The Gregory C. Chow Econometrics Research Program-

Oskar Morgenstern Memorial Seminar
Spring 2005
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 Jacod.