| 2011 |
|
| January 24 |
Professor Peter Robinson, London School of
Economics, "Nonparametric Trending Regression
with Cross-Sectional Dependence" |
| March 21 |
Eduardo
Souza Rodrigues (Yale), "Nonparametric Estimation of a Generalized Regression Model
with Group Effects" |
| March 28 |
Jihyung Lee
(Yale), "Mildly Explosive Autoregression under Conditional Heteroskedasticity" |
| April 4 |
Byoung Park
(Yale), "Nonparametric Identification of Roy Model" and
James Wolter (Yale), "Kernel Estimation of Hazard Models with Dependent
and Common Covariate Processes" |
| April 11 |
Thierry
Magnac (Toulouse), "Set Identified
Linear Models" (with Christian Bontemps, Eric
Maurin) |
| April 18 |
Yoon-Jae
Whang (Seoul National University), "Testing
Functional Inequalities" (with Sokbae Lee, Kyungchul Song) |
| April 25 |
Eric Becker
(Yale), "Estimation in Multinomial Outcomes Models" and
Zhentao Shi (Yale), "Estimation of High Dimensional Simultaneous
Equation System" |
| May 2 |
Laurent
Cavalier (Universit´e Aix-Marseille 1), "Inverse Problems in Statistics" |
| May 9 |
James Duffy
(Yale), "Sieve Estimation of Nonlinear Cointegrating Regressions" and
Sukjin Han (Yale), "Nonparametric Identification and Estimation of
Triangular Simultaneous Equations Models with Weak Instruments" |
| September 12 |
Han Hong, Stanford University, "The Econometrics of Dynamic Games" |
| September 19 |
Eric Becker, Yale University, PhD student,
"Towards Improving Predictions for Demand Side Reactions to Market Changes: A
Flexible Framework for Estimation in Multinomial Choice" |
| September 26 |
Jean-Michel Loubes, University of Toulouse,
"Testing Inverse Problems: A Direct or an Indirect
Problem?" and Non Asymptotic Minimax Rates of
Testing in Signal Detection with Heterogeneous Variances |
| October 3 |
Sukjin Han, Yale University, PhD student,
"Identification and Estimation in Nonparametric Triangular Simultaneous Equations
Models with Weak Instruments" |
| October 10 |
James Wolter, Yale University, PhD student,
"Estimation of Hazard Models with Dependence Across Observations" |
| October 24 |
Byoung Gun Park, Yale University, PhD
student, "Nonparametric Identification of the Roy Model" |
| October 31 |
James Duffy, Yale University, PhD student |
| November 28 |
Jihyung Lee, Yale University, PhD student, Yale PhD
student, "Predictive Regressions in the Vicinity of Unity and Robust
Long-Horizon Regressions" |
| December 5 |
David Childers, 'Estimating Macroeconomic
Determinants of Firm Financing Costs' and
Dongkyu Chang - Yale University, PhD students |
| 2010 |
|
| February 15 |
Lorenzo Camponovo, University of Lugano,
visiting Yale, "Robust Resampling Methods for
Time Series" |
| February 22 |
Sylvain Chabé-Ferret, Cemagref, visiting
Yale, "To Control or Not to Control? Bias of
Simple Matching vs Difference-in-Difference Matching in a Dynamic Framework" |
| March 1 |
Thomas Leirvik, University of Lugano,
visiting Yale, "Stochastic Volatility, Event Risk
and Transaction Costs" |
| March 22 |
Yoosoon Chang, Indiana University, visiting
Yalem "A Reexamination of Fama-French Regressions
Using High Frequency Panels" |
| March 29 |
Yazhen Wang, University of
Wisconsin-Madison, "Modeling and Analyzing High-Frequency Financial Data" |
| April 5 |
Zhipeng Liao, Yale University,
"Adaptive GMM Shrinkage Estimation with Consistent Moment Selection" |
| April 12 |
Eric Becker, Yale University, "A Model
of Multinomial Outcomes With Multiple Confounding Unobservables" |
| April 19 |
Ji Hyung Lee, Yale University, "Stock
