Econometrics and Statistics Workshop - Spring 2005
We meet on Wednesday, 3:10 pm to 4:40 pm, in 3B
Please get in touch with either Federico Bandi or Jeff Russell if
you have any questions.
March 30 - No meeting
April 6 - Joon Park (Rice University)
The spatial Analysis of Time Series
April 13 - Chen Yang (University of
Chicago, GSB) and Jie Bai (University of Chicago, GSB)
April 20 - Eric Zivot (University of
Washington)
The Dynamics of Price Discovery
April 27 - No meeting
May 04 - No meeting
May 11 - TBA
May 18 - Ross Valkanov (UCLA)
Parametric Portfolio Policies: Exploiting Characteristics
in the Cross Section of Equity Returns
(joint with Pedro Santa-Clara and Michael Brandt)
May 25 - No meeting
June 01 - Lars P. Hansen (University
of Chicago)