Econometrics Workshop
From Econ
The Econometrics Workshops will meet on Mondays at 3:30pm in McNeil 309. You can use this page to schedule a meeting with visitors who present at the Econometrics Workshop. The upcoming visitors are:
- 9/21/09 Oliver Linton (London School of Economics), "Nonparametric Estimation of a Polarization Measure" (joint with Gordon Anderson & Yoon-Jae Whang)
- 9/28/09 Nese Yildiz (University of Rochester), "Inference Paramatric and Nonparametric Partially Identified Models"
- 10/5/09 Frank Schorfheide (University of Pennsylvania), "Inference for VARs Identified with Sign Restrictions" (joint with Eleonora Granziera, Mihye Lee and Hyungsik Roger Moon)
- 10/12/09 Jaap Abbring (Tilburg University), "Mixed Hitting- Time Models"
- 10/26/09 Cristina Fuentes-Albero (University of Pennsylvania), TBA
- 11/2/09 Maxym Kryshko (University of Pennsylvania), TBA
- 11/9/09 Jian Hua (University of Pennsylvania), "Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach"
- 11/16/09 Jean-Marc Robin (Universite de Paris 1 / University College London) (joint with Empirical Micro), TBA
- 11/23/09 Rafaella Giacomnini (University College London), TBA
- 11/30/09 Jianqing Fan (Princeton University), "Testing and Detecting Jumps Based on a Discretely Observed Process"
- 12/7/09 Marcelo Moreira (Columbia University), TBA
- 12/14/09 Arthur Lewbel (Boston College), TBA
Information about other workshops is on the Main Page.
