{"id":4894,"date":"2021-10-08T09:00:29","date_gmt":"2021-10-08T16:00:29","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=4894"},"modified":"2022-03-04T08:59:13","modified_gmt":"2022-03-04T16:59:13","slug":"econometrics-seminars-winter-2022","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-winter-2022\/","title":{"rendered":"Econometrics Seminars Winter 2022"},"content":{"rendered":"

Econometrics Seminars Winter 2022<\/h2><\/span>
<\/div><\/div><\/div>

Thursday, 3:30-4:50 pm
\nIn-Person Seminars will be held in Sproul 2206.
\nZoom meeting ID\u2019s will be emailed out before each seminar.<\/p>\n

Questions? Contact Tae-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
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
1\/06\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Yaojue Xu (UCR)<\/td>\nForecast Encompassing and Granger Causality in Predictive Models of Expected Shortfalls and Growth Shortfalls<\/td>\n<\/tr>\n
1\/13\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Norman Swanson (Rutgers University)<\/td>\nMachine Learning with Big Data: New Empirical and Theoretical Findings<\/td>\n<\/tr>\n
1\/20\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Ricardo Pereira Masini (Princeton University)<\/td>\nBridging Factor and Sparse Model<\/a><\/td>\n<\/tr>\n
1\/27\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Zhentao Shi (Georgia Institute of Technology)<\/td>\nHigh Dimensional Forecast Combinations Under Latent Structures<\/a><\/td>\n<\/tr>\n
2\/03\/2022
\n*<\/span>Zoom<\/strong><\/td>\n		No Seminar<\/td>\n<\/td>\n<\/tr>\n
2\/10\/2022
\n*<\/span>Zoom<\/strong>
\n<\/strong><\/td>\n		Andrii Babii (University of North Carolina Chapel Hill)<\/td>\nHigh-Dimensional Granger Causality Tests with an Application to VIX and News<\/a><\/td>\n<\/tr>\n
2\/17\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Daniel Henderson (University of Alabama)<\/td>\nA general proposal for model-free difference-in-differences<\/a><\/td>\n<\/tr>\n
2\/24\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Saman Banafti (UCR)<\/td>\nInferential Theory for Granular Instrumental Variables:\u00a0Concentrated Markets and Large Dynamic Panels<\/td>\n<\/tr>\n
3\/03\/2022
\n*<\/span>Zoom <\/strong>
\n9:30-10:50am
\n<\/strong><\/td>\n		Jesus Gonzalo (U. Carlos III de Madrid)<\/td>\nClimate Change Heterogeneity: A Novel Quantitative Approach<\/td>\n<\/tr>\n
3\/10\/2022
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Alberto Rossi (Georgetown University)<\/td>\nFinTech Apps and Machine Learning in Finance:<\/p>\n

Selecting Mutual Funds from the Stocks They Hold: a Machine Learning Approach\u0003<\/a><\/p>\n

Goal Setting and Saving in the FinTech Era\u0003<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n

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