Spring 2004 |
Wednesday, 4:00–5:30 pm, 28 Hillhouse, Room B8 |
| February 11 |
Yoon-Jae
Whang, Korea University,"Consistent
Testing for Stochastic Dominance under General Sampling Schemes" |
| February 18 |
|
| February 25 |
Dietmar
Bauer, Vienna University of Technology, "State Space Representations for Rational Unit Root Processes"
(with Martin Wagner) |
March 1
Monday |
Christian
Bender, University of Konstanz, "Integration with Respect to a
Fractional Brownian Motion and the Fractional Black-Scholes Market," 2:30-4:00 |
| March 3 |
Alex
Maynard, University of Toronto, "Covariance-based Orthogonality Tests for Regressors with
Unknown Persistence with Application to Stock Return Predictability" (with
Katsumi Shimotsu) |
| March 10 & 17 |
Spring Break |
| March 24 |
|
| March 31 |
|
March 29
Monday |
Tony
Smith, Yale, TBA, 2:30-4:00 |
| April 7 |
|
| April 14 |
|
| April 21 |
Jack
Porter, Harvard University, TBA |
| April 28 |
Joseph
Altonji, Yale, "Using Selection on Observed Variables to Control for
Selection on Unobserved Variables" |
|
