UNC): Chris Bennett (Vanderbilt), "Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance".
• October 18 (Duke): Dennis Kristensen (University College London), "TBA".
• November 15 (NCSU): Bin Chen (Rochester), "Testing for Fundamental Vector Moving Average Representations".
• November 29 (TEW, hosted by NCSU): Jeff Russell (Chicago Booth), "How Effective are Realized Effective Spreads?".
• December 7 (NISS): 2012 Triangle Econometrics Conference.

Spring 2013

• January 31 (TEW, hosted by UNC): Marcelo Moreira (Columbia), "Contributions to the Theory of Similar Tests".
• March 1 (UNC): Mohitosh Kejriwal (Purdue), "TBA".
• March 21 (TEW, hosted by NCSU): Allan Timmerman (UCSD), "Forecasting Stock Returns under Economic Constraints".
• March 28 (TEW, hosted by UNC): Wei Biao Wu (Chicago), "Simultaneous nonparametric inference of time series" and the slides.
• April 11 (Duke): Francesca Molinari (Cornell), "TBA".
• April 18 (TEW, hosted by NCSU): Vadim Marmer (UBC), "Efficient Inference in Econometric Models When Identification Can Be Weak".
• April 25 (Duke): Torben Andersen (Northwestern), "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.

Information and driving directions for the seminars at Duke.

Information and driving directions for the seminars at UNC.

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.