Spring 2009

• January 23 (UNC-NCSU Econometrics Workshop @UNC): Fangfang Wang (UNC), "Approximations of Risk Neutral Measures and Derivatives Pricing".
• February 6 (UNC-NCSU Econometrics Workshop @NCSU, Nelson Hall 4210 at 1:15pm): Gunce Eryuruk (NCSU), "Asymptotic Properties of Empirical Likelihood Estimator in Dynamic Panel Data Models".
• February 20 (UNC-NCSU Econometrics Workshop @UNC): Bertille Antoine (Simon Fraser University), "Portfolio Selection with Estimation Risk: A Test Based Approach".
• March 5 (Triangle Econometrics Workshop: Frank Schorfheide (University of Pennsylvania), "Bayesian and Frequentist Inference in Partially Identified Models".
• March 13 (UNC-NCSU Econometrics Workshop @UNC): Prosper Dovonon (Barclays Wealth, London), "Large Sample Properties of the Three-Step Euclidean Likelihood Estimators Under Model Misspecification".
• April 3 (UNC-NCSU Econometrics Workshop @NCSU, Nelson Hall 4210, 1:15pm to 2:15pm): Saraswata Chaudhuri (UNC), "A new method of projection-based inference in GMM with weakly identified nuisance parameters".

Fall 2008

• August 29 (UNC-NCSU Econometrics Workshop @UNC): Mehmet Caner (NCSU), "The validity of instruments revisited".
• September 18 (Triangle Econometrics Workshop): Yanqin Fan (Vanderbilt), "Confidence Sets for Distributions of Treatment Effects With Covariates".
• September 25 (NCSU regular workshop): Oleksandr Movchan (NCSU), "Measuring non-stationary cycles: a time-deformation approach".
• October 9 (Triangle Econometrics Workshop): Bas Werker (Tilburg), "A Simple Semiparametrically Efficient Rank-Based Unit Root Test".
• October 10 (UNC-NCSU Econometrics Workshop @UNC): This van der Heijden (Tillburg), "A Structural Autoregressive Conditional Duration Model".
• October 30 (Triangle Econometrics Workshop): Keith Knight (Toronto), "Asymptotics of the regression quantile basic solution with applications".
• November 7 (UNC-NCSU Econometrics Workshop @NCSU): Jonathan Hill (UNC), "Robust GMM and QML estimation for heavy-tailed GARCH processes".
• November 13 (Triangle Econometrics Workshop): Michael Jansson (Berkeley), "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives".
• November 21 (UNC-NCSU Econometrics Workshop @UNC): Atsushi Inoue (NCSU), "Testing for Weak Identification in Possibly Nonlinear Models".
• December 5: 2008 Triangle Econometrics Conference. The keynote speaker will be Per Mykland (Chicago).