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 Jeffrey Russell or phone at 773.834.0720.Winter Schedule
Thursdays 1:20 - 2:50 p.m.*Location HP
C05*(*Unless otherwise noted below)
Spring Quarter 2008
April 3, 2008
C. Alan Bester, Chicago GSB"Inference with Dependent Data Using Cluster
Covariance Estimators"
April 10, 2008
Frank Kleibergen, Brown University"Inference on subsets of parameters in
GMM without assuming identification"
April 17, 2008
Tomohiro Ando, Visiting Scholar GSB"A Direct Monte Carlo Approach for Bayesian Analysis
of the Seemingly Unrelated Regression Model" (paper) and
Supplements
April 24, 2008
Pengqin Gao, GSB PH.D. student"Firm Characteristics, Covariance Structure and Expected Return"
May 1 , 2008
Herman van Dijk, Erasmus University Rotterdam
“Possibly Ill-behaved Posteriors in Econometric Models:
On the Connection between Model Structures, Non-elliptical
Credible Sets and Neural Network Simulation Techniques"
May 8 , 2008
Andrew Patton, University of Oxford“Data-Based Ranking of Realised Volatility Estimators”
May 15 , 2008
Pietro Veronesi, Chicago GSB"Does the Federal Reserve have an information advantage?"
May 22 , 2008
Matthew Stephens, University of Chicago"Bayesian Imputation-based Association Mapping" (Abstract)
May 29 , 2008
Eric Zivot, University of Washington
TBA