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Jan. 26 |
Ivan Fernadez-Val, MIT
"Estimation of Structural Parameters and Marginal Effects in
Binary Choice Panel Data Models with Fixed Effects" |
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Jan. 27 (Thu.) |
Christopher Hans, Duke University
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Feb. 2 |
Piotr Eliasz, Princeton University
"Optimal Median Unbiased Estimation of Coefficients on Highly Persistent Regressors"
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Feb. 7 (Mon.) |
Antje Berndt, Cornell (Time not yet available)
"Measuring Default Risk Premia
from Default Swap Rates and EDFs" |
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Feb. 9 |
Larry Marsh, University of Notre Dame
"The Bootstrap's Finite Sample Distribution: An Analytical Approach" |
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Feb. 16 |
Dani Gammerman,
Instituto de Matemática - UFRJ
"Dynamical Survival Models with Spatial Frailty"
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Feb. 23 |
Omar Aguilar, ING Investment Management
Bayesian Time Series Analysis of Stock Selection Strategies
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Mar. 2 |
Bjorn Eraker, Duke University
"The Performance of Model Based Option Trading
Strategies"
|
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Mar. 9 |
George Tiao, University of Chicago-GSB
"Trends in Atmospheric Ozone and Temperature:
A Statistician's Report" |
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Mar. 16 |
Eric Jacquier, HEC Montreal
"Compounded estimation errors in long-term expected returns: more bad news for the equity premium" |