{"id":3366,"date":"2012-02-28T10:10:37","date_gmt":"2012-02-28T18:10:37","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=3366"},"modified":"2019-10-28T10:16:17","modified_gmt":"2019-10-28T17:16:17","slug":"econometrics-seminars-winter-2012","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-winter-2012\/","title":{"rendered":"Econometrics Seminars Winter 2012"},"content":{"rendered":"

Econometrics Seminars Winter 2012<\/h2><\/span>
<\/div><\/div><\/div>

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

Questions? Contact\u00a0Gloria Gonzalez-Rivera<\/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
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
1\/6\/2012<\/td>\nNo Seminar<\/td>\nNo Seminar<\/td>\n<\/tr>\n
1\/13\/2012<\/td>\nSong Song, University of Texas at Austin<\/td>\nLarge Vector Auto Regressions<\/td>\n<\/tr>\n
1\/20\/2012<\/td>\nShinchi Sakar, University of Vancouver<\/td>\nInstrumental Variables Estimation and Weak-Identification-Robust Inference Based On A Conditional Quantile Restriction<\/td>\n<\/tr>\n
1\/27\/2012<\/td>\nNo Seminar<\/td>\nNo Seminar<\/td>\n<\/tr>\n
2\/3\/2012<\/td>\nBenjamin Gillen, California Institute of Technology<\/td>\nThe Power of Revealed Preference Tests: Ex-Post Evaluation of Experimental Design<\/td>\n<\/tr>\n
2\/10\/2012<\/td>\nGeorgios Georgiadis, Goethe University, Frankfurt<\/td>\nTowards An Explanation of Cross-Country Asymmetries In Monetary Transmission<\/td>\n<\/tr>\n
2\/17\/2012<\/td>\nJoshua Tasoo, Claremont Graduate University<\/td>\nBelievers In Redemption: Overoptimism and Nudges In An Mail-In Rebate Experiment<\/td>\n<\/tr>\n
2\/24\/2012<\/td>\nKeh-Shin Lii, UCR Statistics Dept<\/td>\nHarmonizable Time Series Analysis<\/td>\n<\/tr>\n
3\/2\/2012<\/td>\nAndrew Patton, Duke University<\/td>\nSimulated Method of Moments Estimation For Copula-Based Multivariate Models<\/td>\n<\/tr>\n
3\/9\/2012<\/td>\nYingying Sun, UCR PhD Candidate<\/td>\nMultivariate Density Forecast: An Application To Multivariate Duration Models<\/td>\n<\/tr>\n
3\/16\/2012<\/td>\nLiangjun Su, UCR PhD Candidate<\/td>\nNonparametric Dynamic Panel Data Models: Kernel Estimation Testing<\/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":[58,59],"class_list":["post-3366","post","type-post","status-publish","format-standard","hentry","category-econometrics","tag-2011-2012","tag-winter-2012"],"_links":{"self":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3366","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=3366"}],"version-history":[{"count":2,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3366\/revisions"}],"predecessor-version":[{"id":3369,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/3366\/revisions\/3369"}],"wp:attachment":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/media?parent=3366"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/categories?post=3366"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/tags?post=3366"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}