Econometrics Seminar; Spring 2008

Time: Friday from 4:00 to 5:30PM

Room: SSW 315

BU Econometrics Seminar – Spring 2008

February 29: Marine Carrasco (Universite de Montreal): "A Regularization Approach to the Many Instruments Problem".

March 7: Hong Li (Brandeis): "Measuring the Impact of Asset Price Booms Using Quantile Vector Autoregressions".

March 14: Spring Break.

March 18: Jesus Fernadez-Villaverde (Duke): "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences.

March 21: Adonis Yatchew (University of Toronto): "Data on Derivatives, the Curse of Dimensionality and Estimation of Cost Functions (based on these two papers: paper-1, paper-2) .

March 28: TBA.

April 4: Tatsushi Oka (BU): "Testing for Common Breaks in a Multiple Equations System".

April 11: Yang Lu (BU): "Estimating Random Level Shifts Models with Applications to Stock Returns Volatility".

April 18: Olivier Scaillet (Universite de Geneve): "Nonparametric Instrumental Variable Estimation of Quantile Structural Effects".

April 25:  Yixiao Sun (UCSD): "Optimal Bandwidth Choice for Interval Estimation in GMM Regression".

May 2: Victor Chernozhukov (MIT): "Inference on Counterfactual Distributions".