Market Puzzles and Price Bubbles" |
| April 26 |
Alex Torgovitsky, Yale University,
"Identification of Nonparametric Quantile Regressions with Endogeneity" |
| May 3 |
James Wolter, Yale University,
"Estimating Structural Breaks in Levy Processes and Approximating
Ito-Semimartingales" |
| May 10 |
Irene Botosaru, Yale University,
"Identification and Sieve Estimation of a Non-Proportional Hazard Model" |
| September 6 |
Peter Phillips, Yale University,
"Econometric Beginnings, Endings and Surprises" |
| September 13 |
Irene Botosaru, Yale University,
"Duration Models with Dynamic Unobserved Heterogeneity: Identification and
Estimation" |
| September 20 |
Zhipeng Liao, Yale University,
"Adaptive GMM Shrinkage Estimation with Consistent Moment Selection" |
| September 27 |
Offer Lieberman, Haifa University, visiting
Yale, "A Similarity-Based Approach to
Time-Varying Coefficient Nonstationary Autoregression" |
| October 4 |
Alex Torgovitsky, Yale University,
"Identification and Estimation of Nonparametric Quantile Regressions with
Endogeneity" |
| October 11 |
Scott Murdock, Yale University, "Exponential Tilting and Subsample Based Inference for
Weakly Dependent Data" |
| October 18 |
Jihyung Lee, Yale University, "Asset
Pricing with Financial Bubble Risk" |
| October 25 |
Eric Becker, Yale University, "A
Nonparametric Estimator for Multinomial Choice" |
| November 1 |
James Wolter, Yale University, "Regime
Changing Levy Processes: Specification and Estimation of Financial Crisis Dynamics in
Continuous Time" |
| November 8 |
Sukjin Han, Yale University,
"Nonparametric Estimation of Triangular Simultaneous Equations Model in the Presence
of Weak Instruments" |
| November 15 |
Eduardo Souza-Rodrigues, Yale University,
"Nonparametric Estimation of a Generalized Regression Model with Group Effects" |
| November 29 |
Zhentao Shi, Yale University,
"High-Dimensional Problem in Networks" and
James Duffy, Yale University, "Sieve Estimation of Nonlinear Cointegrating
Regressions" |
| December 6 |
Byoung Park, Yale University,
"Nonparametric Identification and Estimation of Generalized Roy Model" |
| 2009 |
|
| March 2 |
Kirill Evadokimov, Yale |
| March 23 |
Xiaoxia Shi, Yale |
| March 30 |
Eric Becker, Yale & Zhipeng Liao, Yale |
| April 13 |
Irene Botosaru, Yale |
| April 20 |
Chunrong Ai, University of Florida, "A Root-N Consistent Estimation of Regression
Discontinuity Models" |
| April 27 |
Alex Torgovitsky, Yale & Sukjin Han,
Yale |
| May 4 |
James Wolter, Yale & Eduardo Souza
Rodrigues, Yale |
| September 7 |
Peter C. B. Phillips, Yale University,
"Econometric Beginnings and Endings" |
| September 14 |
Eric Becker, Yale University,
"Semiparametric Estimation in Modelsof Multinominal Choice" |
| September 21 |
Ioannis Kasparis, University of Cyprus,
"Ten Years of Non-Linear Models with Integrated Time Series" |
| September 28 |
Xiaoxia Shi, Yale University, "Model
Selection Tests: Asymptotic Size of the Classical Vuong test and Vuong-type test for
Moment Inequality Models" |
| October 5 |
Kirill Evdokimov, Yale University,
"Identification & Estimation of a Nonparametric Panel Data Model with Unobserved
Heterogeneity" |
| October 12 |
Tassos Magdalinos, University of
Nottingham, "Mildly Explosive Processes & Cointegrated Systems" |
| October 19 |
Vladimir Spokoiny, Yale University,
"Modern Nonparametric Statistics" |
| October 26 |
Vladimir Spokoiny, Yale University,
"Modern Nonparametric Statistics" |
| November 9 |
Irene Botosaru, Yale University,
"Identification in a Stochastic Survival Model" |
