{"id":6790,"date":"2025-09-15T14:44:27","date_gmt":"2025-09-15T21:44:27","guid":{"rendered":"https:\/\/economics.ucr.edu\/?p=6790"},"modified":"2026-02-13T13:20:03","modified_gmt":"2026-02-13T21:20:03","slug":"econometrics-seminars-winter-2026","status":"publish","type":"post","link":"https:\/\/economics.ucr.edu\/econometrics-seminars-winter-2026\/","title":{"rendered":"Econometrics Seminars Winter 2026"},"content":{"rendered":"

Econometrics Seminars Winter 2026<\/h2><\/span>
<\/div><\/div><\/div>

Tuesday, 2:00-3:20 pm \u00a0(unless otherwise is noted with\u00a0*<\/span>)
\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\n\n\n
DATE<\/th>\nNAME<\/th>\nTITLE OF PRESENTATION<\/th>\n<\/tr>\n<\/thead>\n
1\/6\/2026 *<\/span>Zoom (2:00-3:20pm)<\/b><\/td>\nEkaterina Seregina, Colby College<\/td>\nA Nonlinear Target-Factor Model with Attention\u00a0Mechanism for Mixed-Frequency Data<\/td>\n<\/tr>\n
1\/9\/2026 10:00am to 11:00am<\/strong><\/td>\nAli Mehrabani, University of Kansas (Joint with\u00a0Macroeconomics)<\/td>\nIdentifying Latent Group Structures in Spatial Panel Models with Common Shocks.<\/td>\n<\/tr>\n
1\/9\/2026 2:00pm to 3:20pm<\/strong><\/td>\nShahnaz Parsaeian University of Kansas (Joint with\u00a0Macroeconomics)<\/td>\nMixed Frequency Panel Regressions with Sparsity and Heterogeneity.<\/td>\n<\/tr>\n
1\/13\/2026<\/td>\nGrigory Franguridi, USC<\/td>\nGeneralized method of moments with partially missing data<\/a><\/td>\n<\/tr>\n
1\/20\/2026<\/td>\nNo Seminar<\/td>\n<\/td>\n<\/tr>\n
1\/27\/2026<\/td>\nHan Hong, Stanford<\/td>\nThe ROC Curve and Statistical Allocations Paper 1<\/a> Paper 2<\/a><\/td>\n<\/tr>\n
2\/3\/2026 *<\/span>Zoom (3:30-4:50pm)<\/b><\/td>\n\u00a0Fuwei\u00a0Jiang, Xiamen University<\/td>\nMarket Risk Premium: A Single Optimal Predictive Factor in High Dimension<\/a><\/td>\n<\/tr>\n
2\/10\/2026 *<\/span>Zoom (3:30-4:50pm)<\/b><\/td>\nXuan Leng, Xiamen University<\/td>\nReinforced Tail Quantile Regression<\/a><\/td>\n<\/tr>\n
2\/17\/2026<\/td>\nWhitney Newey, MIT<\/td>\nLinear Estimation of Structural and Causal Effects for Nonseparable Panel Data<\/a><\/td>\n<\/tr>\n
2\/24\/2026 *<\/span>Zoom (3:30-4:50pm)<\/b><\/td>\nYundong Tu, Peking University<\/td>\nShattering Break Barriers: Inferential Theory for Group Factor Models Subject to Disruptive Breaks<\/a><\/td>\n<\/tr>\n
2\/27\/2026\u00a0 *<\/span><\/b>Friday<\/b><\/td>\nM. Hashem Pesaran, USC and Cambridge<\/p>\n
\n
(Joint with Macroeconomics)<\/div>\n<\/div>\n<\/td>\n
The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models<\/a><\/td>\n<\/tr>\n
3\/3\/2026<\/td>\nTianyan Tu, UCR<\/td>\nOptimal Tensor Portfolio<\/td>\n<\/tr>\n
3\/10\/2026<\/td>\nXiaohong Chen, Yale<\/td>\n<\/td>\n<\/tr>\n
3\/11\/2026 *<\/span>Wednesday (2:00-3:20pm)<\/b><\/td>\nXiaohong Chen, Yale<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
<\/div><\/div><\/div><\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":12,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[28],"tags":[123,124],"class_list":["post-6790","post","type-post","status-publish","format-standard","hentry","category-econometrics","tag-2025-2026","tag-winter-2026"],"_links":{"self":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/6790","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\/12"}],"replies":[{"embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/comments?post=6790"}],"version-history":[{"count":29,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/6790\/revisions"}],"predecessor-version":[{"id":7085,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/posts\/6790\/revisions\/7085"}],"wp:attachment":[{"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/media?parent=6790"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/categories?post=6790"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/economics.ucr.edu\/wp-json\/wp\/v2\/tags?post=6790"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}