Econometrics Seminar; Spring 2009

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

Room: SSW 315

BU Econometrics Seminar – Spring 2009

February 27: Sungjun Chun (BU): "Are International Equity Market Returns Predictable?".

March 6: Ivan Fernandez-Val (BU): "Identification and Estimation of Marginal Effects in Nonlinear Panel Data Model".

March 13: Spring Break.

March 20: Ivana Komunjer (USCD): "On the Nonparametric Identification of Multiple Choice Models".

March 27: Taisuke Otsu (Yale): "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions".

April 3: Tatsushi Oka (BU): "Estimating Structural Change in Regression Quantiles".

April 10: Chris Hansen (Chicago GSB): "Fixed-b Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators".

April 17: Michael Janson (Berkeley): "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives". NOTE: From 11AM to 12:30PM in CAS 331.

April 24: Adam McCloskey (BU): "Semiparametric Testing for Changes in Memory of Otherwise Stationary Time Series".

May 1:  Jinyoung Hahn (UCLA): "Conditional Moment Restrictions and Triangular Simultaneous Equations".

May 8: Silvia Goncalves (U. de Montreal): "The Moving Block Bootstrap for Panel Linear Regression Models with Individual Fixed Effects".