Econometrics and Statistics Colloquium

University of Chicago, GSB
Fall 2005

Location: HP C05
Day/Time: Wednesdays, 3:10 - 4:30 p.m.

Papers and titles will be posted on this web page when they become available.

1

Sept. 28

Shang Chang Chiou, GSB
Multivariate continuous time models through copula

2

Oct. 5

Whitney Newey, MIT
GMM estimation with many weak moment conditions
3

Oct. 12

OPEN
4

Oct. 19

Lung Fei Lee, Ohio State
Classical inference with ML and GMM estimates with various rates of convergence
Pooling Estimates with Different Rates of Convergence
5

Oct. 26

Serena Ng, Michigan
Confidence Intervals for Diffusion Index Forecasts and Inference for
Factor-Augmented Regressions
6

Nov. 2

Noel Cressie, Ohio State
Spatial Prediction on a River Network

7

Nov. 9

Lance Lochner, Western Ontario
The Impact of Family Income on Child Achievement
8

Nov. 16

Andres Christen, CIMAT
Bayesian Sequential Analysis: Implementing Backward Induction
9

Nov. 23

OPEN
10

Nov. 30

Benoit Perron, Universite de Montreal
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors

11

Dec. 7


 

Dec. 14

CANCELLED

Last updated: 12/13/05
By: Jennifer Williams