| November 16 |
Jihyung Lee, Yale University, "Stock
Market Puzzles and Price Bubbles" |
| November 23 |
Kirill Evdokimov, Yale University,
Identifcaiton and Estimation of a Nonparametric Panel Data Model with Unobserved
Heterogeneity" |
| November 30 |
Sukjin Han, Yale University |
| December 7 |
Alex Torgovitsky, Yale University,
"Identification in Nonparametric Quantile IV Modes" |
| 2008 |
|
| February 25 |
Igor Kheifets, Universidad Carlos III de
Madrid, visiting Yale, "Specification
Tests for Nonlinear Time Series Models" |
| April 7 |
Xiaoxia Shi, Yale, "Inference on
Models Defined by Conditional Moment Restrictions" |
| April 14 |
Andrew Chesher, UCL, visiting Cowles,
"Lectures on Identification
— Lecture 1: Identification: Principles and Practice" |
| April 21 |
Andrew Chesher, UCL, visiting
Cowles, "Lectures on
Identification — Lecture 3: Identification under Discrete Variation" |
| April 28 |
Irene Botosaru, Yale, "Duration Models
with Stochastic Unobserved Heterogeneity"
Xu Cheng, Yale, "Semiparametric Cointegrating Rank Selection" |
| May 5 |
Alice Klynge, Yale,"The Returns to
Literacy, Creativity, and Other Competencies" and
Sunyoung Park, Yale, "Nonparametric Identification" |
| May 12 |
Xu Cheng, Yale, "Inference in
Nonlinear Regression" and
Kirill Evdokimov, Yale |
| September 8 |
Organizational Meeting |
| September 15 |
Yukitoshi Matsushita, University of Tokyo
and Cowles Visitor, "t-Tests in a Structural Equation with Many Instruments" |
| September 22 |
Quang Vuong, Penn State "Nonparametric
Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions"
(with I. Perrigne and E. Guerre) |
| September 29 |
Kirill Evdokimov, Yale University
"Identification and Estimation of a Nonparametric Panel Data Model with Unobserved
Heterogeneity" and
Xiaoxia Shi, Yale University, "Inference for Parameters Defined by Conditional Moment
Inequalities" |
| October 6 |
Ilze Kalnina (LSE and Cowles Visitor)
"Subsampling High Frequency Data" |
| October 13 |
Demian Pouzo (NYU) "Ramsey Taxation
with Endogenous Defaults under Incomplete Markets" |
| October 20 |
Eric Becker, Yale University,
"Multinomial Choice Logit with Random Coefficients: Identification and Estimation
Using Deconvolution" and
Zhipeng Liao, Yale University, "Uniform Convergence Rate and Pointwise Normality in
Linear Sieve M-estimation" |
| October 27 |
Irene Botosaru, Yale University,
"Identification in Mixed Proportional Hazard Models with Stochastic
Heterogeneity" and Eduardo Souza Rodrigues (Yale University), "Semiparametric
Identification of Stopping-Time Games" |
| November 3 |
Ilze Kalnina, LSE and Cowles Visitor,
"Subsampling High Frequency Data" |
| November 10 |
Alice Klynge, Yale University, "The Returns of Literacy, Creativity, and
Other Abilities" |
| December 1 |
CANCELLED: Scott Murdock, Yale
University, "Fixed-b Asymptotics for Empirical Likelihood with Weakly Dependent
Data" |
| December 8 |
Alex Torgovitsky, Yale University, "A
Sieve-Based Nonparametric Density Estimator" and
James Wolter, Yale University, "Estimating Levy Processes with High Frequency
Data" |
| 2007 |
|
| April 2 |
Debopam Bhattacharya, Dartmouth College,
Visiting the Cowles Foundation, "Nonparametric Inference on Optimal Healthcare
Expenditure: Evidence from Medicare" |
| April 16 |
Tong Li, Vanderbilt University, "Simulation Based Selection of Competing
Structural Econometric Models" |
| April 23 |
Scott Murdock, Yale University,
"Frequency Domain Empirical Likelihood for Dependent Processes" |
| September 10 |
