Econometrics and Statistics Colloquium
Paper and titles will be posted on this page when they become available. If you have any questions about the schedule, please email Nick Polson or phone at 773.702.9298.Winter Schedule
Thursdays 1:20 - 2:50 p.m.*Location HP
C05*(*Unless otherwise noted below)
Winter Quarter 2008
January 9, 2008
Jungmo Yoon, Illinois"Bayesian Conditional Density Estimation"
January 16, 2008
Jose Gonzalo Rangel, New York University-Stern"The Factor-Spline-GARCH Model for High and Low Frequency Correlations"
January 17, 2008
Matt Taddy, UC-Santa Cruz"A Nonparametric Model-based Approach to Inference for Quantile Regression"
January 23, 2008 *10:00-11:30 in HC C10*
Denis Nekipolov, Duke"Entry Deterrence and Learning Prevention on eBay"
January 24, 2008
Yosef Bonaparte, Texas-Austin"Estimating the Elasticity of Intertemporal Substitution with Household-Specific Portfolios"
January 31, 2008
Steven Scott, Harvard"A Nested Hidden Markov Model for Internet Browsing Behavior"
February 6, 2008 *10:00-11:30 in HC C10*
Bruno Feunou, Montreal"Generalized Affine Models"
February 7, 2008
Ivan Canay, Wisconsin"EL Inference for Partially Identifed Models: Large Deviations
Optimality and Bootstrap Validity"
February 14, 2008
Bill McCausland, University of Montreal "The Ghost in the Machine:
Inferring Machine-Based Strategies from Observed
Behavior"
February 20, 2008 *10:00-11:30 in HC C10*
Julio Cacho-Diaz, Princeton
"Identifcation and Inference of Jumps Using
Hedge Fund
Returns"
February 21, 2008
Michael Johannes, Columbia
"Shocks and Volatilities: Underlying Understanding the Dynamics
of Common Asset Pricing Factors"
February 28, 2008
John C. Liechty, Penn State"Approaches to Heterogeneity"
March 13, 2008
Jim Berger, Duke"Model Selection in Large Model Spaces" (Abstract)
Past Workshops
Autumn 2007
Spring 2007
Winter 2007
Autumn 2006