Econometrics Seminar

The Econometrics Seminar meets Fall and Spring Quarters.
Fall organizer is Oscar Jorda
Spring organizer is Colin Cameron

For up-to-date department seminar calendar with downloadable papers go to
Department of Economics Seminar Calendar

MONDAYS 4.10-5.30 pm in Economics Conference Room (SSH 1131)

2005-06 SEMINARS

FALL 2005

SPRING 2006

PAST YEARS' SEMINARS

SPRING 2005

April 11  A. Colin Cameron (Economics, U.C.-Davis)
"Statistical Inference for Regression with Multi-Way Clustered Data"

April 19  Justin McCrary  (Michigan)
"The Effect of Maternal Education on Fertility and Infant Health: Evidence From School Entry Policies Using Exact Date of Birth"

May 11  Lutz Killian  (Michigan)
"How Useful is Bagging in Forecasting Economic Time Series?"

May 16  Moshe Buchinsky  (UCLA)
"Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S."

May 23  Kostas Metaxoglou (UC Davis)
"Maximum Likelihood Estimation of Vector Moving Averages: An Application to the California Electricity Reserves Markets"

June 6  Luc Anselin (Illinois)
"Air Quality In Hedonic House Price Models: Spatial Aspects"

FALL 2004

Oct  4   Kostas Metaxoglou, UCD, Economics (student)
"ML Estimation of High-Dimensional Vector Moving Averages"

Oct 18 ­  Gary Solon, Michigan 
"Practical Implications of Nonclassical Measurement Error"

Oct 25 ­  Barbara Rossi, Duke
"Small Sample Confidence Intervals for Multivariate Impulse Response
Functions at Long Horizons"

Nov 1 ­  Wesley Johnson, UCD, Statistics  
"Bayesian Semi-parametric Models for Survival Data with Time Dependent Covariates"

Nov 8 ­  Rituparna Sen, UCD, Statistics (tentative)  
'Modeling the Stock Price Process as a Continuous Time Discrete Jump Process"

Nov 15 ­  Patrik Guggenberger, UCLA 
"Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility"

Nov 22 ­  Fabio Bussetti, Bank of Italy  
"Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power."

Dec 2  Aprajit Mahajan, Stanford 
"Identification and Estimation of Single Index Models with Misclassified Regressors"

Dec 6 ­  Raffaella Giacomini, UCLA  
"Tests of Conditional Predictive Ability"