Organizational Meeting |
| September 17 |
Continued General Discussion of Research in
Econometrics |
| September 24 |
Ilze Kalnina, London School of Economics,
Visiting the Cowles Foundation, "Inference About
Realised Volatility Using Infill Subsampling" |
| October 1 |
Huaming Peng, Yale University |
| November 12 |
Xu Cheng |
| November 26 |
Kirill Evdokimov |
| December 3 |
Sun-Young Park & Kirill Evdokimov |
| December 6 |
Xiaoxia Shi |
| 2006 |
|
| January 30 |
Marcelo Moreira, Harvard University,
Visiting the Cowles Foundation, "Heteroskedasticity-Autocorrelation Robust Invariant
Similar Tests for Instrumental Variables Regression" (with Don Andrews and Jim Stock) |
| March 20 |
Huaming Peng, Yale University,
"Determining the Number of Factors from Posterior Information" |
| March 27 |
Brendan Beare, Yale University,
"Copulas and Temporal Dependence" |
| April 3 |
Xiaohong Chen, New York University,
"Large Sample Sieve Estimation of Semi-Nonparametric Models" |
| April 10 |
Seik Kim, Yale University, "Estimation
of a Rotating Panel Data Model" |
| April 17 |
Keli Xu, Yale University, "Re-weighted
Nadaraya-Watson Estimation of Scalar Diffusion Models" |
| April 24 |
Gustavo Soares, Yale University,
"Parameter Inference for Partially Identified Models with Moment Inequalities" |
| September 11 |
Peter C.B. Phillips, Yale University,
"Starting Research in Econometrics" |
| September 18 |
Keli Xu, Yale University, "Empirical
Likelihood Based Inference of Nonlinear Diffusions" |
| September 25 |
Huaming Peng, Yale University, "Model
Selection in Factor Model Using Posterior Information" |
| October 2 |
Jean-Pierre Florens, University of
Toulouse, (Visiting the Cowles Foundation), "Inverse Problems in Econometrics 1:
Regularization of Ill-Posed Inverse Problems" |
| October 9 |
Brendan Beare, Yale University,
"Copulas and Temporal Dependence" |
| October 16 |
Jean-Pierre Florens, University of
Toulouse, (Visiting the Cowles Foundation), "Inverse Problems in Econometrics 3:
Instrumental Variables and Extensions" |
| October 23 |
Seik Kim, Yale University, "Economic
Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel
Analysis" |
| November 6 |
Seik Kim, Yale University, "Economic
Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel
Analysis" |
| November 13 |
Huaming Peng, Yale University,
""Model Selection in Factor Model Using Posterior Information" |
| December 4 |
Scott Murdock, Yale University,
"TBA" |
| 2005 |
|
| February 28 |
Gautam Tripathi, University of Connecticut,
"Optimally Combining Censored and
Uncensored Datasets" (with P. Devereux) |
| March 21 |
Werner Ploberger, University of Rochester
and Yale University, "Optimal
Tests for Markov Switching" (with M. Carrasco and L. Hu) |
| March 28 |
Yoonseok Lee, Yale University,
"Misspecified Large Dynamic Panel Models with Individual Effects" |
| April 4 |
Huaming Peng, Yale University, "Model
Selection in Factor Models with Group Effects" |
| April 11 |
Roger Koenker, UIUC, "Density
Estimation by Total Variation Regularization" |
| April 18 |
Tiemen Woutersen, Johns Hopkins University,
"A Semi-Parametric Duration
Model with Heterogeneity and Time-Varying Regressors" (with J. Hausman) |
| April 25 |
Geert Ridder, USC, "Mean-Squared-Error Calculations for Average
Treatment Effects" (with G. Imbens and W. Newey) |
| September 5 |
Peter C.B. Phillips, Yale University,
"Starting Research in Econometrics" |
| September 12 |
Brendan Beare, Yale University,
"Robustifying Unit Root Tests to Permanent Changes to Innovation Variance" |
