The Gregory C. Chow
Econometric Research Program


Director of Econometrics:
Bo Honoré

Academic Support and
Seminar Coordinator:

Ellen Graf
Phone: (609) 258-4004
Fax: (609) 258-6419

Mailing Address:
Princeton University
Department of Economics
Princeton, NJ 08544-1021

ERP Related Informations:
ERP Archives - Working Papers
ERP Courses
ERP Faculty
ERP Home Page
ERP Resources
ERP Seminar - Archives



Oskar Morgenstern Memorial Seminar
Fall 2012

Tuesdays: 2:40 - 4:00pm
200 Fisher Hall
Speaker's Office:

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 30, 2012 FALL RECESS WEEK
November 6, 2012 Marc Henry, University of Montreal, "Sharp Bounds in the Binary Roy Model".
November 13, 2012


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
Faculty: Please sign up to meet with a speaker on the following web page.