Econometrics and Statistics Colloquium

Fall 2006

October 12

Dynamic Matrix-Variate Graphical Models
Carlos Carvalho
Duke University

October 18

(Please Note Different Day/Time - Wednesday, noon - 1:15 p.m. in C09)
Forecasting Africa’s Median Growth: A Marshallian Macroeconomic Model disaggregated by sectors and by countries
Jacques Kimbabe
University of Pretoria

October 26

Applications of Realized Variation Measures for Assessing Term Structure Models and Option Implied Volatility Forecasts

Torben Andersen
Northwestern University

November 2

TBA

November 9 (joint w/Econ Dept)

Disentangling the Effects of Heterogeneous Beliefs and Preferences on Asset Prices
Eric Renault
North Carolina

November 15

(Please Note Different Day/Time - Wednesday, 3:10 - 4:30 p.m.)
A Method Toward Common Traits and Beyond
Shaw-hwa Lo
Columbia

November 16 (joint w/Econ Dept)

Adaptive Design of Multiple Stage Experiments Using the Propensity Score

Jinyong Hahn
UCLA

November 29 (joint w/Econ Dept)

(Please Note Different Day/Time - Wednesday, 3:10 - 5 p.m. in Rosenwald 301)
TBA

Marc Henry
Columbia

November 30

t-statistic Based Correlation and Heterogeneity Robust Inference

Ulrich Mueller
Princeton

December 6 (joint w/Econ Dept)

(Please Note Different Day/Time - Wednesday, 3:10 - 5 p.m. in Rosenwald 301)
TBD
Dan Ackerberg
UCLA