| September 19 |
Yoonseok Lee, Yale University,
"Nonparametric Estimation of Dynamic Panel Models with Fixed Effects" |
| September 26 |
Joanna Haddock, Yale University, "Long
Term Forecasting Using End of Sample Testing" |
| October 10 |
Huaming Peng, Yale University, "Model
Selection in Factor Models of Grouped Structure" |
| October 17 |
Xiaotong (Vivian) Wang, Yale University
(SOM), "Earnings Management, Asset Return and Return Volatility" |
| October 24 |
Keli Xu, Yale University, "Adaptive
Estimation and Bootstrap Inference of Autoregressions Under Nonstationary Volatility" |
| November 7 |
Gustavo Soares, Yale University,
"Inference with Inequality Moment Constraints" |
| November 14 |
P. Jeganathan, Indian Statistical
Institute, "Some Asymptotics for Nonlinear Time Series Models" |
| November 28 |
Xiaotong (Vivian) Wang, Yale University
(SOM), "Stock Return Dynamics Under Earnings Management" and
Yoonseok Lee, Yale University, "Nonparametric Estimation of Dynamic Panel Models with
Fixed Effects" |
| 2004 |
|
| September 6 |
Peter Phillips, Yale University,
"Starting Research in Econometrics" |
| September 13 |
Erik Hjalmarsson, Yale University,
"Predicting Global Stock-Returns with New Methods for Pooled and Long-Run Forecasting
Regressions" |
| September 20 |
Vadim Marmer, Yale University,
"Nonlinearity, Nonstationarity and Spurious Forecasts" |
| September 27 |
Ryo Okui, Yale University and University of
Pennsylvania, "Shrinkage Methods for Instrumental
Variable Estimation" |
| October 4 |
Manuel Arellano, CEMFI, "Robust Likelihood Estimation of Dynamic
Panel Data Models" |
| October 5 |
Manuel Arellano, CEMFI, "Modelling Optimal Instrumental Variables
for Dynamic Panel Data Models" |
| October 11 |
Rustam Ibragimov, Yale University, "On
the Robustness of Economic Models to Heavy-Tailedness Assumptions" |
| October 18 |
Kevin Song, Yale University, "Testing
Semiparametric Conditional Moment Restrictions via Conditional Martingale Transforms" |
| October 25 |
Oliver Linton, London School of Economics,
"Efficient Estimation in a Nonparametric Regression
with Autocorrelated Errors" (with Enno Mammen) |
| November 8 |
Brendan Beare, Yale University, "A
Heteroskedasticity-Robust Unit Root Test" |
| November 12 |
P. Jeganathan, Indian Statistical
Institute, "Limit Theorems for Nonlinear Functionals of Sums of Linear
Processes" |
| November 15 |
Huaming Peng, Yale University, "Model
Selection in Small Factor Models" |
| December 6 |
Seik Kim and Joanna Haddock, Yale
University, TBA |
| January 12 |
Sainan Jin |
| March 1 |
Christian Bender, University
of Kostanz, "Integration with Respect to a Fractional Brownian Motion and the
Fractional Black-Scholes Market" Joint with Econometrics Research
Seminar |
| March 29 |
Tony Smith, Yale University, "Generalized Indirect Inference for Discrete
Choice Models" (with Michael Keane) Joint with Econometrics
Research Seminar |
| 2003 |
|
| September 8 |
Peter Phillips, Yale University,
"Starting Research in Econometrics" |
| September 15 |
Luke Hong, Yale University, "Testing
Linearity in Cointegrating Relations" |
| September 22 |
Offer Lieberman, Technion-Israel Institute
of Technology, "On Plug-In Estimation of
Long Memory Models" |
| October 13 |
Vadim Marmer, Yale University, "The
Log Periodogram Regression for Integrable Functions of Integrated Time Series" |
| October 20 |
Rustam Ibragimov, Yale University |
| October 27 |
Jordan Milev, Yale University, "Search for a Structural Specification of the Earning-Returns
