Oskar Morgenstern Memorial Seminar Fall 2012 |
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Tuesdays: 2:40 - 4:00pm
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September 13, 2012 | FALL CLASSES BEGIN |
September 18, 2012 | Andrew Patton, Duke University, “Modelling Dependence in High Dimensions with Factor Copulas”. Seminar is joint with Civitas Foundation Finance. |
September 25, 2012 | No Seminar |
October 2, 2012 | Manuel Arellano, CEMFI , "Random Effects Quantile Regression", joint with Stephane Bonhomme. |
October 9, 2012 | Francis Diebold, University of Penn, "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms." |
October 16, 2012 | Adam McCloskey, Brown University, "Bonferroni-Based Size-Correction for Nonstandard Testing Problems". |
October 22, 2012 | DEPARTMENT WIDE SEMINAR WEEK |
October 30, 2012 | FALL RECESS WEEK |
November 6, 2012 | Marc Henry, University of Montreal, "Sharp Bounds in the Binary Roy Model". |
November 13, 2012 | Cancelled |
Novermber 20, 2012 | THANKSGIVING WEEK |
November 27, 2012 | Cancelled |
December 4, 2012 | Ismael Castillo, Universite’ Pierre et Marie CURIE, "On semiparametric Bernstein-von Mises theorems". Paper 1 and Paper2 |
December 11, 2012 | Nicholas Polson, Chicago, Split Sampling: Expectation, Normalisation and Rare Events. |
December 14, 2012 | WINTER RECESS WEEK |