Econometrics and Statistics Colloquium

Spring 2006

April 7 (Friday)

Stochastic Frontier Models with Spatial Components
Alexandra M. Schmidt
Federal University of Rio de Janeiro
Note: room change - Harper Center Room 09

April 12

Market microstructure noise, integrated variance estimators, and the limitations of asymptotic approximations: a solution
Federico M. Bandi
The University of Chicago GSB

April 19

Optimal bandwidth selection in heteroschedasticity and auto-correlation robust testing
Yixiao Sun
University of California at San Diego

April 26

Cointegration versus spurious regression in heretogenous panels
Giovanni Urga
Cass Business School

May 3

Bayesian Component Selection in High-Dimensional Semiparametric Additive Models
Michael Smith
University of Sydney/Visiting Wharton

May 10

Moment Inequalities and Their Application
Jack Porter
University of Wisconsin at Madison

May 17

Measuring Aggregate Productivity Growth using Plant-level Data
Amil Petrin
The University of Chicago GSB