Relation" |
| November 3 |
Kevin Song, Yale University, "Large
Panel Models with Fixed Heterogeneous Parameters" |
| November 10 |
Jiti Gao, The University of Western
Australia, "Model Specification Testing in
Nonparametric and Semiparametric Time Series Econometric Models" |
| December 1 |
Yoonseok Lee, Yale University |
| December 8 |
Sainan Jin, Yale University, "Discrete
Choice Modeling with Nonstationary Panels" |
| February 10 |
Kevin Song |
| March 24 |
Erik Hjalmarsson |
| March 31 |
Andrea Frazzini
Rustam Ibragimov |
| April 7 |
Sainan Jin |
| April 14 |
Katsumi Shimotsu |
| April 21 |
Patrik Guggenberger
Jong Kim |
| 2002 |
|
| January 14 |
Peter Phillips, Yale University,
"Landmarks in Econometrics" |
| February 11 |
Oliver Linton, London School of Economics,
"Estimating Semiparametric ARCH(inf) Models by Kernel Smoothing Methods" |
| February 18 |
George Korniotis, Yale University |
| February 25 |
Morten Nielsen, Aarhus University, Denmark,
"Optimal Residual Based Tests for Fractional Cointegration" |
| March 4 |
Jong Kim, Patrik Guggenberger, Yale
University, "Dynamic Combination of GARCH Models" |
| March 25 |
Borja Gracia, Jordan Milev, Yale University |
| April 1 |
Luke Hong, Sainan Jin, Yale University |
| April 10 |
Keith Knight, University of Toronto,
"Asymptotics for Argmin Estimators" |
| April 15 |
Zhijie Xiao and Katsumi Shimotsu, Yale
University |
| April 22 |
Rustam Ibragimov and Vadim Marmer, Yale
University |
| April 29 |
Dennis Kristensen |
| May 13 |
John Geweke, University of Iowa, Bayesian
Methods and Decision Making: The Econometrician Gets a Seat at the Table" |
| May 14 |
John Geweke, University of Iowa, Markov
Chain Monte Carlo Methods and the Revolution in Bayesian Statistics" |
| September 16 |
Guido Kuersteiner, MIT, "Estimation with Weak Instruments: Accuracy of Higher
Order Bias and MSE Approximations" |
| September 23 |
Sainan Jin, George Korniotis, Vadim Marmer,
Bjorn Tuypens, Yale University, Panel Discussion: "Writing Your Prospectus" |
| September 30 |
Bjorn Tuypens, Yale University, "A
Frequency Domain Analysis of Mean Reversion Tests" |
| October 14 |
Jordan Milev, Yale University, "Can We
Do without Linearity in the Earnings-Returns Relation?" |
| October 21 |
Luke Hong, Yale University, "Testing
Linearity in Cointegration" |
| October 28 |
Jun Yu, University of Auckland,
"Jacknifing Option Prices" |
| November 4 |
Erik Hjalmarsson, Yale University |
| November 11 |
Patrik Guggenberger, Yale University,
"Generalized Empirical Likelihood Tests under
Partial, Weak, and Strong Identification" |
| November 18 |
Luke Hong, Yale University
Vadim Marmer, Yale University |
| 2001 |
|
| February 12 |
Luke Hong and Rustam Ibragimov |
| February 19 |
Timo Makela and Makram Talih |
| March 19 |
Jordan Milev |
| March 24 |
Wenzhong Fan |
| April 2 |
Timo Makela and Patrik Guggenberger |
| September 10 |
Peter Phillips, Yale University,
"Starting Research in Econometrics" |
| September 17 |
Yixiao Sun, Yale University |
| September 24 |
Timo Makela, Yale University |
| October 8 |
Richard Smith, University of Bristol,
"Alternative Methods for Heteroskedastic and Autocorrelation Variance Matrix
Estimation" |
| October 15 |
Liang Peng, "Building a Venture
Capital Index" |
| November 12 |
Timo Makela, "Estimating Average Long
Run Relations in Nonstationary Panels with Large Cross Sections" |
| November 26 |
Vadim Marmer and Feng Zhu |
| December 3 |
Borja Garcia and Sainan Jin |
| 2000 |
|
| March 27 |
Seung Hyun Hong, "Long Memory vs.
