{"id":5491,"date":"2023-01-03T09:30:06","date_gmt":"2023-01-03T17:30:06","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=5491"},"modified":"2024-10-07T18:02:10","modified_gmt":"2024-10-08T01:02:10","slug":"econometrics-seminars-winter-2023","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-winter-2023\/","title":{"rendered":"Econometrics Seminars Winter 2023"},"content":{"rendered":"

Econometrics Seminars Winter 2023<\/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\n
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
1\/12\/2023
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Donggyu Kim (KAIST, Seoul)<\/td>\nLarge Volatility Matrix Analysis Using Global and National Factor Models<\/a><\/td>\n<\/tr>\n
1\/19\/2023
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Ekaterina Seregina (Colby College)<\/td>\nDoubly Sparse Estimator for High-Dimensional Covariance Matrices<\/a><\/td>\n<\/tr>\n
1\/26\/2023
\n*<\/span>Sproul 2206
\n<\/strong><\/td>\n		Pedro Issac Chavez Lopez (UC Riverside)<\/td>\nHigh Dimensional Supervised Forecasting for Conditional Quantiles: Quantile Three Pass Regression Filter<\/td>\n<\/tr>\n
2\/02\/2023
\n*<\/span>Zoom
\n<\/strong><\/td>\n		Qihui Chen (CUHK-Shenzhen)<\/td>\nSemiparametric Conditional Factor Models: Estimation and Inference<\/a><\/td>\n<\/tr>\n
2\/09\/2023
\n*<\/span>Zoom<\/strong>
\n*<\/span>10:00am
\n<\/strong><\/td>\n		Burak Saltoglu (Bo\u011fazi\u00e7i University, Istanbul)<\/td>\nAnalyzing Individual Risk Taking Behavior with Machine Learning: An Application with a Pension Fund Data<\/td>\n<\/tr>\n
*<\/span>2\/14\/2023 (Tuesday)<\/strong>
\n*<\/span>Zoom<\/strong><\/td>\n		Yundong Tu (Peking University)<\/td>\nShrinkage Estimation of Multiple Threshold Factor Models<\/a><\/td>\n<\/tr>\n
2\/23\/2023
\n*<\/span>Zoom<\/strong><\/td>\n		Liangjun Su (Tsinghua University, Beijing)<\/td>\nLow-rank Panel Quantile Regression: Estimation and Inference<\/a><\/td>\n<\/tr>\n
3\/02\/2023
\n*<\/span>Zoom<\/strong>
\n*<\/span>10:00am
\n<\/strong><\/td>\n		Anders Kock (University of Oxford)<\/td>\nConsistency of p-norm based tests in high dimensions: characterization, monotonicity, domination.<\/a><\/td>\n<\/tr>\n
3\/09\/2023
\n*<\/span><\/strong>Zoom<\/strong><\/td>\n		Bin Chen (University of Rochester)<\/td>\nTime-Varying Matrix Factor Model<\/a><\/td>\n<\/tr>\n
3\/16\/2023
\n<\/strong><\/td>\n		No Seminar<\/td>\n<\/td>\n<\/tr>\n
<\/td>\n<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
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