{"id":3273,"date":"2013-05-25T13:22:02","date_gmt":"2013-05-25T20:22:02","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=3273"},"modified":"2019-10-25T13:36:30","modified_gmt":"2019-10-25T20:36:30","slug":"econometrics-seminars-spring-2013","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-spring-2013\/","title":{"rendered":"Econometrics Seminars Spring 2013"},"content":{"rendered":"

Econometrics Seminars Spring 2013<\/h2><\/span>
<\/div><\/div><\/div>

Wednesday, 4:10- 5:30pm (unless otherwise specified)
\nSproul Hall 2206<\/p>\n

Questions? Contact\u00a0Tae Hwy Lee<\/a><\/p>\n

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.<\/p>\n<\/div>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
4\/3\/2013<\/td>\nHyungsik Roger Moon, USC<\/td>\nInference Of VARs Identified With Sign Restrictions<\/a><\/td>\n<\/tr>\n
4\/10\/2013<\/td>\n\u00a0Yacine Ait-Sahalia, Princeton University<\/td>\nThe Latency Advantage Of High Frequency Traders<\/a><\/td>\n<\/tr>\n
4\/11\/2013*<\/span><\/td>\nYacine Ait-Sahalia, Princeton University<\/p>\n

*NOTE: (2:10-3:30 in Spr 2206)<\/span><\/span><\/td>\n

An Introduction To High Frequency Financial Econometrics<\/a><\/td>\n<\/tr>\n
4\/17\/2013<\/td>\n\u00a0Juri Marcucci, Bank of Italy<\/td>\nThe Predictive Power Of Google Searches In Forecasting Unemployment<\/a><\/td>\n<\/tr>\n
4\/24\/2013<\/td>\n\u00a0Tiemen Woutersen, University of Arizona<\/td>\nCalculating Confidence Intervals For Continuous And Discontinuous Functions Of Parameters<\/a><\/td>\n<\/tr>\n
4\/29\/2013*<\/span><\/td>\nKirstin Hubrich, European Central Bank<\/p>\n

*NOTE: (this is a joint Economic Theory and Econometrics seminar to be held on a Monday)<\/span><\/span><\/td>\n

Financial Stress And Economic Dynamics: The Transmission of Crises<\/a><\/td>\n<\/tr>\n
5\/6\/2013*<\/span><\/td>\nYongmiao Hong, Cornell University<\/p>\n

*NOTE:\u00a0(please note this is a Monday)<\/span><\/span><\/td>\n

Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach<\/a><\/td>\n<\/tr>\n
5\/8\/2013<\/td>\n\u00a0Ru Zhang, UCR\u00a0Economics PhD Candidate<\/td>\nProperties Of Parameter Estimation And Forecasts For ARMA And Financial Time Series Models<\/td>\n<\/tr>\n
5\/15\/2013<\/td>\n\u00a0Shujie Ma, UCR Statistics<\/td>\nPartial Linear Single Index Models for Repeated Measurements<\/a><\/td>\n<\/tr>\n
5\/22\/2013<\/td>\nSebastiano Manzan, Baruch College, New York<\/td>\nForecasting The Distribution Of Economic Variables In A Data-Rich Environment<\/a><\/td>\n<\/tr>\n
5\/29\/2013<\/td>\n\u00a0Casper de Vries, Erasmus Universiteit Rotterdam & Chapman University<\/td>\nTail Shape Homogenity, Scale Heterogeneity: Semi Parametric Tests & A Portfolio Application<\/a><\/p>\n

The Downside Risk Of Heavy Tails Induces Low Diversification<\/a><\/td>\n<\/tr>\n

6\/5\/2013*<\/span><\/td>\nVincenzo Quadrini, University of Southern California<\/p>\n

*NOTE: (please note, this is an Economic Theory presentation)<\/span><\/span><\/td>\n

Risky Investment With Limited Enforcement<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
<\/div><\/div><\/div><\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":6,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[28],"tags":[54,53],"class_list":["post-3273","post","type-post","status-publish","format-standard","hentry","category-econometrics","tag-2012-2013","tag-spring-2013"],"_links":{"self":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3273","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/comments?post=3273"}],"version-history":[{"count":2,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3273\/revisions"}],"predecessor-version":[{"id":3288,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3273\/revisions\/3288"}],"wp:attachment":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/media?parent=3273"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/categories?post=3273"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/tags?post=3273"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}