{"id":3425,"date":"2011-02-28T14:50:19","date_gmt":"2011-02-28T22:50:19","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=3425"},"modified":"2019-10-28T15:01:31","modified_gmt":"2019-10-28T22:01:31","slug":"econometrics-seminars-winter-2011","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-winter-2011\/","title":{"rendered":"Econometrics Seminars Winter 2011"},"content":{"rendered":"

Econometrics Seminars Winter 2011<\/h2><\/span>
<\/div><\/div><\/div>

Mondays, 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\n
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
1\/3\/2011<\/td>\nNo Seminar<\/td>\nNo Seminar<\/td>\n<\/tr>\n
1\/10\/2011<\/td>\nPeter R. Hansen, Stanford University<\/td>\nRealized GARCH: A Joint Model For Returns and Realized Measures of Volatility<\/a><\/td>\n<\/tr>\n
1\/17\/2011<\/td>\nNo Seminar – MLK Jr. Birthday Holiday<\/td>\nNo Seminar<\/td>\n<\/tr>\n
1\/20\/2011*<\/span><\/td>\nJerry Hausman, MIT – Boston<\/p>\n

*NOTE: Thursday\u00a02:10-3:30pm<\/span><\/span><\/td>\n

Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity<\/a><\/td>\n<\/tr>\n
1\/21\/2011*<\/span><\/td>\nJerry Hausman, MIT – Boston<\/p>\n

*NOTE: Friday<\/span><\/span><\/td>\n

Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing<\/a><\/td>\n<\/tr>\n
1\/24\/2011<\/td>\nOscar Jorda, UC Davis<\/td>\nPerformance Evaluation of Zero Net-Investment Strategies<\/a><\/td>\n<\/tr>\n
1\/31\/2011<\/td>\nThomas Kim, UCR School of Business<\/td>\nDistribution of Individual Stock Performances in a Mutual Fund and the Fund Manager’s Stock Picking Ability<\/a><\/td>\n<\/tr>\n
2\/7\/2011<\/td>\nPascale Valery, HEC Montreal – Canada<\/td>\nWald-type Tests When Rank Conditions Fail: A Smooth Regularization Approach<\/a><\/td>\n<\/tr>\n
2\/14\/2011<\/td>\nJose Lopez, Federal Reserve, San Francisco<\/td>\nExtracting Deflation Probability Forecasts From Treasury Yields<\/a><\/td>\n<\/tr>\n
2\/21\/2011<\/td>\nNo Seminar – Presidents Day Holiday<\/td>\nNo Seminar<\/td>\n<\/tr>\n
2\/28\/2011<\/td>\nAllan Timmerman, UC San Diego<\/td>\nOut-Of-Sample Forecast Evaluation: Choice of Sample Split<\/a><\/td>\n<\/tr>\n
3\/7\/2011<\/td>\nVictoria Zinde-Walsh, McGill University – Canada<\/td>\nMeasurement Error and Convolution Equations In Generalized Functions Spaces<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
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