Econometrics Seminar; Fall 2008
Time: Friday from 4:00 to 5:30PM
Room: SSW 315
September 10 (special time): Sokbae 'Simon' Lee (UCL): “"Intersection Bounds: Estimation and Inference" (joint with Victor Chernozhukov and Adam Rosen).
September 19: Pierre Perron (BU): "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors" (joint with Yohei Yamamoto).
September 26: No seminar
October 3: Jeroen Rombouts (Universite de Montreal): “Bayesian option pricing using mixed normal heteroskedasticity models”.
October 10: Yohei Yamamoto (BU): "Bootstrap Inference for Impulse Response Functions of Factor-Augmented Vector Autoregressions".
October 17: Zhongjun Qu (BU): "A Test Against Spurious Long Memory".
October 24: Peter Robinson (LSE): "Multiple Local Whittle Estimation in Stationary Systems".
October 31: Francesca Molinari (Cornell): "Sharp Identification Regions in Games" (Joint with Arie Beresteanu and Ilya Molchanov).
November 7: Jesus Carro (U. Carlos III, Madrid): "Dynamic binary outcome models with maximal heterogeneity".
November 14: Shin Ikeda (BU): "Two Scale Realized Kernels".
November 21: Dennis Kristensen (Columbia): "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood".
November 28: No seminar (Thanksgiving break).
December 5: Lola Gadea (University of Zaragoza): "Aggregation is Not the Solution: the PPP Puzzle Strikes Back".
December 12: Yingyao Hu (Johns Hopkins): "Nonparametric Identification of Dynamic Models with Unobserved State Variables".
December 15 (2:00-3:30PM): Raffaella Giacomini (UCL): "Model Selection and Forecast Comparison in Unstable Environments".