Gregory C.
Chow Econometric Research Program
Oskar Morgenstern Memorial Seminar
Spring 2004
Seminar meets on Tuesday from 4:15-5:45 p.m. (new time)
200 Fisher Hall
|
| March 9, 2004 |
Neil Shephard, Oxford,
"Econometrics of Testing for Jumps in Financial Economics Using Bigpower
Variation" (with Ole E. Barndorff-Nielsen).
|
| March 30, 2004 |
Werner Ploberger, Rochester, "Admissible and Nonadmissible Tests in Unit-Root-like Situations".
|
| April 6, 2004 |
Jaap Abbring, Free
University of Amsterdam, "Social experiments in real time" with
Gerard van den Berg.
|
| April 20, 2004 |
Bruce Hansen,
Wisconsin, "Smooth Nonparametric Estimation of Conditional
Distribution Functions" AND "Bandwidth Selection
for Nonparametric Distribution Estimation".
|
| April 27, 2004 |
Gregory Kordas,
University of Pennsylvania, "Pessimistic
Portfolio Allocation and Choquet Expected Utility" with Gilbert W. Bassett
Jr. and Roger Koenker. |