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 Federico Bandi or contact him by phone at 773.834.4352.

Spring Schedule: Thursdays 1:20 - 2:50 p.m.*
Location: HP C05*
(*Unless otherwise noted below)

April 5

Topic: Simulation Based Tests for Diffusion Processes
Paper: Model Selection Type Predictive Density Accuracy Tests for Diffusion Processes
Paper: A Simulation Based Specification Test for Diffusion Processes
Norman Swanson
Rutgers University

April 12

TBA

April 19

Testing Distributional Assumptions: A GMM Approach

Nour Meddahi
Imperial College, London

April 26

Quantile Autoregression, Copula, and Nonlinear Time Series Dynamics
Zhijie Xiao
Boston College

May 3

Model Selection Problems for State Space and Other Latent Variable Models

Sylvia Fruehwirth-Schnatter
Johannes Kepler Universität

May 10

Matching and network effects

Marcel Fafchamps
Oxford

May 17

TBA

May 24

Forward Looking Betas
Peter Christoffersen
McGill University

May 31

Instrumental Variable Treatment of Nonclassical Measurement Error Models

Susanne Schennach
University of Chicago