Structural Break: Spurious Regression Perspective"
Yixiao Sun, "Fractional Cointegrating Analysis of the Fisher Hypothesis" |
| April 3 |
David McKenzie, "Estimation of Dynamic
Unequally Spaced Panels and Pseudo-Panels" |
| April 10 |
Timo Makela, "Nonstationary Panel
Mixtures"
Liang Peng, "Generic Index Model and Indicates of Illiquid Markets" |
| April 17 |
Ling Hu, "An Econometric Test of
Volatility Structures within HJM Term Structure Models"
Yan Li |
| April 24 |
Konstantin Tyurin, "Econometric
Analysis of a Limit Order Market" |
| September 11 |
Peter C. B. Phillips, "Intellectual
Influence in Econometrics" |
| September 25 |
Panel Discussion – "Writing Your
Prospectus," Luke Hong, David McKenzie, Kostya Tyurin, Peter Phillips |
| October 2 |
Ling Hu, Yan (Grace) Li |
| October 9 |
Luke Hong, Yixiao Sun |
| October 16 |
Timo Makela, Patrik Guggenberger |
| October 30 |
George Korniotis |
| November 6 |
Rustam Ibragimov, Bjorn Tuypens |
| November 13 |
Feng Zhu, Hui Wang |
| November 27 |
Jordan Milev |
| November 29 |
Phillippe Jehiel (ENPC, University College
and Institute for Advanced Studies), "Analogy-Based Expectation Equilibrium" |
| 1999 |
|
| January 18 |
Katsutoshi Wakai, "Kernel Estimation
of Stochastic Discount Factors" |
| January 25 |
Jong Kim, "Testing Convexity in the
q-Theory of Investment" |
| February 1 |
Tau Wu, "Stochastic General
Equilibrium Models of the Term Structure" |
| March 1 |
Thong Nguyen, "Estimation of HJM Model
of Interest Rates" |
| March 22 |
Moto Shintani, "Unit Root Tests,
Observational Equivalence and the Divergence Rates" |
| April 5 |
Dmitri Dubasov, "Investment Based
CAPM" |
| April 12 |
Peter C.B. Phillips, "New Tricks with
DFT's of Fractional Processes" |
| April 19 |
Changsik Kim and Peter C.B. Phillips,
"Log Periodogram Regression in the Nonstationary Case" |
| September 13 |
Peter C.B. Phillips, "Climbing the Ice
Face: Some Thoughts for Beginning Researchers" |
| September 20 |
Luke Hong, "Job Creation and Job
Destruction Rates with Factor Intensity" and "Structural Break vs. Long Memory:
Spurious Regression"
Liang Peng, "The Accuracy of Some Alternative Methods to Repair Sales
Regression: A Simulation"
Yi Xiao Sun, "Efficient Detrending in the Presence of Fractional Errors" |
| September 27 |
Lingfeng Li, "Expectation
Errors in Variance Decomposition"
Timo Makela
Gerard McDonald, Applications of Nonlinear Time Series Econometrics" |
| October 4 |
David McKenzie, "Econometric
Techniques for Dynamic Heterogeneous Pseudo-Panels"
Jong Kim, Ling Hu, "Propositions for Test of Volatility Structure Changes" |
| October 11 |
Laura Mayoral, "Generalized Minimum
Distance Estimation of ARFIMA Processes" |
| October 18 |
Chang Sik Kim, "Asymptotics of Log
Periodogram and Modified Log Periodogram Regression in the Nonstationary Case"
Katsumi Shimotsu, "Modified Local Whittle Estimation of the Memory Parameter in the
Nonstationary Case" |
| October 23-24 |
COWLES CONFERENCE |
| November 1 |
Kostya Tyurin, "The Occupation Density
of Fractional Brownian Motion and Some of Its Applications" |
| November 8 |
Moto Shintani, "Nonstationary Local
Polynomial Autoregression" |
| November 15 |
Thong Nguyen, "Multi-Factor HJM
Models: A Nonparametric Analysis" |
| November 29 |
Yixiao Sun, Generalized Gaussian
Semiparametric Estimate of Long Range Dependence"
Yan Li, "Finite Sample Properties of Nonparametric Tests of Interest Rate
Models" and "Estimation of StatePrice Densities" |
| December 6 |
David McKenzie, "Estimation of Dynamic
Heterogeneous, Possibly Non-Stationary, Pseudo-Panels" |
| 1998 |
|
| September 21 |
Peter C.B. Phillips, "Climbing the Ice
Face: Do’s and Don’ts for Beginning Researchers" |
| September 28 |
Woocheol Kim, "Evolutionary Time
Series Processes" |
| October 5 |
Chang Sik Kim, "Fractional
Integration: FM Estimation" |
| October 12 |
Konstantin Tyurin, "Ultra High
Frequency Econometrics" |
| October 19 |
Federico Bandi, "Econometric
Estimation of Diffusion Models" |
| October 26 |
Katsumi Shimotsu, "Log Periodogram
Semi-parametric Regression" |
| November 9 |
Mototsugu Shintani, "Cointegration
Testing by FM-VAR Methods" |
| November 16 |
Oliver Linton, "Estimating Yield
Curves by Kernel Smoothing" |
