The Gregory C. Chow Econometrics Research Program-
Oskar Morgenstern Memorial Seminar
Meets Tuesdays, 2:40-4:10 p.m. in 200 Fisher Hall
|March 8, 2005
||Philippe-Emmanuel Petalas, Princeton, "Efficient Estimation of the Parameter Path in Unstable Time Series Models" with Ulrich Mueller.|
|March 15, 2005
||No Seminar, Spring Break|
|March 22, 2005||Shakeeb Khan, Rochester, "Semiparametric Estimation of Randomly Censored Duration Models".
Paper 1: "Minimum Distance Estimation of Randomly Censored Regression Models" with Elie Tamer.
Paper 2: "Partial Rank Estimation of Transformation Models with General forms of Censoring" with Elie Tamer.
|March 29, 2005
||Alberto Abadie, Harvard KSG, "On the Failure of the Bootstrap for Matching Estimators".
|April 5, 2005
||Mark Watston, Princeton, "An Empirical Comparison of Methods for Forecasting Using Many Predictors" with James H. Stock.
|April 12, 2005||Jianqing Fan, Princeton,"Generalized Likelihood ratio tests with applications to model specification tests in diffusion models" and "Nonparametric Inference for Additive Models".
|April 26, 2005||Marine Carrasco, Rochester, "Optimal Test for Markov Switching" with Liang Hu & Werner Ploberger.
|May 3, 2005||Yacine Ait-Sahalia, Princeton, "Discretely Sampled Levy Processes" joint work with Jean