{"id":3822,"date":"2006-11-01T15:44:30","date_gmt":"2006-11-01T23:44:30","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=3822"},"modified":"2019-11-01T15:53:13","modified_gmt":"2019-11-01T22:53:13","slug":"econometrics-seminars-fall-2006","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-fall-2006\/","title":{"rendered":"Econometrics Seminars Fall 2006"},"content":{"rendered":"

Econometrics Seminars Fall 2006<\/h2><\/span>
<\/div><\/div><\/div>

Wednesdays, 4:10-5:30 pm (unless otherwise specified) Sproul 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
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
10\/4\/2006<\/td>\nHuiyu Huang (Department of Economics, UCR)<\/td>\nOn Combining Forecasts (based on two papers: “To Combine Forecasts or to Combine Information? and Forecasting Output Growth and Inflation: How to Use Information in the Yield Curve”)<\/td>\n<\/tr>\n
10\/11\/2006<\/td>\nDennis Kristensen (Department of Economics, Columbia University)<\/td>\nNonparametric Simulated Maximum-Likelihood Estimation of Dynamic Models (based on two papers:\u00a0“Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood”<\/a>\u00a0and\u00a0“Estimation of Hidden Markov Models with Nonparamtric Simulated Maximum Likelihood”<\/a><\/td>\n<\/tr>\n
10\/18\/2006<\/td>\nAaron Smith (Dept of Agr. & Resource Economics, UC Davis)<\/td>\nMarkov Breaks in Regression Models<\/a><\/td>\n<\/tr>\n
10\/25\/2006<\/td>\nCanlin Li (AGSM, UCR)<\/td>\nGlobal Yield Curve Dynamics and Interaction: A Generalized Nelson-Siegel Approach<\/td>\n<\/tr>\n
11\/1\/2006<\/td>\nGloria Gonzalez-Rivera (Economics Department, UCR)<\/td>\nAutocontours: A Dynamic Specification Test<\/td>\n<\/tr>\n
11\/5\/2006<\/td>\nJun Li (Department of Statistics, UCR)<\/td>\nMultivariate Thresholds for Extremes and Simultaneous Monitoring of Multiple Aviation Risk Indicators<\/td>\n<\/tr>\n
11\/15\/2006<\/td>\nMarcelo Moreira (Department of Economics, Harvard University)<\/td>\nDecision Theory Applied to Linear Panel Data Models<\/td>\n<\/tr>\n
11\/29\/2006<\/td>\nTao Zha (Federal Reserve Bank, Atlanta)<\/td>\nMethods For Inference In Large Multiple-Equation Markov-Switching Models<\/a><\/td>\n<\/tr>\n
12\/6\/2006<\/td>\nKevin Song (Economics Department, Univ of Pennsylvania)<\/td>\nTesting Conditional Independence using Conditional Martingale Transforms<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
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