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 Rob McCulloch or contact him by phone at 773.702.7315.

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

January 16

(Please Note Different Day/Time - Tuesday, 3:30-4:50 p.m., HPC06)
High-Dimensional Sparse Factor Modelling: Applications in Gene Expression Genomics
Carlos Carvalho
Duke University

January 18

Variance Risk Premium Dynamics
Viktor Todorov
Duke University

January 25

Structural Estimation of High-Dimensional Factor Models
Uncovering the Effect of Global Factors on the US Economy
Matthew Harding
MIT

January 29

(Please Note Different Day/Time - Monday, 1:20-2:50 p.m., HPC05)
Capturing Volatility from Large Price Moves: Generalized Range Theory and Applications
Dobrislav Dobrev
Northwestern

February 8

K-Means Clustering: A Novel Probabilistic Formulation with some Applications
Dipak Dey
University of Connecticut

February 15

Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era
Charles Whiteman
University of Iowa

February 22

Cosmic Calibration: Constraints from the Matter Power Spectrum and the Cosmic Microwave Background
Dave Higdon
Los Alamos National Laboratory